daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Roger Labbe 0239608ab2 Issue #101. Missing plots in chapter. 2016-06-16 12:35:47 -07:00
Roger Labbe be073785c9 Revert "Merge pull request #99 from lubkoll/master" 
This reverts commit 4b17de67a9, reversing
changes made to 5559d2e03f.
 2016-05-25 10:48:47 -07:00
Roger Labbe 4b17de67a9 Merge pull request #99 from lubkoll/master 
Fix typos in chapter 08
 2016-05-25 08:39:15 -07:00
Roger Labbe 5559d2e03f Merge pull request #98 from lubkoll/master 
Fix typos in chapter 04
 2016-05-25 07:13:28 -07:00
Roger Labbe 510e720559 I used terms better suited to radars (elevation angle instead 
of bearing, for example).
 2016-05-19 18:39:26 -07:00
Roger Labbe a79153205b Issue 87. Example was linear. 
I provided  a linear example for what was supposed to be a
nonlinear example.
 2016-05-19 18:37:46 -07:00
Roger Labbe d89e35bbdf Fixed latex raising ^* 
It works in mathjax, but the pdf convertor cannot handle it. Changing
it to ^{*} works.
 2016-04-23 04:30:03 -07:00
Roger Labbe dafb047c4c Updated imports to use nondeprecated libraries 2016-04-23 04:29:31 -07:00
Roger Labbe e34c916de5 Issue #94. Eqn used x instead of \bar x. 
This is in the IMM Estimate section as described in the github issue.
 2016-04-23 03:41:18 -07:00
Roger Labbe a15fca8d9a Issue #94 Incorrect index in pseudocode 
We are looping over j, but I used i as the index.
 2016-04-23 03:33:32 -07:00
Roger Labbe 69cf5aebce I require that the cholesky return an upper triangular matrix, 
but did not explain this in the text.
 2016-03-26 10:09:51 -07:00
Roger Labbe 8fa2cf615c Regenerated a figure. 2016-03-26 09:38:51 -07:00
Roger Labbe ba980de88f Typos. github issue #93. 2016-03-26 09:37:37 -07:00
Roger Labbe 57b420f919 Fixed equation for Gaussian mean. 
Used incorrect subscript for variance in the numerator.
 2016-03-26 09:27:43 -07:00
Roger Labbe f7ee853583 Added example for 1D state vector. 
I got a question about it, so tried to add an example to clarify it.
 2016-03-26 09:16:10 -07:00
Roger Labbe b492c258d2 Issue #88. 
Misidentified the process matrices as being x, P, when they are
F, Q.
 2016-03-15 17:03:05 -07:00
Roger Labbe 38996b6d24 Merge pull request #90 from Gluttton/master 
Unscented Kalman Filter: using "state sigmas" instead of "prior sigmas" in the cross-covariance equation at the predict step
 2016-03-15 17:00:54 -07:00
Roger Labbe c32ca48542 Moved legends inside of plot. 
The %matplotlib notebook back end does not account for things being
drown outside of the plot, and they end up getting partially or
fully cut off.
 2016-03-07 07:16:59 -08:00
Roger Labbe 6f1fd2f16f Updated to use absolute imports 
I used to add .\code to the path, which was an absurd hack.
Now all code is imported with import code.foo.
 2016-03-06 12:02:13 -08:00
Roger Labbe fa62edccc4 Merge pull request #84 from Gluttton/master 
Unscented Kalman Filter: using "state estimate" instead of "mean estimate" in the covariance equation at the predict step
 2016-03-06 09:01:34 -08:00
Roger Labbe f16b43c3b4 Reran with seaborn installed 
I ran several notebooks after reinstalling anaconda but I hadn't
reinstalled seaborn, so the plots didn't have the right look.
 2016-03-06 08:54:19 -08:00
Roger Labbe fb21cf6313 Making book work in Python 2.7 2016-03-06 08:18:27 -08:00
Roger Labbe f62fb8bbe8 Reran with tight_layout for interactive plots 
This is just so everything looks nice in nbviewer. I added
plt.tight_layout() to the interactive_plot context manager,
which makes plots fill the output cell better.
 2016-02-28 09:46:06 -08:00
Roger Labbe 2594d8905c Added animated filtering 
Rewrote some of the chapter examples to use animated plots. Makes
it so much easier to see how the filter is performing.
 2016-02-28 08:35:51 -08:00
Roger Labbe a647f96388 Made plots interactive 2016-02-27 21:40:21 -08:00
Roger Labbe ef67326af6 Change plots to interactive plots 2016-02-27 20:52:36 -08:00
Roger Labbe f3358f44d6 Switched to interactive plotting. 2016-02-27 20:04:40 -08:00
Roger Labbe 590af94807 Switching to interactive plots 2016-02-27 18:55:34 -08:00
Roger Labbe a6c2b0ccc9 Interactive plots with 5matplotlib inlien 
Need to make the plots antimated, but the notebook is essentially
working.
 2016-02-27 17:52:17 -08:00
Roger Labbe 6aea84f6b1 Switched to interactive plots! 
Using %matplotlib notebook to render plots.

