daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Weights should be reset to 1/N after resampling.

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This commit is contained in:
Roger Labbe committed 2017-07-03 13:07:28 -07:00
1 parent ba61f3a96c
commit 7c5aa45019
7 files changed
+232 -244
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animations/particle_animate.ipynb
+74 -47
View File
@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 1,
"metadata": {
"collapsed": false
},
@@ -12,33 +12,72 @@
"text/html": [
"<style>\n",
"@import url('http://fonts.googleapis.com/css?family=Source+Code+Pro');\n",
"@import url('http://fonts.googleapis.com/css?family=Vollkorn');\n",
"@import url('http://fonts.googleapis.com/css?family=Arimo');\n",
"@import url('http://fonts.googleapis.com/css?family=Fira_sans');\n",
"@import url('http://fonts.googleapis.com/css?family=Lora');\n",
"\n",
"//@import url('http://fonts.googleapis.com/css?family=Open+Sans');\n",
"//@import url('http://fonts.googleapis.com/css?family=Vollkorn');\n",
"//@import url('http://fonts.googleapis.com/css?family=Karla');\n",
"//@import url('http://fonts.googleapis.com/css?family=Poppins');\n",
"//@import url('http://fonts.googleapis.com/css?family=Arimo');\n",
"//@import url('http://fonts.googleapis.com/css?family=Roboto');\n",
"//@import url('http://fonts.googleapis.com/css?family=Lato');\n",
"//@import url('http://fonts.googleapis.com/css?family=Domine');\n",
"//@import url('http://fonts.googleapis.com/css?family=Chivo');\n",
"//@import url('http://fonts.googleapis.com/css?family=Cardo');\n",
"//@import url('http://fonts.googleapis.com/css?family=Arvo');\n",
"//@import url('http://fonts.googleapis.com/css?family=Crimson+Text');\n",
"//@import url('http://fonts.googleapis.com/css?family=Ubuntu');\n",
"//@import url('http://fonts.googleapis.com/css?family=Fontin');\n",
"//@import url('http://fonts.googleapis.com/css?family=Raleway');\n",
"//@import url('http://fonts.googleapis.com/css?family=Merriweather');\n",
"\n",
"\n",
".CodeMirror pre {\n",
" font-family: 'Source Code Pro', Consolas, monocco, monospace;\n",
"}\n",
" div.cell{\n",
" width: 900px;\n",
" //width: 950px;\n",
" margin-left: 0% !important;\n",
" margin-right: auto;\n",
" }\n",
" div.text_cell_render{\n",
" font-family: 'Lora';\n",
" //font-family: 'Open Sans';\n",
" //font-family: 'Karla',verdana,arial,sans-serif;\n",
" //font-family: 'Roboto',verdana,arial,sans-serif;\n",
" //font-family: 'Lato',verdana,arial,sans-serif;\n",
" //font-family: 'Domine',verdana,arial,sans-serif;\n",
" //font-family: 'Chivo',verdana,arial,sans-serif;\n",
" //font-family: 'Cardo',verdana,arial,sans-serif;\n",
" //font-family: 'Arvo',verdana,arial,sans-serif;\n",
" //font-family: 'Poppins',verdana,arial,sans-serif;\n",
" //font-family: 'Ubuntu',verdana,arial,sans-serif;\n",
" //font-family: 'Fontin',verdana,arial,sans-serif;\n",
" //font-family: 'Raleway',verdana,arial,sans-serif;\n",
" //font-family: 'Merriweather',verdana,arial,sans-serif;\n",
" //font-family: 'Crimson Text', verdana,arial,sans-serif;\n",
" //font-family: verdana,arial,sans-serif;\n",
" //font-family: arial,sans-serif;\n",
" line-height: 125%;\n",
" font-size: 130%;\n",
" text-align: justify;\n",
" text-justify:inter-word;\n",
" }\n",
" div.text_cell code {\n",
" background: transparent;\n",
" color: #000000;\n",
" font-weight: 600;\n",
" font-size: 11pt;\n",
" font-style: bold;\n",
" font-weight: 400;\n",
" font-size: 12pt;\n",
" //font-style: bold;\n",
" font-family: 'Source Code Pro', Consolas, monocco, monospace;\n",
" }\n",
" h1 {\n",
" font-family: 'Open sans',verdana,arial,sans-serif;\n",
"\t}\n",
"\t\n",
"\n",
" div.input_area {\n",
" background: #F6F6F9;\n",
" border: 1px solid #586e75; \n",
" border: 1px solid #586e75;\n",
" }\n",
"\n",
