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Roger Labbe 7feaab9ce2 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-05-05 09:16:04 -07:00
Roger Labbe d605763855 Added my own FloatSlider, IntSlider 
They create a slider with continuous_update=False. Just keeping
code more readable by avoiding long lines.
 2018-05-05 09:14:22 -07:00
Roger Labbe 20cc070525 Merge pull request #227 from tommz9/master 
Fix a typo in Chapter 8
 2018-05-04 09:03:55 -07:00
Roger Labbe 9ae79fa625 Added instructions for cloning the book 2018-04-29 08:08:40 -07:00
Roger Labbe 7963e3f15f minor wording changes. 2018-04-28 14:22:29 -07:00
Roger Labbe 49673c6bc2 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-04-28 11:07:51 -07:00
Roger Labbe 3ede7ff965 Added use of the scipy describe function 
Showed how to use describe() get the summary statistics for
a sampled distribution.
 2018-04-28 11:07:04 -07:00
Roger Labbe de5f6eda77 Merge pull request #222 from tthomto/master 
correcting the math in covariance example - missing fraction.
 2018-04-26 07:57:43 -07:00
Roger Labbe 47062b018d Fixed bad description of fat tails. GitHub #217 
Updated my description of the fat tails to be more general, especially
since my tails were truncated not fat!

Also added a list of Wikipedia links at the end for reference of
those reading the PDF.
 2018-04-25 17:05:53 -07:00
Roger Labbe 237ad1f9cb Updated train example, GitHub #214 
Updated the train example to perform the prediction
before the update, and changed some language.
 2018-04-25 17:04:33 -07:00
Roger Labbe 5a0cd1b098 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-04-25 15:29:43 -07:00
Roger Labbe ec0cc50ee9 Invalid matrix indexes, GitHub #211 
I used the wrong order for the matrix indexes, fortunately in
the text, not the code!
 2018-04-25 14:50:54 -07:00
Roger Labbe 4758f013e1 Merge pull request #216 from kmalhan/fix_process_model 
Fixed Unit of process_model for First Kalman Filter in Chapter 4
 2018-04-25 14:30:43 -07:00
Roger Labbe 5e6a503619 Updated for FilterPy 1.2.4, moved code around 
Moved code specific to one notebook to the *_internal.py file
for that book.