I made the g-h filter chapter work. There is a very good chance
I broke the other chapters. Need to push to really find out.
 2016-02-27 17:10:09 -08:00
Roger Labbe 26cf805dc3 Explained std vs var in N(mu, var) formulation. 
Some book use std, I use variance.
 2016-02-18 08:50:12 -08:00
Roger Labbe 741d785e03 Explained biased vs unbiased estimators. 
I had glossed over this difference, and so it would be confusing
to understand why my equations for VAR and COV are incorrect for
samples. I distinguished between the two and gave the correct
computations for each.
 2016-02-18 08:35:12 -08:00
Roger Labbe b15968e5b1 Touched upon conditioning of variables. 
Pointed out that height of students probably has two means if the
population includes males and females. Did not go into Gaussian
mixtures or conditioning of the data.
 2016-02-06 15:03:53 -08:00
Roger Labbe 5587dd0fda Completed IMM description 
The text for the IMM filter was incomplete, and wrong in a few
places.
 2016-02-06 15:03:19 -08:00
Roger Labbe f6c83812a1 Github Issue #80 Invalid use of kappa 
I used kappa in a couple of places for the square root, when I should
have been using lambda.
 2016-02-05 07:51:43 -08:00
Roger Labbe f64aec3693 Copy editing. 
`
 2016-01-31 20:13:06 -08:00
Roger Labbe 1610678354 Worked on the IMM section. 
It is more complete, but not finished.
 2016-01-31 20:12:29 -08:00
Roger Labbe 57dda86f18 Copy editing. 2016-01-30 08:29:22 -08:00
Roger Labbe ac2c27119b Adde binder badge at top of readme 
So user can know about the online version without having to wade
through a lot of introductory text.
 2016-01-30 07:58:04 -08:00
Roger Labbe 230539a3fd Fixed underlining of \emph in PDF. 
Thought I had this fixed, not sure why it came back. Had to add
\normalem to template file to force \emph to be italics, which is
the default. Not sure why it has been doing underlining recently.
 2016-01-28 17:48:42 -08:00
Roger Labbe 15ad94a5b3 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2016-01-27 21:21:54 -08:00
Roger Labbe e5fa61bbc5 Added links to source material. 
Linked (mostly to Wikipedia) to web material for terms that are
newly defined.
 2016-01-27 21:19:16 -08:00
Roger Labbe 9ae110077d Merge pull request #77 from Gluttton/master 
Trying to fix broken layout.
 2016-01-26 12:08:07 -08:00
Roger Labbe aae7bbb368 Copy edits. 2016-01-24 18:52:31 -08:00
Roger Labbe 53b058bbda Copy edit of math chapter. 
I moved the conversion of the multivariate equations to univariate
equations to the supporting textbook. It's not terribly necessary,
especially since I converted the univariate equations to look like
the multivariate ones.
 2016-01-24 15:34:57 -08:00
Roger Labbe 71da22ad8c Fixed eqn alignment issues. overline to bar. 
Some equations used \\ without a gathered or aligned block.
They render fine in the notebook, not not in the PDF.

