daviddoji/Kalman-and-Bayesian-Filters-in-Python
1
0 Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
696 Commits 1 Branch 0 Tags
335db298ff125d96f4abae37a440e17258ef3a15
Commit Graph
100 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Roger Labbe 335db298ff Implemeenting PDF in 6x9 format. 
I did the work on chapter 1 just to start somewhere. Trying to make
the book fit nicely on a 6x9 book format.
 2015-07-25 15:23:11 -07:00
Roger Labbe 0d836c7e03 Altered look of residual charts. 
User ulenka on gitter suggest changing the color for the
residual line. I found my changes garish, so I switched
to a thicker black line and changed the grids to dotted.
 2015-07-24 20:34:36 -07:00
Roger Labbe 056ada57af Minor typo fixes. 2015-07-23 16:07:05 -07:00
Roger Labbe 77ce3e9951 Expansion on non-integratable equations. 2015-07-23 15:44:21 -07:00
Roger Labbe 7f17a26e08 Fixed use of ```python blocks. 
Turns out my problem was the closing ``` needs to be on a line
of its own for nbconvert to parse it correctly.
 2015-07-22 12:55:58 -07:00
Roger Labbe 091f372b85 Fixed use of # in ```python block 
If not indented, gets treated as a header by nbconvert.
 2015-07-22 12:02:21 -07:00
Roger Labbe e7954be704 Made Gaussian equation more readable. 2015-07-22 11:56:32 -07:00
Roger Labbe 566f43e32f Vocabulary changes. 2015-07-22 11:56:11 -07:00
Roger Labbe a5b822c1c9 Rewording. 2015-07-22 11:14:01 -07:00
Roger Labbe 49a464bcfa Fixed assignment to F. dt=.1, but used dt=1. 2015-07-22 11:13:07 -07:00
Roger Labbe 364a2357d7 Better description of white noise. 2015-07-19 12:44:35 -07:00
Roger Labbe c258d429b4 Fixed MathJax rendering for nbviewer. 
Not sure why the font was not working, but neo-Euler was
rendering poorly on nbviewer. I've switched to "TeX" and
it looks fine.
 2015-07-19 11:53:43 -07:00
Roger Labbe 14478ce60a Experiement to see if MathJax is rending correctly. 
I was specifying the Neo-Euler font, which renders poorly
on nbviewer. This is a test to make sure it works before
checking in all notebooks. (I have to re-execute the notebook)
so that the script from the css file gets embedded into the
notebook).
 2015-07-19 10:58:19 -07:00
Roger Labbe ca88bd82b3 Fixed font issue for nbviewer. 
The Neo-Euler was rendering with no subscripts or superscripts.
Not sure why, but I swithed to the "TeX" font and all is well.
 2015-07-19 10:51:32 -07:00
Roger Labbe 96b3409da0 fixed calling of methods 'functions' 2015-07-18 18:33:38 -07:00
Roger Labbe 2c36c43da2 Minor rewording. function->method, mostly. 2015-07-18 18:26:57 -07:00
Roger Labbe f6d191353d nbconvert treated comment as chapter title! 
A comment in a markdown cell inside a ```python ...``` block
was treated as a chapter header by nbconvert. I filled a bug
report with IPython and removed the comment.
 2015-07-18 18:10:03 -07:00
Roger Labbe 43070a4439 Copy edit of UKF chapter. 
Also found a mistake in the text about computing the residual
of angles that was duplicated in the EKF chapter, so I fixed the
error in that chapter as well.

I pulled out the 'track in a circle' example as it is the usual
sort of textbook nonsense problem that no one cares about. I created
an 'old-content' Notebook in case anyone still wants to see it; I
may put more content there as I continue to edit.
 2015-07-18 17:21:27 -07:00
Roger Labbe 6092e06459 Better code formatting with ``python 
There is more than that here. I had a bad commit of a bunch of temporary
files, I had to reset back in time, and now I am doing a massive commit.
Sorry.
 2015-07-18 08:43:24 -07:00
Roger Labbe cc24dd6291 Copy edit of preface. 
Trying to reduce my verbosity. Still a way to go...
 2015-07-16 08:50:20 -07:00
Roger Labbe 60c17168b0 Moved naming conventions to FilterPy project. 
That had no business in the book. I put it in the documentation
for filterPy.
 2015-07-16 08:16:05 -07:00
Roger Labbe 335df7f42d Fixed bug in EKF residual function. 
Comment was wrong, it normalizes to [-pi, pi].