" .text_cell_render h1 {\n",
@@ -51,7 +90,7 @@
" display: block;\n",
" white-space: wrap;\n",
" text-align: left;\n",
" } \n",
" }\n",
" h2 {\n",
" font-family: 'Open sans',verdana,arial,sans-serif;\n",
" text-align: left;\n",
@@ -67,7 +106,7 @@
" display: block;\n",
" white-space: wrap;\n",
" text-align: left;\n",
" } \n",
" }\n",
" h3 {\n",
" font-family: 'Open sans',verdana,arial,sans-serif;\n",
" }\n",
@@ -108,14 +147,6 @@
" display: block;\n",
" white-space: nowrap;\n",
" }\n",
" div.text_cell_render{\n",
" font-family: 'Fira sans', verdana,arial,sans-serif;\n",
" line-height: 150%;\n",
" font-size: 110%;\n",
" font-weight: 400;\n",
" text-align:justify;\n",
" text-justify:inter-word;\n",
" }\n",
" div.output_subarea.output_text.output_pyout {\n",
" overflow-x: auto;\n",
" overflow-y: scroll;\n",
@@ -142,42 +173,38 @@
" margin: 2em;\n",
" }\n",
" ul li{\n",
" padding-left: 0.5em; \n",
" margin-bottom: 0.5em; \n",
" margin-top: 0.5em; \n",
" padding-left: 0.5em;\n",
" margin-bottom: 0.5em;\n",
" margin-top: 0.5em;\n",
" }\n",
" ul li li{\n",
" padding-left: 0.2em; \n",
" margin-bottom: 0.2em; \n",
" margin-top: 0.2em; \n",
" padding-left: 0.2em;\n",
" margin-bottom: 0.2em;\n",
" margin-top: 0.2em;\n",
" }\n",
" ol{\n",
" margin: 2em;\n",
" }\n",
" ol li{\n",
" padding-left: 0.5em; \n",
" margin-bottom: 0.5em; \n",
" margin-top: 0.5em; \n",
" padding-left: 0.5em;\n",
" margin-bottom: 0.5em;\n",
" margin-top: 0.5em;\n",
" }\n",
" ul li{\n",
" padding-left: 0.5em; \n",
" margin-bottom: 0.5em; \n",
" margin-top: 0.2em; \n",
" padding-left: 0.5em;\n",
" margin-bottom: 0.5em;\n",
" margin-top: 0.2em;\n",
" }\n",
" a:link{\n",
" font-weight: bold;\n",
" color:#447adb;\n",
" }\n",
" a:visited{\n",
" font-weight: bold;\n",
" color: #1d3b84;\n",
" }\n",
" a:hover{\n",
" font-weight: bold;\n",
" color: #1d3b84;\n",
" }\n",
" a:focus{\n",
" font-weight: bold;\n",
" color:#447adb;\n",
" }\n",
" a:active{\n",
@@ -185,10 +212,10 @@
" color:#447adb;\n",
" }\n",
" .rendered_html :link {\n",
" text-decoration: underline; \n",
" text-decoration: underline;\n",
" }\n",
" .rendered_html :hover {\n",
" text-decoration: none; \n",
" text-decoration: none;\n",
" }\n",
" .rendered_html :visited {\n",
" text-decoration: none;\n",
@@ -201,7 +228,7 @@
" }\n",
" .warning{\n",
" color: rgb( 240, 20, 20 )\n",
" } \n",
" }\n",
" hr {\n",
" color: #f3f3f3;\n",
" background-color: #f3f3f3;\n",
@@ -248,7 +275,7 @@
"<IPython.core.display.HTML object>"
]
},
"execution_count": 5,
"execution_count": 1,
"metadata": {},
"output_type": "execute_result"
}
@@ -258,7 +285,7 @@
"%matplotlib inline\n",
"import sys\n",
"sys.path.insert(0,'..') # allow us to format the book\n",
"sys.path.insert(0,'../code') \n",
"sys.path.insert(0,'../kf_book') \n",
"# use same formattibng as rest of book so that the plots are\n",
"# consistant with that look and feel.\n",
"import book_format\n",
@@ -267,7 +294,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 2,
"metadata": {
"collapsed": false
},
@@ -338,7 +365,7 @@
" w[i] = self.weights[index]\n",
"\n",
" self.particles = p\n",
" self.weights = w / np.sum(w)\n",
" self.weights.fill(1.0 / self.N)\n",
"\n",
"\n",
" def estimate(self):\n",
@@ -352,7 +379,7 @@
},
{
"cell_type": "code",
"execution_count": 30,
"execution_count": 7,
"metadata": {
"collapsed": false,
"scrolled": true
@@ -360,9 +387,9 @@
"outputs": [
{
"data": {
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truncated
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truncated
"text/plain": [
"<matplotlib.figure.Figure at 0x8a1a908>"
"<matplotlib.figure.Figure at 0x208af46e3c8>"
]
},
"metadata": {},
@@ -439,7 +466,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.0"
"version": "3.5.3"
}
},
"nbformat": 4,
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