daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe a12322e2ef Switched to update/predict naming convention. 2014-08-27 18:29:05 -07:00
Roger Labbe 72655bcc54 Added docstrings to a couple of functions. 2014-08-27 18:06:45 -07:00
Roger Labbe 7cd975e680 Covariance matrix text updates. 
Corrected a bunch of small issues, and improved discussion
in a few areas.
 2014-08-27 08:00:15 -07:00
Roger Labbe 951938802c Text and tests for multivariate Gaussian. 
Added text in book about multivariate Gaussian. Wrote tests to confirm
that my multivariate function yields the same results as numpy's
version, and made everything compliant with py.test.
 2014-08-27 07:33:45 -07:00
Roger Labbe aeedd289f8 Working on covariance matrix text. 2014-08-27 05:32:08 -07:00
Roger Labbe f4dfe4113f Normalizing notation on Wikipedia's choices. 
Wikipedia is both the most readable of any source, and open and available
to all. I like it.
 2014-08-22 11:15:23 -07:00
Roger Labbe d8df25fe7b Symbology changes. 
Working on finalizing the symbology used in this book. Added appendix
to document what other books in the field use for the Kalman filter
equations.
 2014-08-22 10:11:06 -07:00
Roger Labbe 3a89d60d6c Changed equations to use Gu instead of Bu. 
I switched my code over to this nomenclature a while ago, but have not
updated the book for the switch.

As an aside, the code for the Kalman filter class in theb book is now
quite dated. I need to incorporate filterpy library more fully.
 2014-08-22 07:44:10 -07:00
Roger Labbe 5590a57bb9 Switch to np.array. 
I switched all the equations to use np.array instead of np.matrx.

Also, I am starting to write the Kalman Math chapter in earnest.
 2014-08-22 07:37:47 -07:00
Roger Labbe e5f968a2e3 Major work on the UKF chapter. 
Text is still not organized well, but I got the unscented transform fully documented. Probably needs more citations to the original article, and some revisions - I think there is some duplication of info.
 2014-07-20 00:39:27 -07:00
Roger Labbe 23e283e7fe Regenerated the PDF of the book 2014-07-19 10:17:31 -07:00
Roger Labbe b9f462678d Work on EKF chapter. 
Started developing EKF chapter. Stalled - not sure what is the best
initial example to develop. Air drag seems unnecessarily 'mathy',
but then you need diff eq to compute Jacobians.
 2014-07-19 00:14:32 -07:00
Roger Labbe 7b9c6c4409 Added walkthrough of Kalman filter code. 2014-07-18 22:05:14 -07:00
Roger Labbe ac7d909f87 Update README.md 
Added more description to the motivation section, and did a bit of copy editing.
 2014-07-18 18:15:47 -07:00
Roger Labbe 04ed4dfb18 Update README.md 
Added link and description for the filterpy library.
 2014-07-18 17:56:28 -07:00
Roger Labbe 4f7f3369fa Update README.md 
Copy editing, added link to github pages.
 2014-07-18 17:50:08 -07:00
Roger Labbe 601de14d35 Update README.md 
Added more description about the book and how to read it.
 2014-07-18 17:45:16 -07:00
Roger Labbe 7c2bf92f9b Update README.md 
Added author's note explaining the current status of the book.
 2014-07-18 17:41:13 -07:00
Roger Labbe 496859e1a7 Update README.md 
fixed minor formatting issues.
 2014-07-18 17:30:34 -07:00
Roger Labbe 097ba05646 Update README.md 
The links to chapters were quite outdated.
 2014-07-18 17:29:21 -07:00
Roger Labbe 1b6bee0adb Description of initial value for P. 
Added code and text to explain how to choose an initial value for P.
 2014-07-17 08:48:21 -07:00
Roger Labbe 79301c9224 Started altering to use filterpy project. 
Not fully tested, but the multidimensional chapter is working.
