daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Rewrites for orthogonal version of eqns

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The changes in the univariate chapter, where I derived the
eqn for K continue to ripple through the chapters.
This commit is contained in:
Roger Labbe
2016-01-23 07:18:43 -08:00
parent d6becd7428
commit c268a09f5f
7 changed files with 454 additions and 361 deletions
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12
code/mkf_internal.py
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@@ -79,7 +79,7 @@ def plot_track_ellipses(N, zs, ps, cov, title):
plt.show()
def show_residual_chart():
def show_residual_chart(show_eq=True, show_H=False):
est_y = ((164.2-158)*.8 + 158)
ax = plt.axes(xticks=[], yticks=[], frameon=False)
@@ -105,10 +105,15 @@ def show_residual_chart():
plt.text (1.0, 164.4, r"measurement ($z$)",ha='center',va='bottom',fontsize=18,color='blue')
plt.text (0, 157.8, r"posterior ($x_{t-1}$)", ha='center', va='top',fontsize=18)
plt.text (1.02, est_y-1.5, "residual($y$)", ha='left', va='center',fontsize=18)
plt.text (1.02, est_y-2.2, r"$y=z-\bar x_t$", ha='left', va='center',fontsize=18)
if show_eq:
if show_H:
plt.text (1.02, est_y-2.2, r"$y=z-H\bar x_t$", ha='left', va='center',fontsize=18)
else:
plt.text (1.02, est_y-2.2, r"$y=z-\bar x_t$", ha='left', va='center',fontsize=18)
plt.text (0.9, est_y, "new estimate ($x_t$)", ha='right', va='center',fontsize=18)
plt.text (0.8, est_y-0.5, "(posterior)", ha='right', va='center',fontsize=18)
plt.text (0.75, est_y-1.2, r"$\bar{x}_t + Ky$", ha='right', va='center',fontsize=18)
if show_eq:
plt.text (0.75, est_y-1.2, r"$\bar{x}_t + Ky$", ha='right', va='center',fontsize=18)
plt.xlabel('time')
ax.yaxis.set_label_position("right")
plt.ylabel('state')
@@ -233,6 +238,7 @@ def show_x_error_chart(count):
stats.plot_covariance_ellipse ((5,5), ellipse=e3, variance=sigma,
edgecolor='r', alpha=0.25)
stats.plot_covariance_ellipse (m4[:,0], ellipse=e4, variance=sigma)
plt.ylim((-9, 16))
#plt.ylim([0,11])
#plt.xticks(np.arange(1,4,1))