Started work on EKF. Mostly code to generate nonlinear transfer functions plots.

exp/nonlinear_plots.py

@@ -0,0 +1,104 @@
+# -*- coding: utf-8 -*-
+"""
+Created on Sun May 18 11:09:23 2014
+
+@author: rlabbe
+"""
+
+from __future__ import division
+import numpy as np
+import matplotlib.pyplot as plt
+from numpy.random import normal
+
+
+
+def plot_transfer_func(data, f, lims,num_bins=1000):
+    ys = f(data)
+
+    #plot output
+    plt.subplot(2,2,1)
+    plt.hist(ys, num_bins, orientation='horizontal',histtype='step')
+    plt.ylim(lims)
+    plt.gca().xaxis.set_ticklabels([])
+
+
+
+    # plot transfer function
+    plt.subplot(2,2,2)
+    x = np.arange(lims[0], lims[1],0.1)
+    y = f(x)
+    plt.plot (x,y)
+    isct = f(0)
+    plt.plot([0,0,lims[0]],[lims[0],isct,isct],c='r')
+    plt.xlim(lims)
+
+
+    # plot input
+    plt.subplot(2,2,4)
+    plt.hist(data, num_bins, histtype='step')
+    plt.xlim(lims)
+    plt.gca().yaxis.set_ticklabels([])
+
+
+    plt.show()
+
+
+normals = normal(loc=0.0, scale=1, size=5000000)
+
+#rint h(normals).sort()
+
+
+def f(x):
+    return 2*x + 1
+
+def g(x):
+    return (cos(4*(x/2+0.7)))*sin(0.3*x)-0.9*x
+    return (cos(4*(x/3+0.7)))*sin(0.3*x)-0.9*x
+    #return -x+1.2*np.sin(0.7*x)+3
+    return sin(5-.2*x)
+
+def h(x): return cos(.4*x)*x
+
+plot_transfer_func (normals, g, lims=(-4,4),num_bins=500)
+del(normals)
+
+#plt.plot(g(np.arange(-10,10,0.1)))
+
+'''
+
+
+ys = f(normals)
+
+
+r = np.linspace (min(normals), max(normals), num_bins)
+
+h= np.histogram(ys, num_bins,density=True)
+print h
+print len(h[0]), len(h[1][0:-1])
+
+#plot output
+plt.subplot(2,2,1)
+h = np.histogram(ys, num_bins,normed=True)
+
+p, = plt.plot(h[0],h[1][1:])
+plt.ylim((-10,10))
+plt.xlim((max(h[0]),0))
+
+
+# plot transfer function
+plt.subplot(2,2,2)
+x = np.arange(-10,10)
+y = 1.2*x + 1
+plt.plot (x,y)
+plt.plot([0,0],[-10,f(0)],c='r')
+plt.ylim((-10,10))
+
+# plot input
+plt.subplot(2,2,4)
+h = np.histogram(normals, num_bins,density=True)
+plt.plot(h[1][1:],h[0])
+plt.xlim((-10,10))
+
+
+plt.show()
+'''