daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe
d974f78d37 EKF and Q content additions. 
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 
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. 
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. 
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
ccc94da04c Fixed chapter directory names. 2014-11-06 18:52:32 -08:00
Roger Labbe
eeb16dca74 Changing body text font. 2014-11-06 18:39:52 -08:00
Roger Labbe
64691d36a2 Renamed Chapters 
Renamed chapters to make them easier to work with from the command line
using tab completion.
 2014-09-28 10:40:06 -07:00
Roger Labbe
c0a6731401 Added links and description of progress. 
A few chapters were missing links, and many lacked accurate
text describing their current status.
 2014-09-18 15:22:00 -07:00
Roger Labbe
97bb8fc3c2 Explanation of use of animation notebooks. 
These notebooks are not meant for the reader, and I added
a note explaining their purpose.
 2014-09-18 15:02:25 -07:00
Roger Labbe
83faa58442 Last checkin somehow removed git clone instructrion 2014-09-18 14:58:50 -07:00
Roger Labbe
ad6408e9eb Updated Preface with the new text in README.md 2014-09-18 14:46:03 -07:00
Roger Labbe
be00d9817b Added acknowlegement of look and feel, plus exp dir 2014-09-18 14:38:45 -07:00
Roger Labbe
c3f2722a6f Improved documentation of filterpy and code subdir. 2014-09-18 14:23:33 -07:00
Roger Labbe
ac5cb13a48 Improved instructions for installation and reading 
The old version incorrectly stated that the book had better
instructions. It does not. Besides, the instructions do belong
here.
 2014-09-18 14:10:42 -07:00
Roger Labbe
94f4806fa6 Improved instructions for reading the book. 2014-09-18 13:47:43 -07:00
Roger Labbe
fe9df8a482 Added animation of multivariate tracking. 2014-09-18 13:43:16 -07:00
Roger Labbe
68dea65432 Documentation improvements. Moved code to filterpy. 
Moved the Q_DWPA function to filterpy.

Added help(x) calls for a couple of classes so the docstrings
are displayed in the book. This required me to change the
css style, because it was limiting output to a fairly
short height, and so the help was requiring scrolling.
 2014-09-18 09:45:23 -07:00
Roger Labbe
ff55c01efb Altered title so numbers lined up 
the numbers in the matrix did not line up, making it
a bit hard to read.
 2014-09-17 17:30:14 -07:00
Roger Labbe
9529459f14 More work on making the notation consistant. 
Going back to using ^- for the estimates. Using \mathsf{T}
for the transpose character
 2014-09-17 12:47:34 -07:00
Roger Labbe
e6868d91e2 Fix for probability text and covariance ellipses. 
Fixed some text that was confusing probability with the probability
density, and made the 3 covariance ellipses all use the same
axis scales so they can be directly compared to each other.
 2014-09-16 19:00:40 -07:00
Roger Labbe
1316a220b0 Added note that book contains Readme info. 
Book duplicates the README file, no need to read it if you are
going to the book.
 2014-09-15 20:47:43 -07:00
Roger Labbe
d8336ceae7 Added covariance ellipse animatoin. 2014-09-15 20:07:26 -07:00
Roger Labbe
ee15475c3d Added a class to implement the Kalman filter. 
Not sure i am crazy about it. But it needs to either be removed,
or added to all the examples in the chapter.
 2014-09-14 22:36:26 -07:00
Roger Labbe
cbfd8db15c Fixed errors in probability density function. 
For some reason I was calling the PDF the probability, when
of course it is the probability density.
 2014-09-14 21:22:00 -07:00
Roger Labbe
002de6e8df Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-09-14 12:45:18 -07:00
Roger Labbe
b4e991b783 Put GIF animation code into py script. 
The animation script used in the KF chapter is general enough
to be used by the entire book, so I removed it from the notebook
and put it in gif_animate.py
 2014-09-14 12:44:16 -07:00
Roger Labbe
4b6c55046d Removed link to Introduction. 
The introduction is not currently being used.
 2014-09-14 12:33:55 -07:00
Roger Labbe
5e3a14a33e Fixed links for git repository. 2014-09-14 12:27:09 -07:00
Roger Labbe
70cb21c1b3 Fixed link for git 2014-09-14 12:24:46 -07:00
Roger Labbe
49f29a11c3 Fixed toc and Preface 
Table of contents was pointing to the wrong preface, which was filled
with blah blah blah. Added GIF of kalman filter tracking to show that
the book includes animations.
 2014-09-14 12:20:03 -07:00
Roger Labbe
5f9dcf4a66 Added animated GIF of tracking 
Will probably change the GIF later on, but I wanted to show that the book includes animations.
 2014-09-14 12:06:17 -07:00
Roger Labbe
1fca111567 Added animation of dog tracking. 
I animate the dog update->predict cycle with both the estimate
and variance being shown.
 2014-09-14 11:58:32 -07:00
Roger Labbe
0952f14c75 Added variance to voltage animation. 
Voltage animation now displays the Gaussion as it innovates.
 2014-09-14 11:18:14 -07:00
Roger Labbe
15de2dad71 Added missing word. 2014-09-14 00:59:38 -07:00
Roger Labbe
0cd88b1696 Removed text descrbing unused Preface. 2014-09-14 00:58:58 -07:00
Roger Labbe
3ed23eb89b Changed 'read online' link to Table of Contents. 2014-09-14 00:57:17 -07:00
Roger Labbe
27cf583b7c Added animation for voltage. 
Implemented an animation showing how the filter responds to
residuals as its confidence (P) gets better.
 2014-09-14 00:51:29 -07:00
Roger Labbe
82c5cbe71c Added animations to Discrete Bayes 
Beginning of adding animations to the chapters. I wrote the
existing material not assuming animations, so it is quite
possible that I will want to revise the chapter to better
make use of this ability. For now I just animated two different
update/predict cycles.
 2014-09-13 11:15:40 -07:00
Roger Labbe
64f61bbc31 Added computation of Phi and dyanmic systems. 
Far from done, but added a lot of content on finding
F based on whether the system is time variant or time
invariant.
 2014-09-12 23:59:39 -07:00
Roger Labbe
a84cac5785 Standardizing nomenclature. 
Got rid of the raised - for prediction; looks too much
like subtraction for my taste.
 2014-09-12 23:58:53 -07:00
Roger Labbe
d5f4a15ad9 Expanding the math chapter. 
I have once again altered some of my notation - I need to go back
and revise the rest of the book to use it. For now, the book is
in an inconsistant state as far as notation goes, but each chapter
should be self consistant.
 2014-09-11 09:48:22 -07:00
Roger Labbe
049783e92f Added discrete Wiener process Acceleration model. 
Got rid of the hand-wavey 'Q is hard' text and put in a discrete
Wiener process Acceleration model for Q.
 2014-09-10 07:37:15 -07:00
Roger Labbe
2350eb4578 Improved discussion of Fox and Thrun. 2014-09-09 17:30:38 -07:00
Roger Labbe
9a8616a508 Work on animations. 
Experimented with adding animations to the book. Also, fixed
the H-Infinity code a bit to more close reflect Simon's code.
 2014-09-08 22:04:42 -07:00
Roger Labbe
d8507caf9b Fixed typo, removed obselete author's note. 2014-09-07 18:11:46 -07:00