daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Roger Labbe 7b9c6c4409 Added walkthrough of Kalman filter code. 2014-07-18 22:05:14 -07:00
Roger Labbe ac7d909f87 Update README.md 
Added more description to the motivation section, and did a bit of copy editing.
 2014-07-18 18:15:47 -07:00
Roger Labbe 04ed4dfb18 Update README.md 
Added link and description for the filterpy library.
 2014-07-18 17:56:28 -07:00
Roger Labbe 4f7f3369fa Update README.md 
Copy editing, added link to github pages.
 2014-07-18 17:50:08 -07:00
Roger Labbe 601de14d35 Update README.md 
Added more description about the book and how to read it.
 2014-07-18 17:45:16 -07:00
Roger Labbe 7c2bf92f9b Update README.md 
Added author's note explaining the current status of the book.
 2014-07-18 17:41:13 -07:00
Roger Labbe 496859e1a7 Update README.md 
fixed minor formatting issues.
 2014-07-18 17:30:34 -07:00
Roger Labbe 097ba05646 Update README.md 
The links to chapters were quite outdated.
 2014-07-18 17:29:21 -07:00
Roger Labbe 1b6bee0adb Description of initial value for P. 
Added code and text to explain how to choose an initial value for P.
 2014-07-17 08:48:21 -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 212a1e1a85 Fixed latex problem (using \verb inside of \frac). Generated pdf. 2014-07-07 20:12:16 -07:00
Roger Labbe 6b8a9c9a07 Got g-h chapter very close to it's final form. 2014-07-07 20:03:51 -07:00
Roger Labbe e0794b03ea A bit of changes to get the book to build in linux (was only working in 
windows)
.
 2014-07-07 16:21:57 -07:00
Roger Labbe af8e3a5284 Changed fonts for source code. Switched to using ` to denote source code. 2014-07-07 02:36:03 -07:00
Roger Labbe ebcc3b9d73 Testing whether cells have to be run before check in for nbviewer to render. 
It was showing old text
 2014-07-06 22:37:34 -07:00
Roger Labbe 37fab5f35e Got rid of section numbering, as it was messing up online nbviewer. 2014-07-06 22:34:34 -07:00
Roger Labbe 292c551b9e Rebuilt book. Cleaned up .bat files to build book in Windows. 2014-07-06 22:17:56 -07:00
Roger Labbe 6500902202 Deleted unused test files. 2014-07-06 21:22:38 -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 0697383a4e Fixed typo calling H F, and added some description of designing KF for air drag. 2014-07-06 11:13:02 -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 7d7d500106 Added dimensions for x and z in Kalman filter __init__ 2014-07-06 01:30:02 -07:00
Roger Labbe 302a12e927 Got wind for baseball working. But, don't think I want to include it. 
Going to remove wind in the next check in.
 2014-07-06 01:28:17 -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 9d463c01ac Slight format changes. Beginning of section on ball tracking. 2014-07-05 14:18:29 -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 27d065c2e5 Last check in forgot to account for change in KalmanFilter class 2014-06-05 09:23:17 -07:00
Roger Labbe ee826dbce5 A lot of work getting baseball tracking working. Added long form for P in KF. 2014-06-05 09:21:15 -07:00
Roger Labbe e1ce21b25c Added section numbering to each chapter. 2014-06-03 11:19:46 -07:00
Roger Labbe 70f34843c7 Added air drag to kalman filter ball tracking. 2014-06-02 23:08:47 -07:00
Roger Labbe 12c67ec3e5 made files executable. 2014-06-02 14:45:11 -07:00
Roger Labbe 394f0a2570 Got basic tracking working with 'magic numbers' for initial pos,vel,acc. 2014-06-02 12:03:25 -07:00
Roger Labbe bd637860b7 Adding text for tracking a ball. 2014-06-02 11:13:35 -07:00
Roger Labbe 366eb092e8 check in prior to blowing away this chroot. 2014-06-01 16:45:12 -07:00
Roger Labbe 74882a9e56 Made the font a bit smaller. I think it was too large. 2014-06-01 11:10:49 -07:00
Roger Labbe 5f76e763b4 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-31 18:11:04 -07:00
Roger Labbe dce38de104 Interim check in - adding more info about designing Q. 2014-05-31 18:10:26 -07:00
Roger Labbe a192147021 Changed variables in code to be more readable; added comments. 2014-05-31 17:57:33 -07:00
Roger Labbe feb3fa8bc7 modified script to clean the left over files from building the PDF. 2014-05-29 09:45:28 -07:00
Roger Labbe 9fdb649396 Lots of minor layout edits. Generated new PDF of book. 2014-05-28 23:15:39 -07:00
Roger Labbe 2e63fc3fad Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-28 19:17:14 -07:00
Roger Labbe 87e7903e08 Significant additions to the UKF chapter. Added UKF code. 2014-05-28 19:16:41 -07:00
Roger Labbe 90e9f57ab6 Adding book pdf. 2014-05-26 21:14:18 -07:00
Roger Labbe 2e5192cd8c Fixed bug with book building. 2014-05-26 21:03:56 -07:00
Roger Labbe 9c63574e80 Got PDF book working. 
