daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe 093339f443 fixed link to gif 2015-01-27 15:24:46 -08:00
Roger Labbe 33c745d997 Edits for reorg 
I moved book_format.py to the root directory so that all of the
notebooks do not need to modify the system path to import it. It
modifies the path on import so that all of the code in ./code can
then be accessed.

Altered links to nbviewer to account for no longer using subdirectories.
 2015-01-27 15:14:06 -08:00
Roger Labbe 892d1c04ac renamed appendix 2015-01-27 13:17:48 -08:00
Roger Labbe 9a7840d526 moved appendix B for reorg 2015-01-27 13:13:44 -08:00
Roger Labbe 201811eae1 moved appendxix A for reorg 2015-01-27 13:12:23 -08:00
Roger Labbe 7c49acfd9c moved chapter 15 for reorg 2015-01-27 13:10:28 -08:00
Roger Labbe f7290aafc4 moved chapter 14 due to reorg 2015-01-27 13:04:05 -08:00
Roger Labbe 57737bbeb8 moved chapter 13 for reorg 2015-01-27 12:58:27 -08:00
Roger Labbe 8468cb4151 moved chapters 11 and 12 for reorg. 2015-01-27 12:56:51 -08:00
Roger Labbe b596fe0fca Moved chapter 10 for reorg 2015-01-27 12:36:31 -08:00
Roger Labbe 7774938fc2 moved chapter 9 as part of reorg 2015-01-27 10:42:49 -08:00
Roger Labbe a866ce840e Moved chapter 8 as part of reorg 2015-01-27 10:40:54 -08:00
Roger Labbe a590c4830d Moved chapter 7 as part of reorg 2015-01-27 10:36:34 -08:00
Roger Labbe c3ebd9f50c Moved chapter 6 as part of reorg. 2015-01-27 10:29:11 -08:00
Roger Labbe 2a651f6c5b Moved chapter 5 as part of reorg. 2015-01-27 10:18:25 -08:00
Roger Labbe bb531dde86 Moved chapter 4 as part of reorg 2015-01-27 09:58:39 -08:00
Roger Labbe b3b3b33ea6 removed chapter 3 directory. 2015-01-27 09:54:40 -08:00
Roger Labbe 5e19623d5d Moved Chapter 3 as part of reorg 2015-01-27 09:53:58 -08:00
Roger Labbe 8416da7fdc Moved Chapter 2 as part of reorg 2015-01-27 09:51:52 -08:00
Roger Labbe 8b5122f21d Moved chapter 01 as part of book reorg 2015-01-27 09:24:52 -08:00
Roger Labbe f135d2e213 Moved book generation code into PDF directory 
Start of a reorganization of files to make book more browable and to
reduce the size of links to chapters.
 2015-01-27 09:06:21 -08:00
Roger Labbe a2dd5a0276 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-01-27 08:44:08 -08:00
Roger Labbe c3039dbe22 Added mention of UKF filter. 2015-01-27 08:43:25 -08:00
Roger Labbe d1762a739f Updated Creative Commons license 
Fixed link, added title and author, allow commercial use.
 2015-01-24 16:04:23 -08:00
Roger Labbe cc25596e57 Added plot titles. 
Added titles to plot so reader can understand what is being shown
without having to read the code.

