From 79387a85cb641cdade78f1120dfb7125c0c98ccc Mon Sep 17 00:00:00 2001 From: Roger Labbe Date: Sun, 1 Feb 2015 20:39:08 -0800 Subject: [PATCH] Reworked section on multivariate correlations My charts were mixing position vs time, which was pretty confusing. I changed it to position vs velocity, and demonstrated how multipying the covariances lead to a much better result. --- 06_Multivariate_Kalman_Filters.ipynb | 340 +++++++++++++++++++++++---- code/mkf_internal.py | 74 +++++- code/stats.py | 18 ++ 3 files changed, 369 insertions(+), 63 deletions(-) diff --git a/06_Multivariate_Kalman_Filters.ipynb b/06_Multivariate_Kalman_Filters.ipynb index c91f850..5fbd866 100644 --- a/06_Multivariate_Kalman_Filters.ipynb +++ b/06_Multivariate_Kalman_Filters.ipynb @@ -1,7 +1,7 @@ { "metadata": { "name": "", - "signature": "sha256:b0ce987c1b945a8915aadb61595c971e98cd0377ac4a1dba9a1b8bcd787f3736" + "signature": "sha256:0ad1de2b85e8d1b3d2cb448b70cb541f63f3e038d05201c266da3cb0201c49a3" }, "nbformat": 3, "nbformat_minor": 0, @@ -29,6 +29,8 @@ "input": [ "#format the book\n", "%matplotlib inline\n", + "%load_ext autoreload\n", + "%autoreload 2\n", "from __future__ import division, print_function\n", "import matplotlib.pyplot as plt\n", "import book_format\n", @@ -37,6 +39,14 @@ "language": "python", "metadata": {}, "outputs": [ + { + "output_type": "stream", + "stream": "stdout", + "text": [ + "The autoreload extension is already loaded. To reload it, use:\n", + " %reload_ext autoreload\n" + ] + }, { "html": [ "