Also, code didn't handle cases where a-b > 2Pi
 2015-07-15 19:03:59 -07:00
Roger Labbe 7827a4df2d Lots of changes to preface. 
Too big a check in; got away from me. I rewrote a lot of the preface.
Added instructions for cloud.sagemath install. Removed import of
set_figsize and figsize in first cell because the first cell gets
deleted for the pdf.
 2015-07-15 18:17:48 -07:00
Roger Labbe 0906db75e3 Moved text from g-h chapter to LS chapter. 
There was text in gh chapter that made no sense unless you already
know least squares.
 2015-07-14 12:43:16 -07:00
Roger Labbe 539db41df3 Moved some text from Preface to Appendix 
Text is 'orphaned' - needs to be integrated into rest
of chapter.
 2015-07-14 12:41:58 -07:00
Roger Labbe 213c0427b6 Fixed bug in code. 
Plotting 2 data sets, but only scaled one of them by 1000.
 2015-07-14 12:40:40 -07:00
Roger Labbe cd6a2e9d42 Added lying to filter, and filterpy sections 2015-07-14 10:36:48 -07:00
Roger Labbe aba6a9dcf7 Moved all code to \code subdirectory. 
All these changes are to make the book easier to run from
cloud.sagemath.org. You can share individual notebooks there,
but not entire projects.By putting everything under code at the
user only needs to grab that one directory.

More on sagemath later, if I decide to pursue that as a delivery
mechanism...
 2015-07-13 23:16:04 -07:00
Roger Labbe 069982f128 Reran so output cells are in order. 2015-07-13 18:14:46 -07:00
Roger Labbe 967091f1c9 More copyediting changes. 2015-07-13 16:07:58 -07:00
Roger Labbe 2346a42e95 Typo fix. 2015-07-13 15:42:47 -07:00
Roger Labbe 8b233b4ff5 Copy edit of chapter 8. 
Note fully done, still have to figure out what to do with the ball
tracking code, and add a control example to the chapter.
 2015-07-13 14:42:34 -07:00
Roger Labbe acdc04af34 Fixed some latex issues. 2015-07-13 14:42:07 -07:00
Roger Labbe 511a3d1012 Ch rename for multivariate split; no underscores 
I split multivariate chapter into two as it was running 60+
pages. This required renumbering. While I was doing this
I changed names from using underscores to dashes; this seems
to help with line breaks when displaying links.
 2015-07-13 08:28:49 -07:00
Roger Labbe eada99482b Beginning of multivariate ch split. 2015-07-13 07:40:35 -07:00
Roger Labbe 878e4a5578 checkpoint; in midst of big re-org. 
This is not a 'useful'checkin. I'm heavily reorganizing teh
multivariate chapter (spliltting in two) and I am getting
worried about losing edits.
 2015-07-12 18:57:43 -07:00
Roger Labbe d739e6418b typo fixes 2015-07-12 16:16:08 -07:00
Roger Labbe 17e2b07416 Added text explaining FPF' example. 2015-07-12 16:14:24 -07:00
Roger Labbe 7b3821cc8d Made h1 h2 h3 left align for aesthetics 
Wordy titles got streched very badly across the page with
inch long spaces between words. left-align fixes this.
 2015-07-12 15:59:55 -07:00
Roger Labbe 389660de0c fixed use of term 'innovation'. 2015-07-12 15:59:27 -07:00
Roger Labbe 9064053e85 Added notebook to allow running via try.jupyter.org 
I need a way for people to run the book's animations. From this
notebook they can cut and paste code into try.jupyter.org.
 2015-07-12 15:57:05 -07:00
Roger Labbe 8e0d2f3185 Copy edit. Checkpoint before big change. 
I plan to reorder the design so that the prediction is
fully implemented and I show an example. The chapter just goes
on and on with no examples. Plus, talking about Q just after
discussion Fx makes the most sense.
 2015-07-11 19:50:29 -07:00
Roger Labbe f4aa2bdd28 Changed "unobserved" variable to "hidden" 
Not sure how I ended up calling hidden variables unobserved,
but it is fixed now.
 2015-07-11 19:49:13 -07:00
Roger Labbe 3dadc7f538 Removed overuse of word 'just'. 
I just use it just all the time, and it is just unnecessary.
 2015-07-11 11:40:17 -07:00
Roger Labbe 9449955e14 Start of re-edit. 2015-07-11 11:39:38 -07:00
Roger Labbe 5b5aabaead Added derivation of Gaussian product from Bayes. 2015-07-10 22:55:06 -07:00
Roger Labbe c1f3e8bfc0 Fixed links, added references. 2015-07-10 18:27:13 -07:00
Roger Labbe ce62a2ad43 Added explicit links so readable in PDF version. 2015-07-10 17:51:59 -07:00
Roger Labbe 81d55a99cf Many improvements to 1d KF chapter. 
I made the source code more concise.
I added a lot of text to help clarify the relationship to Bayes
and the g-h filter.
Added an interaction for computing Gaussian products.
 2015-07-10 15:15:38 -07:00
Roger Labbe 8f192d537c Added appendixes back to the PDF version. 2015-07-09 14:40:00 -07:00
Roger Labbe 9a22c6793d Removed notebook used to report old github bug 2015-07-09 14:38:25 -07:00
Roger Labbe 259de39b7d Reran to ensure compliance with recent changes 2015-07-09 14:34:35 -07:00
Roger Labbe 9b60578728 refactor to minimize code plot size. 
Added code to set x,y labels and title, and to set xlim, ylim
in one line.