Also, switched back my ill chosen use of \overline for \bar.
 2016-01-24 14:08:07 -08:00
Roger Labbe d5ea503fde More copy edits, updated for filterpy 0.1.2 2016-01-24 12:11:39 -08:00
Roger Labbe 49f604be52 Switched to stix fonts for PDF. 2016-01-23 08:37:59 -08:00
Roger Labbe 6ade9592ec Whitespace change to test git push 
I got an error on my last push after some nasty Dropbox
befouling of my files. This is just to give me something to push
that isn't important.
 2016-01-23 07:25:10 -08:00
Roger Labbe c268a09f5f Rewrites for orthogonal version of eqns 
The changes in the univariate chapter, where I derived the
eqn for K continue to ripple through the chapters.
 2016-01-23 07:18:43 -08:00
Roger Labbe d6becd7428 Ran notebooks to reflect css changes. 2016-01-18 18:41:39 -08:00
Roger Labbe 856775e906 Major rewrites due to discrete bayes changes. 
I've derived the x + Ky form for the univariate kalman filter.
I completely reordered material, cutting about 10 pages (pdf)
of material. I made the connection between the bayesian form
and orthogonal form more explicit.

Probably there are a lot of grammatical errors, but I wanted to get
these checked in.

I also altered the css - mainly the font.
 2016-01-18 18:16:20 -08:00
Roger Labbe 5240944dd4 Ran all notebooks to use new css settings. 2016-01-17 20:44:23 -08:00
Roger Labbe 0a41e78aeb Added likelihood and orthogonal projections 
Added the likelihood equations/form from the discrete bayes
chapter to better tie in that form of reasoning. then I converted
the 1d equations to the orthogonal projection form to show how
the Kalman gain is computed and where the residual comes from
computationally. This should make the full KF equations much more
approachable.
 2016-01-17 20:16:27 -08:00
Roger Labbe 005fe0618c Edits for conciseness. 2016-01-17 12:36:02 -08:00
Roger Labbe daf7ae26e6 Reexecuted to incorporate css changes. 2016-01-17 12:06:31 -08:00
Roger Labbe d0b4a1f4bc Generalized discrete Bayes with likelihood. 
All my code in this chapter hard coded the computation of the
likelihood inside the update() function, where it had no business.
Also, my treatment of the likelihood was rather hand wavey. By
pulling it out of update() and maing it explicit I have created
a firm foundation for the rest of the book.
 2016-01-17 12:02:00 -08:00
Roger Labbe eca26a2422 Deleted empty code cell 2016-01-17 08:18:35 -08:00
Roger Labbe 752bf9687e Updated Table of Contents 
Removed the Appendixes that I deleted, and added all of the supporting
notebook.
 2016-01-17 08:16:36 -08:00
Roger Labbe 23877ea4f3 Updated to require FilterPy 0.1.1 
This version of filterpy supplies functions for discrete bayes
filters.
 2016-01-17 06:21:30 -08:00
Roger Labbe 02d49f16e5 Added description of how to use Jupyter Notebook 2016-01-13 18:46:44 -08:00
Roger Labbe 7263c3f89b Updated to new Jupyter Notebook version 2016-01-13 17:56:41 -08:00
Roger Labbe 6933c33dbc Copy editing. 2016-01-13 17:33:14 -08:00
Roger Labbe 5921b20f87 Word smithing. 
Just trimming the flab.
 2016-01-12 20:57:13 -08:00
Roger Labbe ffaee9b080 Removing flab from language. 2016-01-10 20:46:43 -08:00
Roger Labbe fb7db6d752 More removal of flabby language. 2016-01-10 10:14:29 -08:00
Roger Labbe 974543a603 Fixed code bug due to renaming function. 
I renamed the function f, but did not propogate that change
to every cell.
 2016-01-10 09:12:03 -08:00
Roger Labbe d9ba9fde22 Scatter plot of bearing shows 2 results. 
The text in the book gave one example, and then hand waved an
explanation about a different bearing choice. It is clearer to
just show it in a graph.
 2016-01-10 09:00:00 -08:00
Roger Labbe 58d91c2de3 Copy and general edits. 
Trimming the flab out of the language. Added a few examples and
such to clarify concepts.
 2016-01-10 08:58:37 -08:00
Roger Labbe 8e2bb6856d Fixed error in latex 
It rendered fine in the notebook, but \text{foo_bar} was causing
an error in the pdf generation. Switching to \mathtt{foo\_bar}
mostly fixes it (though in the notebook it renders as -, not _.
Oye.
 2016-01-09 09:10:56 -08:00
Roger Labbe 800ea6c189 Cleaned up equations for UKF. 
I was using a bunch of variable names that weren't consistent
with the rest of the book (but perhaps are more consistent with
the literature). It just made everything more challenging than
it needed to be, so instead of \mu and \sigma (e.g.) I use
\bar x and \bar P.

