Roger Labbe
3f798c6717
Pretty graphs are pretty.
...
Added a fill for the covariance to many of the charts.
I also fixed a code typo in the ensemble chapter.
2014-12-08 22:36:41 -08:00
Roger Labbe
203616ff1c
Bug fixes and added example.
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Several of the equations were slightly wrong. I made variables
bold when required, and added an example. I also expanded some of the
explanations.
2014-12-07 20:58:58 -08:00
Roger Labbe
8566445bfb
Added link back to Table of Contents.
2014-12-07 19:56:23 -08:00
Roger Labbe
5d759da7dc
Fixed links to Ensemble chapter.
2014-12-07 19:51:29 -08:00
Roger Labbe
116e58e824
Rename to be consistant with rest of book
2014-12-07 19:48:05 -08:00
Roger Labbe
a27ebac336
Added Ensemble Kalman Filter chapter.
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Had to rename and move directories around to allow the new chapter
to fit in.
2014-12-07 19:44:42 -08:00
Roger Labbe
3c6abb8899
Minor formatting change.
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Print number with less precision.
2014-12-07 16:36:18 -08:00
Roger Labbe
6ea738ef50
Proofreading changes.
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A kind reader suggested these corrections.
2014-12-07 16:30:17 -08:00
Roger Labbe
b705767a5b
Generated PDF.
2014-12-01 10:45:38 -08:00
Roger Labbe
d07e06ec8e
PEP-8 compliance
2014-12-01 09:43:39 -08:00
Roger Labbe
8cbbdc6380
PEP-8 compliance
2014-12-01 09:31:17 -08:00
Roger Labbe
dc4d234d04
PEP-8 compliance
2014-12-01 09:29:06 -08:00
Roger Labbe
546eca9a6c
PEP-8 compliance
2014-12-01 09:24:51 -08:00
Roger Labbe
43e6d101e9
PEP-8 compliance.
2014-12-01 09:22:11 -08:00
Roger Labbe
4755c46714
PEP-8 compliance.
2014-12-01 09:18:41 -08:00
Roger Labbe
5f1cc41067
PEP-8 compliance, better variable names.
2014-12-01 09:13:43 -08:00
Roger Labbe
6e73cd9786
PEP-8 compliance.
2014-12-01 08:50:29 -08:00
Roger Labbe
b1ce657cca
Discussion about Python codding
2014-12-01 08:50:15 -08:00
Roger Labbe
f6537d34a8
Added link to Wikipedia for Cholesky decomposition.
2014-12-01 07:17:56 -08:00
Roger Labbe
e76698dd33
Link to nbconverter and PDF at top of README.
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This is mostly so that I the github.io page, which uses the README, has a ready
link to the PDF.
2014-11-30 22:59:39 -08:00
Roger Labbe
1fb0859e2c
Rearrange, clean up, added implementation.
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Rearranged the text and added implementation of the UKF. Not sure it
reads completely smoothly, but shoudl be better than before.
2014-11-30 22:24:07 -08:00
Roger Labbe
32024ccde8
Script to generate HTML version.
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Still early going. just an experiement at this point.
2014-11-30 16:45:17 -08:00
Roger Labbe
5367367baf
Added description for H-infinity filters.
2014-11-30 16:45:01 -08:00
Roger Labbe
dd8a0b72f6
Fixed link to HInifnity chapter.
2014-11-30 16:41:52 -08:00
Roger Labbe
7cbdc63e06
Fixed file location.
2014-11-30 16:26:22 -08:00
Roger Labbe
f73719970d
Expansion of UKF chapter.
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Wrote several examples. Still more to do.
2014-11-30 15:34:06 -08:00
Roger Labbe
dd3177cd02
Interim check in
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Got a UKF working, just want to check point it.
2014-11-30 09:48:02 -08:00
Roger Labbe
bf14f2fbc4
PEP-8 compliance.
2014-11-28 11:14:47 -08:00
Roger Labbe
f9af363792
Bug in dog animation cell.
