daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe 15de2dad71 Added missing word. 2014-09-14 00:59:38 -07:00
Roger Labbe 0cd88b1696 Removed text descrbing unused Preface. 2014-09-14 00:58:58 -07:00
Roger Labbe 3ed23eb89b Changed 'read online' link to Table of Contents. 2014-09-14 00:57:17 -07:00
Roger Labbe 27cf583b7c Added animation for voltage. 
Implemented an animation showing how the filter responds to
residuals as its confidence (P) gets better.
 2014-09-14 00:51:29 -07:00
Roger Labbe 82c5cbe71c Added animations to Discrete Bayes 
Beginning of adding animations to the chapters. I wrote the
existing material not assuming animations, so it is quite
possible that I will want to revise the chapter to better
make use of this ability. For now I just animated two different
update/predict cycles.
 2014-09-13 11:15:40 -07:00
Roger Labbe 64f61bbc31 Added computation of Phi and dyanmic systems. 
Far from done, but added a lot of content on finding
F based on whether the system is time variant or time
invariant.
 2014-09-12 23:59:39 -07:00
Roger Labbe a84cac5785 Standardizing nomenclature. 
Got rid of the raised - for prediction; looks too much
like subtraction for my taste.
 2014-09-12 23:58:53 -07:00
Roger Labbe d5f4a15ad9 Expanding the math chapter. 
I have once again altered some of my notation - I need to go back
and revise the rest of the book to use it. For now, the book is
in an inconsistant state as far as notation goes, but each chapter
should be self consistant.
 2014-09-11 09:48:22 -07:00
Roger Labbe 049783e92f Added discrete Wiener process Acceleration model. 
Got rid of the hand-wavey 'Q is hard' text and put in a discrete
Wiener process Acceleration model for Q.
 2014-09-10 07:37:15 -07:00
Roger Labbe 2350eb4578 Improved discussion of Fox and Thrun. 2014-09-09 17:30:38 -07:00
Roger Labbe 9a8616a508 Work on animations. 
Experimented with adding animations to the book. Also, fixed
the H-Infinity code a bit to more close reflect Simon's code.
 2014-09-08 22:04:42 -07:00
Roger Labbe d8507caf9b Fixed typo, removed obselete author's note. 2014-09-07 18:11:46 -07:00
Roger Labbe 5a7cba70ec Attribution of hallway problem to Fox and Thrun. 
Stand on the shoulders of giants, and all that.
 2014-09-07 18:09:41 -07:00
Roger Labbe 3bab5bb0cb Addled link for chapter 12. 2014-09-07 18:09:20 -07:00
Roger Labbe 2e87557a27 testing embedded gif 2014-09-07 11:42:53 -07:00
Roger Labbe 17c5be55e7 Testing embedding images in a notebook. 
Notebook does not support embedding local images. Testing storing
them via github so I can have a URL.
 2014-09-07 11:15:17 -07:00
Roger Labbe 18549e8137 Added HIfinity placeholder chapter. 
Just pointed to Dan Simon's H Infinity PDF for now.
 2014-09-06 09:25:28 -07:00
Roger Labbe 1f806719f3 Fixed path issues, improved gaussian discussion. 
Chapter was not adding ../code to the search path. Multivarite discusion about the ellipses
was a bit unclear about the relationship of the standard deviation.
 2014-09-05 08:10:47 -07:00
Roger Labbe c8e2f6831b More bad link fixes 2014-09-04 17:45:29 -07:00
Roger Labbe 7e92fd6993 Fixed bad chapter links 2014-09-04 17:43:14 -07:00
Roger Labbe 10612ab201 Update README.md 
Fixed obsolete chapter links.
 2014-09-04 17:38:44 -07:00
Roger Labbe 6ab50c9ed2 Update README.md 
Chapter links outdating, checking by fixing one.
 2014-09-04 17:34:47 -07:00
Roger Labbe 842232d2ab Fixed subdirectory issue. 
I changed the structure to put code in ./code, but that didn't work for preface,
whish is not in a subdirectory (parallel to ./code).
 2014-09-02 20:34:18 -07:00
Roger Labbe c9696d8fe9 removed unused relative directory add to sys 2014-09-02 20:08:23 -07:00
Roger Labbe 34c7ee9975 fixes for TOC link for PDF generation 2014-09-01 21:20:38 -07:00
Roger Labbe 099b5ed94c added text description for TOC link 2014-09-01 21:13:23 -07:00
Roger Labbe 3554749f34 Fixed heder problem with g-h chaper, regened PDF. 2014-09-01 21:03:47 -07:00
Roger Labbe 3f50d42d88 Added link to table of contents to all notebooks. 
this is so the user of nbviewer can navigate the book more easily.
