daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Fixed assignment to F. dt=.1, but used dt=1.

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Roger Labbe
2015-07-22 11:13:07 -07:00
parent 364a2357d7
commit 49a464bcfa
4 changed files with 132 additions and 91 deletions
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11
code/mkf_internal.py
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@@ -356,11 +356,12 @@ def plot_correlation_covariance():
import book_plots as bp
def plot_track(ps, zs, cov, std_scale=1,
plot_P=True, y_lim=None,
plot_P=True, y_lim=None, dt=1.,
xlabel='time', ylabel='position',
title='Kalman Filter'):
count = len(zs)
actual = np.linspace(0, count - 1, count)
actual = np.linspace(0, count - 1, count) * dt
cov = np.asarray(cov)
std = std_scale*np.sqrt(cov[:,0,0])
std_top = np.minimum(actual+std, [count + 10])
@@ -378,6 +379,8 @@ def plot_track(ps, zs, cov, std_scale=1,
plt.fill_between(range(len(std_top)), std_top, std_btm,
facecolor='yellow', alpha=0.2, interpolate=True)
plt.legend(loc=4)
plt.xlabel(xlabel)
plt.ylabel(ylabel)
if y_lim is not None:
plt.ylim(y_lim)
else:
@@ -389,10 +392,10 @@ def plot_track(ps, zs, cov, std_scale=1,
if plot_P:
ax = plt.subplot(121)
ax.set_title("$\sigma^2_x$")
ax.set_title("$\sigma^2_x$ (pos variance)")
plot_covariance(cov, (0, 0))
ax = plt.subplot(122)
ax.set_title("$\sigma^2_y$")
ax.set_title("$\sigma^2_y$ (vel variance)")
plot_covariance(cov, (1, 1))
plt.show()