daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
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
Gluttton ec30b65a47 Using "prior sigmas" instead of "state sigmas" in the cross-covariance equation at the predict step. 2016-03-15 22:00:28 +02:00
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
Gluttton 35663774d7 Using "state estimate" instead of "mean estimate" in the covariance equation at the predict step. 2016-03-06 12:53:41 +02:00
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
Gluttton 0bece0a770 Trying to fix broken layout. 2016-01-26 21:46:44 +02:00
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