Converted format of all notebooks so they can be processed with nbconvert.
Wrote a build_book script that merges the notebook and creates book.pdf
 2014-05-26 19:31:32 -07:00
Roger Labbe b9f4dbe85e Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-26 14:06:43 -07:00
Roger Labbe f8d670d6fe Removed book title and link from top of pages. 
I did this because it doesn't generate latex very well with nbconvert.
Also, the layout is strange - the chapter title is not clear.
 2014-05-26 14:05:14 -07:00
Roger Labbe bd10117312 Added equation for relationship of h to covariance for g-h filter. 2014-05-26 11:51:11 -07:00
Roger Labbe 85ec820018 Improved proof of kalman is g-h, by incorporating variance of estimate. 2014-05-26 11:23:51 -07:00
Roger Labbe b586c005ec Added physical explanation of Gaussians by relating to scales from g-h chapter. 2014-05-26 09:24:08 -07:00
Roger Labbe 1599069a64 Formatting - making matrix variables bold, small, etc. 2014-05-26 00:56:55 -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 4f344d4e11 Significant expansion to Kalman filter description. 2014-05-23 22:49:01 -07:00
Roger Labbe a49a1350ec Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-21 19:26:56 -07:00
Roger Labbe d035215f31 Added explanation on why covariance ellipse shape changes with R. 2014-05-21 19:26:00 -07:00
Roger Labbe 7b6619dfdf Fixed links to EKF and UKF added in last check in! 2014-05-19 17:07:59 -07:00
Roger Labbe 10a38291ad Added links to EKF and UKF chapters. 2014-05-19 17:04:11 -07:00
Roger Labbe 0d3f7a274d Added plots and explanations for nonlinear transfer functions. 2014-05-19 14:34:47 -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 3b8654f70b Plots and text for g-h filter chapter. 
Still needs work, but I am generally happy with the content.
 2014-05-17 21:40:32 -07:00
Roger Labbe 234b331b45 Added a few (future) Chapters 2014-05-16 21:57:05 -07:00
Roger Labbe ba6e3e8a74 Formatting changes, fixing links to point to new github repository name. 2014-05-16 21:34:32 -07:00
Roger Labbe 2a019452d7 Title change. 2014-05-16 19:19:43 -07:00
Roger Labbe 2cdeb2caa4 Merge branch 'master' of https://github.com/rlabbe/Kalman-Filters-and-Random-Signals-in-Python 2014-05-16 18:17:17 -07:00
Roger Labbe 975679d681 Deleted temporary file. 2014-05-16 18:08:32 -07:00
Roger Labbe 361e08ab86 Formatting - title and link to table of contents on each page. 2014-05-16 18:07:39 -07:00
Roger Labbe c966cf3891 Added preface, table of contents, and license. 2014-05-16 17:24:48 -07:00
Roger Labbe cc0f081c0e Removed some authorial comments to myself. 2014-05-16 17:10:23 -07:00
Roger Labbe 0b37a768de Added link to book in nbviewer to top of each page. 2014-05-16 14:16:51 -07:00
Roger Labbe 6b6e99a2b9 Removing backup files. 2014-05-16 14:03:20 -07:00
Roger Labbe b8cfefc8f0 Moved left margin to the left. 
Last checkin had the same commit message. But I ran it in ./styles, so
the notebooks were not commited.
 2014-05-16 14:01:37 -07:00
Roger Labbe cce95dc9f8 Moved left margin quite a bit to the left. 2014-05-16 13:58:16 -07:00
Roger Labbe 903ace6a98 Ran cells and saved so I can push to github with formatting. 2014-05-16 13:37:09 -07:00
Roger Labbe 01f029d178 Trying to get this to work with nbviewer. 2014-05-16 13:02:18 -07:00
Roger Labbe bab8a6ade3 Merge branch 'master' of https://github.com/rlabbe/Kalman-Filters-and-Random-Signals-in-Python 2014-05-16 12:50:39 -07:00
Roger Labbe 6a24f45c68 Trying to get it to work with nbviewer 
Book was not showing up formatted. I think because I strip output on check in.