Also moved some plotting code to the *internal.py files.
 2015-07-09 14:28:50 -07:00
Roger Labbe 6cc83b462e Improved wording, and removal of plt.show() calls. 
I used plt.show() to elimiante the <Matplotlib....>  messages
on the output line, but using a ; on the last statement also
suppresses this data. Shorter code  is better.
 2015-07-09 10:41:57 -07:00
Roger Labbe 25a1c29e9e Updated to require FilterPy 0.0.22 2015-07-08 18:59:38 -07:00
Roger Labbe dff91d9a6f Fixed notebooks for FilterPy code reorg. 
I made a separate filterpy.stats module becuase it made
little sense to import filterpy.common for stats
functions. This required a lot of changes in the notebooks
and supporting code.
 2015-07-08 18:42:12 -07:00
Roger Labbe 4306a09182 Made markers more reable in plots. 2015-07-08 16:13:03 -07:00
Roger Labbe 540e61313b Minor wording changes. 2015-07-08 16:12:23 -07:00
Roger Labbe 600e7ca167 Fixed a few erroneous claims and improved text. 2015-07-08 16:11:23 -07:00
Roger Labbe 01f2527f29 Renamed variables, expanded Bayesian coverage. 
Trying to get the language of the book consistatn and more
formal, otherwise it is too hard to go from this to the
literature. Also, I need a bit more proof, so the formalism
is useful.
 2015-07-08 14:34:58 -07:00
Roger Labbe baab280e8d Fixed missing import statement. 2015-07-07 14:21:59 -07:00
Roger Labbe d44cca32ab Cleaned up equations for Gaussians. 
Made them more readable by avoiding raised exponent for e, which made
it easier to compare univariate and multivariate cases.
 2015-07-05 17:32:29 -07:00
Roger Labbe 0269f2ec22 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-07-04 21:16:34 -07:00
Roger Labbe 0a4c54a56a Updated to include particle filter chapter. 2015-07-04 21:16:04 -07:00
Roger Labbe f8896bbb80 Lots of material on resampling. 
Happy 4th of July!
 2015-07-04 20:12:33 -07:00
Roger Labbe 8db93d661a Update README.md 
Fixed text about using gitter, and improved instructions for reading online.
 2015-07-03 10:31:32 -07:00
Roger Labbe d224fbc256 Merge pull request #46 from gitter-badger/gitter-badge 
Add a Gitter chat badge to README.md
 2015-07-03 10:24:42 -07:00
Roger Labbe afe168c7b3 Removed warning that chapter cannot be read. 
Code is working well now.
 2015-06-30 20:16:24 -07:00
Roger Labbe 24e70d7c77 Added MM filter bank. 2015-06-30 20:14:39 -07:00
Roger Labbe 1b92397175 Checkpoint. Added a lot to the particle filter chapter. 2015-06-28 13:38:12 -07:00
Roger Labbe 7cf3980e8c Made covarinace ellipse transparent. 
The solid fill made the plots harder to read, so I set them
to no fill color.
 2015-06-28 11:20:27 -07:00
Roger Labbe 966c6028c3 Removed erroneous chart from PF chapter. 
There was a really misleading chart in the old pf material.
It was destined to be deleted, but I didn't want peoople to
be mislead by it if browsing the chapter on github.
 2015-06-27 08:41:06 -07:00
Roger Labbe fbcef07499 Adding Particle filter chapter. 
This is an early, incomplete draft, but it is time to get it into
source control so I can track changes. Not ready for public
consumption.
 2015-06-27 08:37:14 -07:00
Roger Labbe 960771b4c4 Added algorithm pseudocode to help link chapters. 
I don't think the commonality of the algorithms was made as
expllicit as it could be. More work needs to be done in this regard.
 2015-06-25 18:39:57 -07:00
Roger Labbe 10a62649df Added chart of multiple Gaussians 2015-06-24 21:00:57 -07:00
Roger Labbe 46b3be3139 Fixed missing import. 2015-06-23 21:30:23 -07:00
Roger Labbe 0a33395005 Fixed variance units, and missing import 
I still had several places where i used units of meters for the
variance, when of course it should be squared.
 2015-06-22 21:19:23 -07:00
Roger Labbe 5f593639d8 Altered plot styles. 
Lines seemed to thick to see what is happening when they are close
to each other. Changed line width to 2.
 2015-06-22 17:56:14 -07:00
Roger Labbe 51c9a8283e Wholesale changes to connect chapters together. 
I made a lot of changes so that each chapter makes clear that
they are all implementing the same basic bayesian algorithm.