Also added some text to expand on a few explanations.
 2015-01-24 10:50:18 -08:00
Roger Labbe ccf79aab09 Added warnings about unfinished EKF chapter. 
The EKF chapter is a very early draft/dump of material, and
yet people are trying to use it. They really shouldn't.
 2015-01-22 08:56:26 -08:00
Roger Labbe a4bcbd0f14 Added section on fat tails. 2015-01-18 10:04:31 -08:00
Roger Labbe 15a3c5c86c Changed how sections numbering is done in PDF. 2015-01-18 09:56:32 -08:00
Roger Labbe afe0b5626e Altered PDF generation. 
Added code to inject \appendix to the first appendix notebook
so that they are properly labelled. Started g-h chapter as chapter
one. There is probably a lot more I want to do now that I have
the basic idea of how to inject latex into the files before creating
the PDF, but this is a good start.
 2015-01-17 09:39:26 -08:00
Roger Labbe dbcb166150 Added scatterpoints=1 to legend where applicable. 2015-01-16 18:36:17 -08:00
Roger Labbe e8facb1a8a Typos, and reran cells so numbering is sequential. 2015-01-16 06:29:37 -08:00
Roger Labbe 20f22d2cd6 Sensor fusion at different rates 
Discussed how to perform sensor fusion when the sensors run at different rates.
 2015-01-15 19:17:57 -08:00
Roger Labbe 28be39e0bf Added labels to the charts. 2015-01-14 22:17:39 -08:00
Roger Labbe 917e66bf86 Fixed errors in display of std error. 
For some reason I was displaying the std error as +/- the filter
output, not the true path. I also neglected to take the sqrt of
the variance.
 2015-01-14 22:15:16 -08:00
Roger Labbe 6c9b693d7d Generaded PDF. 2015-01-14 11:16:16 -08:00
Roger Labbe df2e5f5518 Added large section on filter order. 2015-01-14 11:11:48 -08:00
Roger Labbe f6bf3b88fa Reordered color cycle. 
I need to change some of the colors because they do not render
well when next to each other, as is common when I am plotting
filter output vs measurement. For now I made the yellow color
last as it is the hardest to see.
 2015-01-14 11:06:09 -08:00
Roger Labbe 88ad62b12f Discussion of performance of different orders. 
Added description of how over and underdetermined filters perform.
 2015-01-13 20:47:51 -08:00
Roger Labbe 597d3e2b5a Clean up headers, added exercise. 
UKF chapter's headings were all messed up in the PDF output. I added
an exercise to use the unscented transform on the 5,000 point nonlinear
monte carlo example from the beginning of the chapter.
 2015-01-13 14:02:55 -08:00
Roger Labbe 6533e3b22e Fixed typo 2015-01-13 07:56:50 -08:00
Roger Labbe f83282a289 Fixed bug, some clean up. 
I was plotting velocity, not position of filter in one plot.

Also, wrote a initialize_filter function so all plot start
with the filter initialized to the same value.
 2015-01-13 07:19:10 -08:00
Roger Labbe b97d71879b Removed cide that runs on import 
When editting a notebook I tend to rerun the cells many times.
But imports are only done once, so the code in book_format()
is only run the first time. I put all of that code in a function
so that it is run every time.
 2015-01-13 07:17:45 -08:00
Roger Labbe 84c16e1533 script to copy PDF to gh-pages. 2015-01-12 19:06:13 -08:00
Roger Labbe 860bc16346 More MM text. 2015-01-12 19:06:01 -08:00
Roger Labbe b7e78ff6cf Added section using Zarchan's adaptive filter. 2015-01-12 18:21:32 -08:00
Roger Labbe efd40c3e5e Minor layout changes, typos. 2015-01-12 09:46:52 -08:00
Roger Labbe 066958366c Expanded coverage. 
Probably mostly just the Fading memory, but also played with
length of data, noise settings, etc.
 2015-01-11 13:22:36 -08:00
Roger Labbe b40184dd45 Added Adaptive filtering chapter to PDF. 2015-01-11 00:30:17 -08:00
Roger Labbe 026413dbd4 Added Adaptive Filtering chapter. 
Still a lot of work to be done on it. This is just an
initial commit.
 2015-01-11 00:13:12 -08:00
Roger Labbe 573c9429c8 Set numpy printing to suppress scientific output. 2015-01-11 00:12:21 -08:00
Roger Labbe 23aee4b3ff Altered language of readme file. 
Tried to make it clearer that you can click on the link to
immediately start reading online.
 2015-01-08 21:39:12 -08:00
Roger Labbe 995bbc4ad2 Added readme to each subdirectory. 
Contains link to nbviewer version of the book - allows browsing github
use to immediately start reading the book.
 2015-01-08 21:27:16 -08:00
Roger Labbe 62ff1cf441 Trial - adding readme to chapter subdirectory. 
Provides link to online book so github user can start reading
immediately.
 2015-01-08 21:23:45 -08:00
Roger Labbe fe6900dc3c Changed pdf style to 'book'. 2015-01-08 21:16:36 -08:00
Roger Labbe 94f2f1af9b Minor text edits. 
Replaced 'transverse' with 'transpose'.