Updated to require FilterPy 1.2.4 due to a fix of a bad bug in the
UKF RTS Smoother, and the change of likelihood from a function back
to a property.
 2018-04-18 16:00:10 -07:00
Roger Labbe 7cbac1f983 My text improperly stated that the unscented transform takes a 
Gaussian as an input when of course it takes samples from any
arbitrary distribution.
 2018-03-29 16:54:35 -07:00
Roger Labbe 9b80d231e2 Wording improvements, and plot changes 2018-03-29 16:50:10 -07:00
Roger Labbe 4289a5d2a0 Wording changes. 2018-03-29 15:34:36 -07:00
Roger Labbe 7d295ffce5 Added Markov property example. 
I was getting a bit abstract describing Markov chains, so I gave a
concrete example of why it is a reasonable requirement.
 2018-02-10 08:47:21 -08:00
Roger Labbe 782119171d Fixed copy when directory not empty 
Was copying the kf_book subdirectory into the existing one
if it was already there, causing PDF build failure if you
didn't clean prior to running it.
 2018-02-02 10:52:05 -08:00
Roger Labbe 1ca3ff5e37 Fixed numpy set_printoptions 
for reasons I don't understand you have to call with suprres=True
and no othe rparameters for it to 'work', even though the
get_printoptions shows it as correctly set.
 2018-02-02 10:51:00 -08:00
Roger Labbe a71401a7b8 Fixed bulleted list 
I was using HTML, which doesn't render in the PDF. Switched to
markdown and it is better.
 2018-02-02 10:50:15 -08:00
Roger Labbe d86fb065cb Updated for FilterPy 1.2.0, added section 
Added a section on Mahalanobis distance and on gating.
Updated to require filterpy 1.2.0.
 2018-02-01 08:42:39 -08:00
Roger Labbe 0204c02123 Added section on state variable order 
I've alluded to the fact that you can order x however you want,
but didn't have an example.
 2018-01-31 11:16:44 -08:00
Roger Labbe acc59c240c Spelling error 2018-01-31 09:16:50 -08:00
Roger Labbe c473068238 Saved widget state 
I hadn't noticed that the output of the interactive widget calls
are not saved in the notebooks. This changed awhile ago. I've
explicitly saved them.
 2018-01-31 09:14:13 -08:00
Roger Labbe 6b28661f78 Grammar fix. 2018-01-31 07:25:23 -08:00
Roger Labbe 062438bc23 Added caveat about GitHub 
GitHub does not render the math well, so I warn people off from
using it to read the book.
 2018-01-31 05:27:04 -08:00
Roger Labbe 18b06e37dc Added some text 2018-01-30 06:30:20 -08:00
Roger Labbe ff9735d0a0 Merge pull request #207 from Pask2/patch-1 
Incorrect derivative in equation, and labelled a 1st order filter as 2nd order.
 2018-01-29 09:45:42 -08:00
Roger Labbe 15e8574e2e Text used the wrong parameter name for hist() call, and I misattributed 
a SciPy function to NumPy.
 2018-01-29 09:37:23 -08:00
Roger Labbe 423f3e80fe I wrote about the overlap of two measurements, but I really meant 
the gap between two measurements. The subsequent paragraph discussed
the overlap. I refined the language to make this clearer.
 2018-01-29 09:33:11 -08:00
Roger Labbe e8b88adf5f GitHub #154 Description of VAR inconsistent 
I stated that the heights are equally probable, which they are not.
 2018-01-29 09:27:24 -08:00
Roger Labbe 68ca5960cc Simplified namedtuple explanation. 2018-01-28 16:02:51 -08:00
Roger Labbe da4df463b6 Reran without debugging print out 
I had a print statement in kinematic.py, causing a spurious output
when importing from the common submodule.
 2018-01-28 12:05:18 -08:00
Roger Labbe 2775e76cbf Added gaussian named tuple. 
Use a named tuple instead of a tuple for gaussian so the code
is more readable.
 2018-01-28 11:42:35 -08:00
Roger Labbe 8a64d31f6c fixed PDF generation error 
for some reason the \pm latex was not working without a space before
and after the $ signs.
 2018-01-28 11:41:44 -08:00
Roger Labbe 86a7e2288c Merge pull request #205 from ipa-lth/master 
Misspelling of 'measurement'
 2018-01-26 07:40:28 -08:00
Roger Labbe ccaaa4b04b Merge pull request #204 from ernstklrb/typos-09ff 
Various typos
 2018-01-26 07:39:34 -08:00
Roger Labbe 992a70c0dd Removed extraneous matrix print out 
I don't know why, but the *_ notation ended up printing
the last matrix to the output cell, so I went back to _, _, _, _

I think I was just experiementing with that cell as the *_ notation
is not compatibile with Python 2.7
 2018-01-24 07:39:21 -08:00
Roger Labbe 6e7fcc2ebc Use consistent h across examples 
I was flipping between 0.01 and 0.02. I haven't made it fully
consistent, but at least it is now locally consistent.

