daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Roger Labbe
01f2527f29 Renamed variables, expanded Bayesian coverage. 
Trying to get the language of the book consistatn and more
formal, otherwise it is too hard to go from this to the
literature. Also, I need a bit more proof, so the formalism
is useful.
 2015-07-08 14:34:58 -07:00
Roger Labbe
baab280e8d Fixed missing import statement. 2015-07-07 14:21:59 -07:00
Roger Labbe
d44cca32ab Cleaned up equations for Gaussians. 
Made them more readable by avoiding raised exponent for e, which made
it easier to compare univariate and multivariate cases.
 2015-07-05 17:32:29 -07:00
Roger Labbe
0269f2ec22 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-07-04 21:16:34 -07:00
Roger Labbe
0a4c54a56a Updated to include particle filter chapter. 2015-07-04 21:16:04 -07:00
Roger Labbe
f8896bbb80 Lots of material on resampling. 
Happy 4th of July!
 2015-07-04 20:12:33 -07:00
Roger Labbe
8db93d661a Update README.md 
Fixed text about using gitter, and improved instructions for reading online.
 2015-07-03 10:31:32 -07:00
Roger Labbe
d224fbc256 Merge pull request #46 from gitter-badger/gitter-badge 
Add a Gitter chat badge to README.md
 2015-07-03 10:24:42 -07:00
The Gitter Badger
bcbb040885 Added Gitter badge 2015-07-03 17:23:26 +00:00
Roger Labbe
afe168c7b3 Removed warning that chapter cannot be read. 
Code is working well now.
 2015-06-30 20:16:24 -07:00
Roger Labbe
24e70d7c77 Added MM filter bank. 2015-06-30 20:14:39 -07:00
Roger Labbe
1b92397175 Checkpoint. Added a lot to the particle filter chapter. 2015-06-28 13:38:12 -07:00
Roger Labbe
7cf3980e8c Made covarinace ellipse transparent. 
The solid fill made the plots harder to read, so I set them
to no fill color.
 2015-06-28 11:20:27 -07:00
Roger Labbe
966c6028c3 Removed erroneous chart from PF chapter. 
There was a really misleading chart in the old pf material.
It was destined to be deleted, but I didn't want peoople to
be mislead by it if browsing the chapter on github.
 2015-06-27 08:41:06 -07:00
Roger Labbe
fbcef07499 Adding Particle filter chapter. 
This is an early, incomplete draft, but it is time to get it into
source control so I can track changes. Not ready for public
consumption.
 2015-06-27 08:37:14 -07:00
Roger Labbe
960771b4c4 Added algorithm pseudocode to help link chapters. 
I don't think the commonality of the algorithms was made as
expllicit as it could be. More work needs to be done in this regard.
 2015-06-25 18:39:57 -07:00
Roger Labbe
10a62649df Added chart of multiple Gaussians 2015-06-24 21:00:57 -07:00
Roger Labbe
46b3be3139 Fixed missing import. 2015-06-23 21:30:23 -07:00
Roger Labbe
0a33395005 Fixed variance units, and missing import 
I still had several places where i used units of meters for the
variance, when of course it should be squared.
 2015-06-22 21:19:23 -07:00
Roger Labbe
5f593639d8 Altered plot styles. 
Lines seemed to thick to see what is happening when they are close
to each other. Changed line width to 2.
 2015-06-22 17:56:14 -07:00
Roger Labbe
51c9a8283e Wholesale changes to connect chapters together. 
I made a lot of changes so that each chapter makes clear that
they are all implementing the same basic bayesian algorithm.

This required a lot of editting, and it doesn't make sense to
try to do that atomically, hence this huge check in.