Fixed creative commons license - it was pointing to the old
name of the book.
 2015-01-08 21:14:44 -08:00
Roger Labbe f635810a70 Adjusted template to generate TOC. 2015-01-08 19:10:26 -08:00
Roger Labbe cfdf66a5eb Fixed headers for nbconvert. 
nbconvert does not work with the ### style headers, so I
converted to using the header cells where I was using the hash
headers.
 2015-01-08 09:03:14 -08:00
Roger Labbe c241f715c9 Added to g-h Chapter 
Added more examples, and added more charts to illustrate what
I was talking about. Notably, added error bars to the weight
readings to make the possible range of values clear.
 2015-01-07 19:17:08 -08:00
Roger Labbe d096acce09 Fixed a few typos. 
Text and code used slightly different number from earlier edits.
 2015-01-04 09:46:55 -08:00
Roger Labbe ea6a9601a2 Fixed Broken Header 
For some reason the Heading 1 cell cannot accept \infty latex.
I am sure this used to work; I have done some updates so perhaps
something changed?
 2015-01-03 16:49:50 -08:00
Roger Labbe 952d81e3ef Added installation instructions. 
Expanded installation instructions in the preface, readme,
and appendix.
 2014-12-31 19:02:40 -08:00
Roger Labbe c71cac557f Added SymPy and FilterPy to list of requirements. 2014-12-31 17:10:27 -08:00
Roger Labbe 53f1101047 Python 2.7 compatibility. 
list does not have copy in 2.7, so I created a new tuple where
I was using list.copy().
 2014-12-31 13:55:24 -08:00
Roger Labbe bb0f9eb5ef Python 2.7 compatibility bug. 
I was overwriting x,y variables with the list comprehension, causing
the lists in x,y to be replaced with a single value.
 2014-12-31 13:22:16 -08:00
Roger Labbe 401a0004e1 Unicode problems with Python 2.7. 
I read the matplotlib rcParams from a json file. The json module
always uses Unicode, but this does not work in Python 2.7. This
was causing the plots not to appear if using Python 2.7.

Wrote code to detect Python version and to convert to ASCII if
Python version 2.
 2014-12-31 10:56:09 -08:00
Roger Labbe e68c9b9b14 Minor typo fixes. 2014-12-30 14:40:02 -08:00
Roger Labbe 7b6acde781 Removed gray background from 538 style. 
white background renders better on cheap LCDs, and it will print better as well.
 2014-12-22 14:20:42 -08:00
Roger Labbe 9e6c6ffb5f Removed need for matplotlibs 538 style. 
I got the original code from the author, Cameron Davidson-Pilon,
modified it for the minor changes I make for the book, and put it
in 538.json. The main gain is that somebody doesn't need bleeding
edge matplotlib installed to get the 538 look.
 2014-12-22 13:34:50 -08:00
Roger Labbe 8eaa6ee693 Reran for 538 plot formatting. 
Ran all notebooks so that all images are properly plotted using
the 538 matplotlib style.
 2014-12-22 13:07:31 -08:00
Roger Labbe 5a60d94d6a Switched to 538 plot style. 
I like this one the best.
 2014-12-22 12:29:24 -08:00
Roger Labbe 874a2ed59c Switched to ggplot style plotting. 2014-12-22 12:15:19 -08:00
Roger Labbe fc7c174999 update() and predict() alter in place. 
I made the update() and predict() functions alter the belief array
in place rather than returning the value in a new array. I find this
far more readable and less error prone.
 2014-12-20 20:56:23 -08:00
Roger Labbe 17b30bc395 Renamed variables to improve understanding. 
I used p and pos for the belief in position, which can be a bit
confusing.
 2014-12-20 20:33:44 -08:00
Roger Labbe 62f13ace77 Renamed chapter. 
Renamed to One Dimensional Kalman Filters
 2014-12-20 20:33:18 -08:00
Roger Labbe 74a18b72c5 Additions to MKF chapter. 
Several changes and clarifications. Added chart showing 2d distribution
of points for multivariate gaussian. Improved some discussions. Fixed
some typos.
 2014-12-20 20:00:17 -08:00
Roger Labbe e168f6eed6 Added message that chapter is not useful. 2014-12-20 14:36:47 -08:00
Roger Labbe af5f7af5b8 Fixed section heading 
Removed use of hashes to denote section so PDF is generated
correctly.
 2014-12-20 14:36:06 -08:00
Roger Labbe c865b57a74 Fixed section headings, added math 
Added section in math chapter for Bayesian statistics, and improved
on the discussion of system dynamics.