 2014-07-14 21:46:59 -07:00
Roger Labbe 212a1e1a85 Fixed latex problem (using \verb inside of \frac). Generated pdf. 2014-07-07 20:12:16 -07:00
Roger Labbe 6b8a9c9a07 Got g-h chapter very close to it's final form. 2014-07-07 20:03:51 -07:00
Roger Labbe e0794b03ea A bit of changes to get the book to build in linux (was only working in 
windows)
.
 2014-07-07 16:21:57 -07:00
Roger Labbe af8e3a5284 Changed fonts for source code. Switched to using ` to denote source code. 2014-07-07 02:36:03 -07:00
Roger Labbe ebcc3b9d73 Testing whether cells have to be run before check in for nbviewer to render. 
It was showing old text
 2014-07-06 22:37:34 -07:00
Roger Labbe 37fab5f35e Got rid of section numbering, as it was messing up online nbviewer. 2014-07-06 22:34:34 -07:00
Roger Labbe 292c551b9e Rebuilt book. Cleaned up .bat files to build book in Windows. 2014-07-06 22:17:56 -07:00
Roger Labbe 6500902202 Deleted unused test files. 2014-07-06 21:22:38 -07:00
Roger Labbe 60f1b5a05e Added Designing nonlinear filter chapter. 
Worked on trying to incorporate air drag, but didn't get far. Need to
study more.
 2014-07-06 21:15:16 -07:00
Roger Labbe 0697383a4e Fixed typo calling H F, and added some description of designing KF for air drag. 2014-07-06 11:13:02 -07:00
Roger Labbe d9e9d175a5 Added a bunch of comments to make the code more readable. 2014-07-06 11:12:30 -07:00
Roger Labbe 38fa86d52c Got air drag working well, and a KF showing the errors due to the process model. 2014-07-06 10:57:17 -07:00
Roger Labbe 40debbd003 Test code to perform KF on ball in vacuum. 2014-07-06 01:31:40 -07:00
Roger Labbe 7d7d500106 Added dimensions for x and z in Kalman filter __init__ 2014-07-06 01:30:02 -07:00
Roger Labbe 302a12e927 Got wind for baseball working. But, don't think I want to include it. 
Going to remove wind in the next check in.
 2014-07-06 01:28:17 -07:00
Roger Labbe d82dc53ea4 Added omega (launch angle). same results as scipy ode package. 2014-07-05 14:47:28 -07:00
Roger Labbe 9d463c01ac Slight format changes. Beginning of section on ball tracking. 2014-07-05 14:18:29 -07:00
Roger Labbe 3d69728b25 Runge-Kutta code working for ball - w=0, no initial vertical velocity. 2014-07-05 14:17:30 -07:00
Roger Labbe a29f30e293 Cleaned up stats.py, and added documentation for scipy.stats module. 2014-06-22 18:02:43 -07:00
Roger Labbe e5ee4602f8 changed stats module to use more efficient computation methods 2014-06-22 14:18:04 -07:00
Roger Labbe 27d065c2e5 Last check in forgot to account for change in KalmanFilter class 2014-06-05 09:23:17 -07:00
Roger Labbe ee826dbce5 A lot of work getting baseball tracking working. Added long form for P in KF. 2014-06-05 09:21:15 -07:00
Roger Labbe e1ce21b25c Added section numbering to each chapter. 2014-06-03 11:19:46 -07:00
Roger Labbe 70f34843c7 Added air drag to kalman filter ball tracking. 2014-06-02 23:08:47 -07:00
Roger Labbe 12c67ec3e5 made files executable. 2014-06-02 14:45:11 -07:00
Roger Labbe 76101fbb0c Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-06-02 14:36:18 -07:00
Roger Labbe 896103f1ad Fixed equation for variance - sigma's weren't squared as they should be. 2014-06-02 14:35:46 -07:00
Roger Labbe ff429398d9 Generated PDF from this morning's check in. 2014-06-02 14:24:49 -07:00