I made a lot of edits, and haven't copy editted anything. i'm
sure I introduced a lot of problems and discontinuities.
 2015-06-20 15:52:16 -07:00
Roger Labbe
5ffe5c67eb Added UKF/EKF comparison. 
Had to adjust some examples and rerun notebooks in several places
to account for some code chantes that I made.
 2015-06-17 09:12:31 -07:00
Roger Labbe
87e6f5c6e7 Removed testing code. 2015-06-17 08:04:06 -07:00
Roger Labbe
adba3e5915 Renamed a function. 2015-06-16 22:10:42 -07:00
Roger Labbe
41673aab60 Added reference to computing PDF notebook. 2015-06-16 22:07:09 -07:00
Roger Labbe
d280a9f344 Added supporting notebooks subfolder. 
Wrote a notebook explaining how to plot PDFs and run monte
carlo simulations and compute their results.
 2015-06-16 21:56:21 -07:00
Roger Labbe
1633d9cda9 Added fixed lag section. 2015-06-13 20:05:10 -07:00
Roger Labbe
d574383175 Updated required version for FilterPy. 2015-06-13 13:23:06 -07:00
Roger Labbe
4adfc8ca50 Changes in test code for ukf - not for book. 2015-06-13 13:22:43 -07:00
Roger Labbe
1152bf053d Fixed angle normalization bug. 2015-06-13 13:21:17 -07:00
Roger Labbe
4c712918b8 Updated for UKF bug fixes. Added summary. 2015-06-13 13:20:29 -07:00
Roger Labbe
61d6931b3a Before major UKF change. 
this is not an atomic check in. Probably won't even run.Just saving
my place before making some big changes.
 2015-06-13 09:23:11 -07:00
Roger Labbe
aadc5abaf6 Added robot steering example to UKF. 2015-06-09 19:39:39 -07:00
Roger Labbe
3c3a5e5bf6 Final updates before merge to trunk. 
Updated to work with FilterPy 0.0.19.
 2015-06-08 19:21:18 -07:00
Roger Labbe
88d200b9a8 Robot localization example added. 
Still needs work; code is messy, and Q is not computed. But I am
getting correct results.

Also need to expand explanations and scenarios.

Need to remove now redundant explanations in EKF chapter, since
they exist in the UKF chapter.
 2015-06-08 07:23:52 -07:00
Roger Labbe
f8057cd917 UKF chapter updated for Merwe parametization. 
Chapter is not complete; checking in because I am beginning to alter
the formulation of unscented_transform in filterpy.
 2015-06-07 17:03:35 -07:00
Roger Labbe
9c09133b5b Working with Merwe formulation. 2015-06-07 16:43:38 -07:00
Roger Labbe
758bd2c7f4 Working for UKF rename. 
Most of the text is wrong, but changed code to use the
renamed ScaledUnscentedKalmanFilter.

Checking in with bad text because I am in the process of changing
FilterPy to use a class for the sigma points to make it easier
to change the sigma point generation, leaving us with one
UKF class instead of several.
 2015-06-06 19:49:56 -07:00
Roger Labbe
85eccf7a21 Moved extraneous chapters to appendix. 2015-05-31 15:20:44 -07:00
Roger Labbe
2c8a2d0a8e Updated robot localization example. 
Put into a function, added parameters so we can run the alg
with different landmarks and sigmas.
 2015-05-31 14:30:53 -07:00
Roger Labbe
54bce9d7a0 Added EKF robot localization example. 
Still needs a lot of explanation; mostly the implementation is there
for now.
 2015-05-30 14:44:49 -07:00
Roger Labbe
36d45b35bb latex needed a space after \pm for some reason. 
This rendered fine in the notebook, but pdf generation
choked.
 2015-05-28 17:22:17 -07:00
Roger Labbe
2271c96dbd Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-05-24 17:03:13 -07:00
Roger Labbe
449579fd64 Added PDF to ignore 
We don't check in the PDF anymore because it makes the repository
far too big.
 2015-05-24 17:02:30 -07:00
Roger Labbe
163052bcb1 Minor edits. 
changed variable name, cleaned up a few expressions.
 2015-05-24 17:00:26 -07:00
Roger Labbe
a30013c00d Expanded description of multiple updates. 
Put in context of future EKF localization problem where we
perform several updates in a row, one for each landmark.
 2015-05-24 16:55:28 -07:00
Roger Labbe
78d5644769 Merge pull request #44 from dduong42/master 
Add `dt` to the argument list.
 2015-05-23 12:16:49 -07:00
Daniel DUONG
4c05ec2b49 Add dt to the argument list. 2015-05-23 21:12:16 +02:00
Roger Labbe
6334c3eaa9 Merge pull request #43 from dduong42/patch-1 
Fix installation link in README
 2015-05-23 10:59:51 -07:00
Daniel Duong
845511b9d6 Fix installation link in README 2015-05-23 19:54:24 +02:00