 2014-09-01 20:53:44 -07:00
Roger Labbe 07803040b0 testing adding link for table of contents 2014-09-01 20:26:49 -07:00
Roger Labbe bda9810ea1 Organizing book into directories 2014-09-01 20:03:10 -07:00
Roger Labbe 9288bb4032 Fixed book merge, and created new PDF 2014-09-01 20:00:36 -07:00
Roger Labbe d77c63e87a deleted and moved .py files 2014-09-01 19:52:29 -07:00
Roger Labbe 42d4ace9d1 more fixes for code directory 2014-09-01 19:49:25 -07:00
Roger Labbe 9ccf46c017 more changes for code directory 2014-09-01 19:44:18 -07:00
Roger Labbe 81c1bddcff fixes due to code directory 2014-09-01 19:34:01 -07:00
Roger Labbe fc993eff4c made code directory 2014-09-01 19:26:50 -07:00
Roger Labbe 7a56f2263d created chapter 7 2014-09-01 19:15:28 -07:00
Roger Labbe 96563286f0 created appendix b 2014-09-01 19:09:12 -07:00
Roger Labbe 2335982a3f created appendix a 2014-09-01 19:07:14 -07:00
Roger Labbe f3d9ef33ff creeatd chapter 11 2014-09-01 19:05:06 -07:00
Roger Labbe a3eafd47af created chapter 10 2014-09-01 19:03:25 -07:00
Roger Labbe 4c7df44433 created chapter 9 2014-09-01 18:58:55 -07:00
Roger Labbe 49c8c8df31 added chapter 8 2014-09-01 18:57:13 -07:00
Roger Labbe 91981a64ab added chapter 6 2014-09-01 18:50:56 -07:00
Roger Labbe 6fc51e2e19 created chapter 5 2014-09-01 18:47:34 -07:00
Roger Labbe c72758a8eb created chapter 4 2014-09-01 18:45:10 -07:00
Roger Labbe ddfd1e706d created chapter 2 2014-09-01 18:43:04 -07:00
Roger Labbe ba7ba68d5d changed path to css styles 2014-09-01 18:40:58 -07:00
Roger Labbe 9519d878e6 created chapter 1 dir 2014-09-01 18:37:01 -07:00
Roger Labbe 3ffcbcb326 Fixed instructions for reading book. 
Some links were broken. Text was poor.
 2014-09-01 17:34:21 -07:00
Roger Labbe 1e049ed3b9 Rebuilt PDF file. Added Installation Appendix. 2014-09-01 17:02:49 -07:00
Roger Labbe 4bef7d7f82 added multivariate chapter name to table of contents. 2014-09-01 16:47:03 -07:00
Roger Labbe 8884bcdd7d Renamed to Multivariate. Prettified charts. 2014-09-01 16:43:33 -07:00
Roger Labbe 0d0a6e6793 Removed warning about nbviewer. 
nbviewer was not rendering latex. My bug report got fixed, and so
I have removed the warning.
 2014-09-01 08:19:40 -07:00
Roger Labbe 9ed78ea6c0 Fixed formatting that brok nbconvert. 
I am not sure what was wrong, but it couldn't handle the \latex
symbol.
 2014-08-31 22:19:15 -07:00
Roger Labbe 9f3c2c0fa7 Altered colors of plots. 
Maybe not perfect yet, but I have signicantly changed the colors
and various other look-and-fell aspects of the plots.
 2014-08-31 22:07:01 -07:00
Roger Labbe 02a4b477e1 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-08-31 19:04:28 -07:00
Roger Labbe be9a77561b Expanded Jacobian coverage. 
Added explicit computation of Jacobian, and, more interestingly,
added the use of sympy to compute the Jacobian automatically.
 2014-08-31 19:03:15 -07:00
Roger Labbe 5654d302d2 Paragraph formatting 2014-08-31 16:25:19 -07:00
Roger Labbe 79c158b206 Added instructions on cloning book to hard drive. 2014-08-31 16:23:40 -07:00
Roger Labbe fb377d75d9 Fix - sentence was italic, wanted it to be in bold. 2014-08-31 15:48:33 -07:00
Roger Labbe e7ad67f8bc Fixed formatting issue. 2014-08-31 15:47:21 -07:00
Roger Labbe 3bdeac52bf Simplified instructions for reading. 
Put how to read at top of readme. Added warning that nbviewer is
not rendering Latex right now.
 2014-08-31 15:45:48 -07:00
Roger Labbe d6cda0e0b5 Spelling and book formatting changes. 
Ran spell check on the files (not easy, no built in support for
spell checking. Formatted pdf to use a larger font.
 2014-08-30 18:43:36 -07:00
Roger Labbe 110a4f7c6d Added Least Squares filter to comparison. 
Looking at how least squares filter performs compared to univariate
Kalman filter.
 2014-08-30 16:05:32 -07:00
Roger Labbe 52dc8a6aa9 Added Python implementation of the filter. 
The book kind of side stepped the Python implementation for awhile.
I put the implementation much earlier to give reader familiarity with
the equations earlier. I moved the ooptional walkthrough to the end of
the text, but it needs extensive editting as the code is quite obsolete.
 2014-08-30 16:01:24 -07:00
Roger Labbe 7088156da0 Fixed equations that didn't use x- for prediction. 
In a few places the KF equations didn't use the x^- nomenclature
for the predicted value of x.
 2014-08-30 14:45:37 -07:00
Roger Labbe 428790378a Added algebra to prove equivalence 1D filters. 
Added text that represented the multivariate KF equations with scalars
for the univariate case to illustrate how simple the equations actually
are. Then to complete the section I proved the equivelence of the last
chapter's equations with this one using algebra.
 2014-08-30 10:30:56 -07:00
Roger Labbe 6ab8c5da92 Comparison of 1D and 2D filter. 
Added exercises comparing 1D filter using Gaussians vs 1D filter
using KalmanFilter class, and comparing a 1D filter vs a filter
incorporating the unobserved derivative of x.
 2014-08-30 00:08:27 -07:00
Roger Labbe 87d4d973ac Change to predict/update terminology. 
I originally used sense/update as my function names. But all the
literature uses update/predict, so I am normalizing on that.

I also wrote a test to ensure the update/predict functions in the
1d kalman filter chapter gives the same output as the full blown
kalman filter. Of course, they do. This is in the 1d_kf_compare
notebook. I will add this as an exercise in the multidimensional KF
chapter.
 2014-08-29 22:38:59 -07:00
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