Roger Labbe
fc7c174999
update() and predict() alter in place.
...
I made the update() and predict() functions alter the belief array
in place rather than returning the value in a new array. I find this
far more readable and less error prone.
2014-12-20 20:56:23 -08:00
Roger Labbe
17b30bc395
Renamed variables to improve understanding.
...
I used p and pos for the belief in position, which can be a bit
confusing.
2014-12-20 20:33:44 -08:00
Roger Labbe
62f13ace77
Renamed chapter.
...
Renamed to One Dimensional Kalman Filters
2014-12-20 20:33:18 -08:00
Roger Labbe
74a18b72c5
Additions to MKF chapter.
...
Several changes and clarifications. Added chart showing 2d distribution
of points for multivariate gaussian. Improved some discussions. Fixed
some typos.
2014-12-20 20:00:17 -08:00
Roger Labbe
e168f6eed6
Added message that chapter is not useful.
2014-12-20 14:36:47 -08:00
Roger Labbe
af5f7af5b8
Fixed section heading
...
Removed use of hashes to denote section so PDF is generated
correctly.
2014-12-20 14:36:06 -08:00
Roger Labbe
c865b57a74
Fixed section headings, added math
...
Added section in math chapter for Bayesian statistics, and improved
on the discussion of system dynamics.
The PDF generator cannot deal with the markdown for section headings
(using hash marks), so I needed to fix chapters that use them.
Appendix B still uses them, but for now that is just a list of
notes for myself, so I left that alone.
This contains the new PDF generated from these changes.
2014-12-20 14:24:08 -08:00
Roger Labbe
4d632bdc2d
Fixed math error.
...
Variance was given without sigma being squared.
2014-12-20 13:56:29 -08:00
Roger Labbe
b7f798ef74
Fixed typo.
2014-12-20 13:55:33 -08:00
Roger Labbe
176c2af00a
Various typeo fixes.
2014-12-19 11:04:08 -08:00
Roger Labbe
fe3c8ae0f5
Fixed inconsistency in covariances.
...
I had changed my example from (8,10) to (8,4), but did not change
it everywhere.
2014-12-17 11:05:36 -08:00
Roger Labbe
8824085607
Added link to SIAM News article on EnKF.
2014-12-14 17:31:02 -08:00
Roger Labbe
7a588b0683
Added radar tracking problem.
...
Added the radar tracking problem from the EKF chapter to the UKF
chapter.
fixed bug in ekf_internal that was drawing the radar image on import.
2014-12-13 21:07:11 -08:00
Roger Labbe
5e35a314bd
Changed to use 1D x state array.
2014-12-13 20:40:08 -08:00
Roger Labbe
0a129a3e46
Briefly covered batch processing and RTS.
...
Added sections on batch processing and using RTS smoothing.
2014-12-13 20:26:43 -08:00
Roger Labbe
0c6999e25f
Batch processing and RTS.
...
This belonged with the last check in. Added desciptions on
batch processing and using the RTS smoothing algorithm.
2014-12-13 20:05:06 -08:00
Roger Labbe
a794fdced2
Batch filtering and RTS additions.
...
Added descriptions on using batch filtering to produce results,
and how to call the RTS smoother algorithms.
2014-12-13 20:04:07 -08:00
Roger Labbe
6721ae4dc3
Regenerated PDF.
...
Needed to fix a latex bug in the ensemble chapter for that to work,
and to add the changes to the chapter numbers in the merge script.
2014-12-08 22:48:00 -08:00
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.
...
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.
...
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.
...
Print number with less precision.
2014-12-07 16:36:18 -08:00
Roger Labbe
6ea738ef50
Proofreading changes.
...
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.
...
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.
...
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.
...
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.
...
Wrote several examples. Still more to do.
2014-11-30 15:34:06 -08:00
Roger Labbe
dd3177cd02
Interim check in
...
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.
...
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
