Commit Graph

16 Commits

Author SHA1 Message Date
Roger Labbe
e7ad67f8bc Fixed formatting issue. 2014-08-31 15:47:21 -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
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
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
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
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
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
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
d82dc53ea4 Added omega (launch angle). same results as scipy ode package. 2014-07-05 14:47:28 -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
6dc9c02af0 Started writing the Designing Kalman Filter chapter. Did a robot, and DME. 2014-05-25 16:12:35 -07:00
Roger Labbe
0c4f93d3c5 Started work on EKF. Mostly code to generate nonlinear transfer functions plots. 2014-05-18 23:03:38 -07:00
Roger Labbe
87e595078b Fixed code that explicitly calculated weight. It was buggy. 2014-05-15 23:58:27 -07:00