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We were adding the movement error in the wrong place, causing the
filter output to never vary dispite changes in sensor noise.
Also some PEP-8 cleanup.
2014-11-28 10:33:10 -08:00
Roger Labbe
22375983c2
Fixed erroroneous statement about PDFs.
...
For some reason I stated the PDF displayed the probability,
not the probability density.
2014-11-28 09:34:57 -08:00
Roger Labbe
545a4650a1
PEP-8 compliance, typo fixes.
2014-11-28 09:16:55 -08:00
Roger Labbe
a9537504c6
Fixed ^T to use non serif font.
2014-11-24 18:01:59 -08:00
Roger Labbe
7a343857f0
removed explicit call to test code.
2014-11-24 17:58:11 -08:00
Roger Labbe
c05c04a94e
Better introduction.
...
Added Dan Simon's example of a range/bearing with noise to illustrate
nonlinear behavior.
2014-11-24 17:57:24 -08:00
Roger Labbe
3e5248f7fa
More P,Q,R cleanup.
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Added units to all values, corrected some descriptions, chose values to better
illustrate my points by causing either better or worse filter convergence.
2014-11-20 08:22:20 -08:00
Roger Labbe
66f20b745e
More work on R and Q.
...
Added more examples and cleaned up explanations on modifying R
and Q. In particular, the filter setting for R was not the same
as the simulated noise for no obvious reason. Also, names were
bad R instead of R_var, for example.
2014-11-19 23:50:11 -08:00
Roger Labbe
60e31b890d
Add references to smoothing chapter.
2014-11-16 16:12:14 -08:00
Roger Labbe
75c4e9ce97
Start of the Smoothin chapter. RTS implemented.
2014-11-16 15:54:28 -08:00
Roger Labbe
3367806b07
Layout changes to make PDF read better.
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Mostly just shortening lines of code. There was a SymPy font render issue as well.
2014-11-16 11:24:59 -08:00
Roger Labbe
c1281bc47c
Cleanup of Q material, and rename of FilterPy.
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I renamed the functions that compute Q in FilterPy and had
not propogated that through the book.
I have renamed FilterPy from filterpy, and propogated that
change through the book.
Moved the material on SymPy from the short lived Appendix C
to Appendix A
2014-11-16 09:41:41 -08:00
Roger Labbe
9c0729d837
Text on Approximating Q
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Discussed approximating Q by only assigning a value to the
lower rightmost term.
2014-11-16 01:01:42 -08:00
Roger Labbe
d974f78d37
EKF and Q content additions.
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A lot of new text on designing Extended Kalman filters and
also on designing the Q matrix.
2014-11-16 00:42:47 -08:00
Roger Labbe
e131cbb1c0
Reverted silly rename of .x to .X
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x is a vector, not a matrix, hence it should be lower case like
it always was. I don't know what I was thinking when I renamed it.
2014-11-15 10:17:49 -08:00
Roger Labbe
fd4b2211a7
Made sensor fusion code a function.
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The function takes the wheel and gps variance in as parameters
so I can easily vary the values and display them to the reader.
2014-11-13 07:20:43 -08:00
Roger Labbe
9aa73ac8fe
Added section on sensor fusion.
2014-11-12 20:54:44 -08:00
Roger Labbe
9262b2796f
Adjusted to use upper case x for filter state.
2014-11-08 20:59:53 -08:00
Roger Labbe
c28582aa71
Spelling and capitization fixes.
2014-11-07 18:40:48 -08:00
Roger Labbe
8e964dd757
Fixed link to gif due to chapter directory name changes.
2014-11-07 18:33:14 -08:00
Roger Labbe
6e64160a2c
Link fix, and filterpy information.
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Fixed link to chapter 6, and added a section describing the filterpy library.
2014-11-06 19:08:22 -08:00
Roger Labbe
ed2dbfcae2
Fixed link to the multivariate KF chapter.
2014-11-06 19:00:57 -08:00
Roger Labbe