This required a lot of editting, and it doesn't make sense to
try to do that atomically, hence this huge check in.

I made a lot of edits, and haven't copy editted anything. i'm
sure I introduced a lot of problems and discontinuities.
 2015-06-20 15:52:16 -07:00
Roger Labbe 5ffe5c67eb Added UKF/EKF comparison. 
Had to adjust some examples and rerun notebooks in several places
to account for some code chantes that I made.
 2015-06-17 09:12:31 -07:00
Roger Labbe 87e6f5c6e7 Removed testing code. 2015-06-17 08:04:06 -07:00
Roger Labbe adba3e5915 Renamed a function. 2015-06-16 22:10:42 -07:00
Roger Labbe 41673aab60 Added reference to computing PDF notebook. 2015-06-16 22:07:09 -07:00
Roger Labbe d280a9f344 Added supporting notebooks subfolder. 
Wrote a notebook explaining how to plot PDFs and run monte
carlo simulations and compute their results.
 2015-06-16 21:56:21 -07:00
Roger Labbe 1633d9cda9 Added fixed lag section. 2015-06-13 20:05:10 -07:00
Roger Labbe d574383175 Updated required version for FilterPy. 2015-06-13 13:23:06 -07:00
Roger Labbe 4adfc8ca50 Changes in test code for ukf - not for book. 2015-06-13 13:22:43 -07:00
Roger Labbe 1152bf053d Fixed angle normalization bug. 2015-06-13 13:21:17 -07:00
Roger Labbe 4c712918b8 Updated for UKF bug fixes. Added summary. 2015-06-13 13:20:29 -07:00
Roger Labbe 61d6931b3a Before major UKF change. 
this is not an atomic check in. Probably won't even run.Just saving
my place before making some big changes.
 2015-06-13 09:23:11 -07:00
Roger Labbe aadc5abaf6 Added robot steering example to UKF. 2015-06-09 19:39:39 -07:00
Roger Labbe 3c3a5e5bf6 Final updates before merge to trunk. 
Updated to work with FilterPy 0.0.19.
 2015-06-08 19:21:18 -07:00
Roger Labbe 88d200b9a8 Robot localization example added. 
Still needs work; code is messy, and Q is not computed. But I am
getting correct results.

Also need to expand explanations and scenarios.

Need to remove now redundant explanations in EKF chapter, since
they exist in the UKF chapter.
 2015-06-08 07:23:52 -07:00
Roger Labbe f8057cd917 UKF chapter updated for Merwe parametization. 
Chapter is not complete; checking in because I am beginning to alter
the formulation of unscented_transform in filterpy.
 2015-06-07 17:03:35 -07:00
Roger Labbe 9c09133b5b Working with Merwe formulation. 2015-06-07 16:43:38 -07:00
Roger Labbe 758bd2c7f4 Working for UKF rename. 
Most of the text is wrong, but changed code to use the
renamed ScaledUnscentedKalmanFilter.

Checking in with bad text because I am in the process of changing
FilterPy to use a class for the sigma points to make it easier
to change the sigma point generation, leaving us with one
UKF class instead of several.
 2015-06-06 19:49:56 -07:00
Roger Labbe 85eccf7a21 Moved extraneous chapters to appendix. 2015-05-31 15:20:44 -07:00
Roger Labbe 2c8a2d0a8e Updated robot localization example. 
Put into a function, added parameters so we can run the alg
with different landmarks and sigmas.
 2015-05-31 14:30:53 -07:00
Roger Labbe 54bce9d7a0 Added EKF robot localization example. 
Still needs a lot of explanation; mostly the implementation is there
for now.
 2015-05-30 14:44:49 -07:00
Roger Labbe 36d45b35bb latex needed a space after \pm for some reason. 
This rendered fine in the notebook, but pdf generation
choked.
 2015-05-28 17:22:17 -07:00