Wording changes.
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"Most Kalman filtering and other engineering texts are written by mathematicians or academics. When there is software (rarely), it is not production quality. Take Paul Zarchan's book *Fundamentals of Kalman Filtering* as an example. This is a fantastic book and it belongs in your library, and is one of the few books that provides full source for every example and chart. But the code is Fortran without any subroutines beyond calls to functions like `MATMUL`. Kalman filters are re-implemented throughout the book. The same listing mixes simulation with filtering code, making it hard to distinguish them. Some chapters implement the same filter in subtly different ways, and uses bold text to highlight the few lines that changed. If Runge Kutta is needed it is embedded in the code, without comments. \n",
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"Most Kalman filtering and other engineering texts are written by mathematicians or academics. When there is software (rarely), it is not production quality. Take Paul Zarchan's book *Fundamentals of Kalman Filtering* as an example. This is a fantastic book which belongs in your library, and is one of the few books that provides full source for every example and chart. But the code is Fortran without any subroutines beyond calls to functions like `MATMUL`. Kalman filters are re-implemented throughout the book. The same listing mixes simulation with filtering code, making it hard to distinguish them. Some chapters implement the same filter in subtly different ways, and uses bold text to highlight the few lines that changed. If Runge Kutta is needed it is embedded in the code, without comments. \n",
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"\n",
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"There's a better way. If I want to perform Runge Kutta I call `ode45`, I do not embed an Runge Kutta implementation in my code. I don't want to implement Runge Kutta multiple times and debug it several times. if I do find a bug, I can fix it once and be assured that it now works across all my different projects. And, it is readable. It is rare that I care about the implementation of Runge Kutta.\n",
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"\n",
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"This is a textbook on Kalman filtering, and you can argue that we *do* care about the implementation of Kalman filters. That is true, but you will find out the code that performs the filtering amounts to 10 or so lines of code. The code to implement the math is fairly trivial. Most of the work that Kalman filter requires is the design of the matrices that get fed into the math engine.\n",
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"This is a textbook on Kalman filtering, and you can argue that we *do* care about the implementation of Kalman filters. That is true, but the code that performs the filtering uses about 10 lines of code. The code to implement the math is fairly trivial. Most of the work that Kalman filter requires is the design of the matrices that get fed into the math engine.\n",
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"\n",
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"A possible downside is that the equations that perform the filtering are hidden behind functions, which we could argue is a loss in a pedagogical text. I argue the converse. I want you to learn how to use Kalman filters in the real world, for real projects, and you shouldn't be cutting and pasting established algorithms all over the place.\n",
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"\n",
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"I use Python classes. I mostly use classes as a way to organize the data that the filters require, not to implement OO features such as inheritence. For example, the `KalmanFilter` class stores matrices called `x`, `P`, `R`, `Q`. I've seen procedural libraries for Kalman filters, and they require the programmer to maintain all of those matrices. This perhaps isn't so bad for a toy program, but program a bank of Kalman filters and you will not enjoy having to manage all of those matrices and other associated data. I have derived from these classes occasionally in my own work, and find it handy, but I don't want to force OO on people as I know many do not like it."
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"I use Python classes. I mostly use classes as a way to organize the data that the filters require, not to implement object oriented (OO) features such as inheritence. For example, the `KalmanFilter` class stores matrices and vectors called `x`, `P`, `R`, `Q`, `S`, `y`, `K`. I've seen procedural libraries for Kalman filters, and they require the programmer to maintain all of those matrices. This perhaps isn't so bad for a toy program, but program a bank of Kalman filters and you will not enjoy having to manage all of those matrices and other associated data. I have derived from these classes occasionally in my own work, and find it handy, but I don't want to force OO on people as I know many do not like it."
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]
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{
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