I also am in the middle of rewriting some sections for clarity,
but that work is not completed.
 2016-01-09 08:52:03 -08:00
Roger Labbe b6d5052f45 Copy edits. 2016-01-09 08:51:24 -08:00
Roger Labbe eeab89c16c Copy edits. 2016-01-09 08:51:03 -08:00
Roger Labbe 6b9b97927d Redid Discrete Bayes animations. 
I added titles so you can see where in the processing the
graph is.

This surfaced a bug in matplotlib 1.5 (#5399) so I added
some code to work around that.
 2016-01-09 08:49:29 -08:00
Roger Labbe 65a77d0af2 Commited before I saved the file! 2016-01-09 08:20:53 -08:00
Roger Labbe 8bab476b31 Edited so I can report bug to matplotlib. 2016-01-09 08:20:28 -08:00
Roger Labbe cb45bf236e Copy edits 2016-01-05 15:45:27 -08:00
Roger Labbe 6a621ca59e Merge pull request #76 from wspr/wspr 
03-gaussians copyedit
 2016-01-05 06:44:28 -08:00
Roger Labbe e52e2ca206 Copy edits. 2016-01-03 16:13:40 -08:00
Roger Labbe 8a01161ea4 Streamlined description of EKF linearization 2016-01-03 11:32:22 -08:00
Roger Labbe 331d8cf880 Minor copy editing. 2016-01-03 11:32:07 -08:00
Roger Labbe 462ac1bb5c Fixed obsolete import, hard code of filename 2016-01-03 10:43:45 -08:00
Roger Labbe 122fe27680 changed from \bar to \overbar for prediction. 
More visible, and works better with things like matrices.
 2016-01-02 18:10:15 -08:00
Roger Labbe ab33584a0c Minor copy edit and code clean up. 
Biggest change was changing the variable for noise to use
either std or var.
 2016-01-02 18:08:43 -08:00
Roger Labbe 09406a6419 Added explanation for system dynamics matrix. 2016-01-02 18:07:00 -08:00
Roger Labbe fee08bfc7b Moved iterative ILD to supporting notebooks 
Most people just won't want to read this material.
 2016-01-01 15:43:50 -08:00
Roger Labbe 47cce41efb Moved Taylor Series to supporting notebooks. 2016-01-01 15:28:55 -08:00
Roger Labbe b2a3ce2a28 Major rewrite of matrix exponential section. 
I was conflating thematrix exponential with Taylor series, making
the whole thing quite confusing.

There was also significant duplication of content, such as presenting
the calculus form of Newton's equations multiple times in slightly
different ways. I've made it all hang together now.
 2016-01-01 15:18:35 -08:00
Roger Labbe 2610c4dc85 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-12-27 08:13:14 -08:00
Roger Labbe 5999539d56 Merge pull request #75 from rsvp/devCode 
code directory: Add __init__.py for access as package
 2015-12-27 08:12:52 -08:00
Roger Labbe 63c398fc51 changed \bar to \overline 2015-12-20 12:42:30 -08:00
Roger Labbe 3445153b7c Latex cleanup. 2015-12-20 12:23:09 -08:00
Roger Labbe 5ffd42a25d Fixed FilterPy versioning check error. 
The code only worked for the third version number. If the first
or second version numbers were too small it didn't detect it.
 2015-12-20 10:08:31 -08:00
Roger Labbe 033dbea735 Copy edits. 2015-12-20 10:08:15 -08:00
Roger Labbe 108a3f1a4d Copy edits. 2015-12-20 09:00:26 -08:00
Roger Labbe 672e4bb3c5 Updated code listings. 
Note sure I like this appendix, but as long as it exists it should
be up to date.
 2015-12-20 08:59:58 -08:00
Roger Labbe 0e86469fac PDF build scripts build 6x9 book separately. 2015-12-20 08:59:11 -08:00
Roger Labbe 05caf4f1bb Copy edits. 2015-12-20 08:44:28 -08:00
Roger Labbe 9577007cc6 Deleted instructions for Sagemath install. 
It is just too complicated for this book.
 2015-12-20 08:34:42 -08:00
Roger Labbe dd1bb52baa Improved description of KFs. 2015-12-20 08:32:06 -08:00