daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe
597d3e2b5a Clean up headers, added exercise. 
UKF chapter's headings were all messed up in the PDF output. I added
an exercise to use the unscented transform on the 5,000 point nonlinear
monte carlo example from the beginning of the chapter.
 2015-01-13 14:02:55 -08:00
Roger Labbe
6533e3b22e Fixed typo 2015-01-13 07:56:50 -08:00
Roger Labbe
f83282a289 Fixed bug, some clean up. 
I was plotting velocity, not position of filter in one plot.

Also, wrote a initialize_filter function so all plot start
with the filter initialized to the same value.
 2015-01-13 07:19:10 -08:00
Roger Labbe
b97d71879b Removed cide that runs on import 
When editting a notebook I tend to rerun the cells many times.
But imports are only done once, so the code in book_format()
is only run the first time. I put all of that code in a function
so that it is run every time.
 2015-01-13 07:17:45 -08:00
Roger Labbe
84c16e1533 script to copy PDF to gh-pages. 2015-01-12 19:06:13 -08:00
Roger Labbe
860bc16346 More MM text. 2015-01-12 19:06:01 -08:00
Roger Labbe
b7e78ff6cf Added section using Zarchan's adaptive filter. 2015-01-12 18:21:32 -08:00
Roger Labbe
efd40c3e5e Minor layout changes, typos. 2015-01-12 09:46:52 -08:00
Roger Labbe
066958366c Expanded coverage. 
Probably mostly just the Fading memory, but also played with
length of data, noise settings, etc.
 2015-01-11 13:22:36 -08:00
Roger Labbe
b40184dd45 Added Adaptive filtering chapter to PDF. 2015-01-11 00:30:17 -08:00
Roger Labbe
026413dbd4 Added Adaptive Filtering chapter. 
Still a lot of work to be done on it. This is just an
initial commit.
 2015-01-11 00:13:12 -08:00
Roger Labbe
573c9429c8 Set numpy printing to suppress scientific output. 2015-01-11 00:12:21 -08:00
Roger Labbe
23aee4b3ff Altered language of readme file. 
Tried to make it clearer that you can click on the link to
immediately start reading online.
 2015-01-08 21:39:12 -08:00
Roger Labbe
995bbc4ad2 Added readme to each subdirectory. 
Contains link to nbviewer version of the book - allows browsing github
use to immediately start reading the book.
 2015-01-08 21:27:16 -08:00
Roger Labbe
62ff1cf441 Trial - adding readme to chapter subdirectory. 
Provides link to online book so github user can start reading
immediately.
 2015-01-08 21:23:45 -08:00
Roger Labbe
fe6900dc3c Changed pdf style to 'book'. 2015-01-08 21:16:36 -08:00
Roger Labbe
94f2f1af9b Minor text edits. 
Replaced 'transverse' with 'transpose'.

Fixed creative commons license - it was pointing to the old
name of the book.
 2015-01-08 21:14:44 -08:00
Roger Labbe
f635810a70 Adjusted template to generate TOC. 2015-01-08 19:10:26 -08:00
Roger Labbe
cfdf66a5eb Fixed headers for nbconvert. 
nbconvert does not work with the ### style headers, so I
converted to using the header cells where I was using the hash
headers.
 2015-01-08 09:03:14 -08:00
Roger Labbe
c241f715c9 Added to g-h Chapter 
Added more examples, and added more charts to illustrate what
I was talking about. Notably, added error bars to the weight
readings to make the possible range of values clear.
 2015-01-07 19:17:08 -08:00
Roger Labbe
d096acce09 Fixed a few typos. 
Text and code used slightly different number from earlier edits.
 2015-01-04 09:46:55 -08:00
Roger Labbe
ea6a9601a2 Fixed Broken Header 
For some reason the Heading 1 cell cannot accept \infty latex.
I am sure this used to work; I have done some updates so perhaps
something changed?
 2015-01-03 16:49:50 -08:00
Roger Labbe
952d81e3ef Added installation instructions. 
Expanded installation instructions in the preface, readme,
and appendix.
 2014-12-31 19:02:40 -08:00
Roger Labbe
c71cac557f Added SymPy and FilterPy to list of requirements. 2014-12-31 17:10:27 -08:00
Roger Labbe
53f1101047 Python 2.7 compatibility. 
list does not have copy in 2.7, so I created a new tuple where
I was using list.copy().
 2014-12-31 13:55:24 -08:00
Roger Labbe
bb0f9eb5ef Python 2.7 compatibility bug. 
I was overwriting x,y variables with the list comprehension, causing
the lists in x,y to be replaced with a single value.
 2014-12-31 13:22:16 -08:00
Roger Labbe
401a0004e1 Unicode problems with Python 2.7. 
I read the matplotlib rcParams from a json file. The json module
always uses Unicode, but this does not work in Python 2.7. This
was causing the plots not to appear if using Python 2.7.

Wrote code to detect Python version and to convert to ASCII if
Python version 2.
 2014-12-31 10:56:09 -08:00
Roger Labbe
e68c9b9b14 Minor typo fixes. 2014-12-30 14:40:02 -08:00
Roger Labbe
7b6acde781 Removed gray background from 538 style. 
white background renders better on cheap LCDs, and it will print better as well.
 2014-12-22 14:20:42 -08:00
Roger Labbe
9e6c6ffb5f Removed need for matplotlibs 538 style. 
I got the original code from the author, Cameron Davidson-Pilon,
modified it for the minor changes I make for the book, and put it
in 538.json. The main gain is that somebody doesn't need bleeding
edge matplotlib installed to get the 538 look.
 2014-12-22 13:34:50 -08:00
Roger Labbe
8eaa6ee693 Reran for 538 plot formatting. 
Ran all notebooks so that all images are properly plotted using
the 538 matplotlib style.
 2014-12-22 13:07:31 -08:00
Roger Labbe
5a60d94d6a Switched to 538 plot style. 
I like this one the best.
 2014-12-22 12:29:24 -08:00
Roger Labbe
874a2ed59c Switched to ggplot style plotting. 2014-12-22 12:15:19 -08:00
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