 2014-05-16 12:49:40 -07:00
Roger Labbe 6b22c58972 Formatted plots to ggplot-like look. Getting ready to put on github as book. 2014-05-16 12:33:40 -07:00
Roger Labbe 87e595078b Fixed code that explicitly calculated weight. It was buggy. 2014-05-15 23:58:27 -07:00
Roger Labbe b995668db1 A lot of new g-h filter code and text added. 2014-05-15 15:55:05 -07:00
Roger Labbe 3b4c5a547c Added stuff for Q. 
I was erroneously using a scalar for Q. I made it into a matrix. However,
I am pretty sure it is still wrong. Q shouldn't be symmetric.
 2014-05-14 13:46:20 -07:00
Roger Labbe 9e9267919b Renamed files to not have spaces in the name. 2014-05-12 13:18:18 -07:00
Roger Labbe d56fb2a2da Added plotting of covariance ellipses to 1D dog tracking, plus explanation. 2014-05-12 13:16:17 -07:00
Roger Labbe bae77c1d02 Format changes and multidimensional KF content. 
Modified the css style to use colors and fonts more to my liking. Still needs
tweaking.

Added a lot of content to the multidimensional KF chapter.
 2014-05-11 20:44:25 -07:00
Roger Labbe 09fa08f73e mv'ed gaussian.py to stats.py 
The name was horrible, we were using gaussian.gaussian() to compute
gaussians. stats.gaussian() is much better. Updated all notebooks
and scripts to reflect the change.
 2014-05-10 11:25:52 -07:00
Roger Labbe a7d8371b36 More explanations about Gaussians 2014-05-10 10:20:31 -07:00
Roger Labbe 6e5c02ad36 Contains functions useful to the Gaussian chapter. 
We do not want to expose all of the Python code used to generate the book
because it just makes things unreadable.
 2014-05-09 13:56:39 -07:00
Roger Labbe 2f74f90c18 Added ability to label the axes. 2014-05-09 13:55:53 -07:00
Roger Labbe f3939cd774 Rewrote a lot to make it more understandable. 2014-05-09 13:55:30 -07:00
Roger Labbe 3504351fe6 Moved description of histogram problems to this chapter. 
The kalman filter chapter lead off with a long discussion of the problems
with histograms. That seemed to belong more at the end of the histogram
chapter, so I moved it there.
 2014-05-09 12:28:56 -07:00
Roger Labbe 412344fe72 More examples and exercises. 
Added a new KF that filters a temperature sensor. Discussed what to do if
there is no data for update().
 2014-05-08 08:20:13 -07:00
Roger Labbe bcc62c7984 Correct some minor English issues. 
Wrote a bunch of exercises and solutions for the Kalman filter.
 2014-05-07 22:16:41 -07:00
Roger Labbe ef22d7e62a Removed use of --pylab inline, as I mistakenly thought that was the best 
way to get matplot lib to be inline. Also, imported print_function from
future to try to be 3.X compliant.
 2014-05-07 13:33:10 -07:00
Roger Labbe 3b9bb1fd44 More work on various parts of the multidimensional filter. 
Added custom CSS style for formatting the book.
 2014-05-07 12:59:25 -07:00
Roger Labbe b31e3a0b12 I think outputs are now correctly removed before check in. 2014-05-06 10:01:27 -05:00
Roger Labbe 71b1b12212 Another attempt to remove output - script did not point to ipython 2014-05-06 09:56:40 -05:00
Roger Labbe 9ae5aea761 Added hook to git to remove all notebook output prior to committing. 
This should make git ignore differences caused by merely running a notebook.
 2014-05-06 09:48:35 -05:00
Roger Labbe 499f8d91f5 Various changes. Main thing is removed the slow gaussian class from 
the kalman filters. It was annoying anyway - have to pack and unpack
it everywhere when calling around.
 2014-05-04 17:33:39 -05:00
Roger Labbe 8305200ff0 A lot of changes. I think a lot of changes to the notebooks are just 
due to running them. In the process of adding a bunch of new .py
scripts to support the book. Most important is the DiscreteBayes1D.py
class, which implements a Discrete Bayesian filter in a generalized way.
 2014-05-02 21:49:35 -05:00