Added HIfinity placeholder chapter.
Just pointed to Dan Simon's H Infinity PDF for now.
This commit is contained in:
Roger Labbe committed
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"[Table of Contents](http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/table_of_contents.ipynb)"
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"source": [
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"I am still mulling over how to write this chapter. In the meantime, Dan Simon has an accessible introduction here:\n",
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"\n",
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"http://academic.csuohio.edu/simond/courses/eec641/hinfinity.pdf\n",
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"\n",
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"In one sentence the $H_\\infty$ (H infinity) filter is like a Kalman filter, but it is robust in the face of non-Gaussian, non-predictable inputs.\n",
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"\n",
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"\n",
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"My filterpy library contains an H-Infinity filter. I've pasted some test code below which implements the filter designed by Simon in the article above. Hope it helps."
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"from __future__ import (absolute_import, division, print_function,\n",
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" unicode_literals)\n",
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"\n",
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"from numpy import array\n",
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"import matplotlib.pyplot as plt\n",
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"\n",
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"from filterpy.hinfinity import HInfinityFilter\n",
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"\n",
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"dt = 0.1\n",
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"f = HInfinityFilter(2, 1, 0, gamma=.4)\n",
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"\n",
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"f.F = array([[1., dt],\n",
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"f.H = array([[0., 1.]])\n",
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"f.P = 0.01\n",
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"\n",
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"for i in range(1,40):\n",
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" f.update (5)\n",
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" vs.append(f.x[1,0])\n",
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truncated
|
||||
"text": [
|
||||
"<matplotlib.figure.Figure at 0x7f164f16d518>"
|
||||
]
|
||||
}
|
||||
],
|
||||
"prompt_number": 5
|
||||
}
|
||||
],
|
||||
"metadata": {}
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in new issue
Block a user