The PDF generator cannot deal with the markdown for section headings
(using hash marks), so I needed to fix chapters that use them.

Appendix B still uses them, but for now that is just a list of
notes for myself, so I left that alone.

This contains the new PDF generated from these changes.
 2014-12-20 14:24:08 -08:00
Roger Labbe 4d632bdc2d Fixed math error. 
Variance was given without sigma being squared.
 2014-12-20 13:56:29 -08:00
Roger Labbe b7f798ef74 Fixed typo. 2014-12-20 13:55:33 -08:00
Roger Labbe 176c2af00a Various typeo fixes. 2014-12-19 11:04:08 -08:00
Roger Labbe fe3c8ae0f5 Fixed inconsistency in covariances. 
I had changed my example from (8,10) to (8,4), but did not change
it everywhere.
 2014-12-17 11:05:36 -08:00
Roger Labbe 8824085607 Added link to SIAM News article on EnKF. 2014-12-14 17:31:02 -08:00
Roger Labbe 7a588b0683 Added radar tracking problem. 
Added the radar tracking problem from the EKF chapter to the UKF
chapter.

fixed bug in ekf_internal that was drawing the radar image on import.
 2014-12-13 21:07:11 -08:00
Roger Labbe 5e35a314bd Changed to use 1D x state array. 2014-12-13 20:40:08 -08:00
Roger Labbe 0a129a3e46 Briefly covered batch processing and RTS. 
Added sections on batch processing and using RTS smoothing.
 2014-12-13 20:26:43 -08:00
Roger Labbe 0c6999e25f Batch processing and RTS. 
This belonged with the last check in. Added desciptions on
batch processing and using the RTS smoothing algorithm.
 2014-12-13 20:05:06 -08:00
Roger Labbe a794fdced2 Batch filtering and RTS additions. 
Added descriptions on using batch filtering to produce results,
and how to call the RTS smoother algorithms.
 2014-12-13 20:04:07 -08:00
Roger Labbe 6721ae4dc3 Regenerated PDF. 
Needed to fix a latex bug in the ensemble chapter for that to work,
and to add the changes to the chapter numbers in the merge script.
 2014-12-08 22:48:00 -08:00
Roger Labbe 3f798c6717 Pretty graphs are pretty. 
Added a fill for the covariance to many of the charts.

I also fixed a code typo in the ensemble chapter.
 2014-12-08 22:36:41 -08:00
Roger Labbe 203616ff1c Bug fixes and added example. 
Several of the equations were slightly wrong. I made variables
bold when required, and added an example. I also expanded some of the
explanations.
 2014-12-07 20:58:58 -08:00
Roger Labbe 8566445bfb Added link back to Table of Contents. 2014-12-07 19:56:23 -08:00
Roger Labbe 5d759da7dc Fixed links to Ensemble chapter. 2014-12-07 19:51:29 -08:00
Roger Labbe 116e58e824 Rename to be consistant with rest of book 2014-12-07 19:48:05 -08:00
Roger Labbe a27ebac336 Added Ensemble Kalman Filter chapter. 
Had to rename and move directories around to allow the new chapter
to fit in.
 2014-12-07 19:44:42 -08:00
Roger Labbe 3c6abb8899 Minor formatting change. 
Print number with less precision.
 2014-12-07 16:36:18 -08:00
Roger Labbe 6ea738ef50 Proofreading changes. 
A kind reader suggested these corrections.
 2014-12-07 16:30:17 -08:00
Roger Labbe b705767a5b Generated PDF. 2014-12-01 10:45:38 -08:00
Roger Labbe d07e06ec8e PEP-8 compliance 2014-12-01 09:43:39 -08:00
Roger Labbe 8cbbdc6380 PEP-8 compliance 2014-12-01 09:31:17 -08:00