I was using a bunch of variable names that weren't consistent
with the rest of the book (but perhaps are more consistent with
the literature). It just made everything more challenging than
it needed to be, so instead of \mu and \sigma (e.g.) I use
\bar x and \bar P.
I also am in the middle of rewriting some sections for clarity,
but that work is not completed.
This code did not work for Python 2.x becaus I was not
importing from future. While I was altering all the files
I updated the header to include license information.
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.
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.
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.
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.
I think I finally arrived at a good ordering of material.
Started with implementing a linear problem just so we can
see how it differs from the linear KF, then added problems
step by step. Got rid of most of the poor performing filters.