Also, minor typo you -> your
 2018-01-24 07:38:22 -08:00
Roger Labbe aceb7de853 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-01-24 07:25:15 -08:00
Roger Labbe a8b7efd5ac Merge pull request #203 from yaxn/minor 
01-g-h-filter.ipynb: minor fix
 2018-01-24 07:24:53 -08:00
Roger Labbe 83f38acc79 Updated to explain only Windows is supported atm 2018-01-22 13:24:55 -08:00
Roger Labbe 47157c6e9d Merge pull request #201 from Capri2014/master 
Setup conda environment and update readme
 2018-01-22 13:20:38 -08:00
Roger Labbe 2e2af13ac0 Added explanation of density functions. 
I felt the description was a bit sparse, so I expanded it a bit.
 2018-01-10 10:37:50 -08:00
Roger Labbe d03017e304 probability -> probability density 
I used 'probability' where I should have used 'probability density'.
 2018-01-10 09:52:32 -08:00
Roger Labbe fa07d3651e Merge pull request #198 from slayoo/slayoo-patch-5 
is the ... elements -> are the ... elements
 2018-01-10 09:21:23 -08:00
Roger Labbe 7eec99dec4 Merge pull request #197 from slayoo/slayoo-patch-4 
"is reflect on" -> "is to reflect on"
 2018-01-10 09:20:57 -08:00
Roger Labbe 24c6a4c669 Merge pull request #196 from slayoo/slayoo-patch-3 
area under the curve -> volume under the surface
 2018-01-10 09:20:31 -08:00
Roger Labbe 87b210fd22 Added fast preview for MathJax 
Seems to help make MathJax rending much faster.
 2018-01-08 14:49:00 -08:00
Roger Labbe b5ecfc8aee Merge pull request #195 from slayoo/patch-1 
typos
 2018-01-05 08:23:54 -08:00
Roger Labbe 5aba2bf790 Removed dot3 references 
I've removed dot3 from FilterPy, so it needed to be removed from the book.
 2018-01-01 14:59:23 -08:00
Roger Labbe 5076d750c0 I used to store the code in /code subdirectory, but this conflicted 
with Python. I renamed it to kf_book awhile ago, but never updated
the preface.
 2018-01-01 14:20:37 -08:00
Roger Labbe 44c280f65b Added SciPy/NumPy/Matplotlib examples 
Added a few more examples for each package, and moved them to the
preface to improve the flow of the g-h chapter.
 2018-01-01 14:16:39 -08:00
Roger Labbe d0f6aeb4d7 I referenced a book and a video, but both seem to have been deleted 
from the internet by the authors (googling can still find them elsewhere).
I've elected to just remove them from the book rather than fight copyright
issues.
 2018-01-01 13:10:41 -08:00
Roger Labbe eb8588ea32 I added the stix font in check in 49f604be52 
Apparently this was rendering fonts wrong, minus was displayed as *, and
more. Removed use of stix and everything looks fine again.
 2018-01-01 12:57:03 -08:00
Roger Labbe 7041feb145 Merge pull request #166 from peteryschneider/ekf_math 
EKF Math Corrections
 2018-01-01 11:51:03 -08:00
Roger Labbe dd1c87debf Merge pull request #175 from tv3141/Ch01_formatting_and_typos 
Ch01: fix formatting and typos
 2018-01-01 11:43:09 -08:00
Roger Labbe 237d1c5701 Merge pull request #184 from benureau/patch-1 
00-Preface.ipynb: missing space
 2018-01-01 11:40:10 -08:00
Roger Labbe a1add3c4b0 Fixed typos in fixed lag smoother equations 
Subscripts were wrong in a couple of places. This was given to me by
jgomezdans on github, but his check in had several formatting changes
that seemed to be unnecessary/accidental. It was easier for me to just
check in his fix by making my own edit locally.
 2018-01-01 11:36:17 -08:00
Roger Labbe 7ae4410a33 Merge pull request #194 from torjuskd/patch-1 
fix couple typos
 2018-01-01 11:27:44 -08:00
Roger Labbe adff5a2b30 Merge pull request #190 from ernstklrb/typos 
Typos
 2018-01-01 11:24:10 -08:00
Roger Labbe 850c7fc0dd Reformat, and changes to work with IPython 6.0 
After a new Anaconda install I was getting a lot of minor errors
in the notebooks. I've fixed all of those. Along the ways I altered
the format of the PDF output to exclude the In[] Out[] tags so the
code is indented less. I also altered the font size of the notebooks
to better match fonts in other pages on chrome.

FilterPy was updated to 1.1.0, and this check in requires that release
at the minimum.
 2017-11-18 17:14:31 -08:00
Roger Labbe 5ab83047d9 Updated to refer to the kf_book subdirectory. 2017-11-14 09:55:05 -08:00
Roger Labbe 88f03985bf Update README.md 
Added text mentioning the new Azure Notebook badge
 2017-10-20 13:25:54 -07:00
Roger Labbe a67bf5e8a6 Merge pull request #177 from crwilcox/patch-1 
Add launch in Azure Notebooks button
 2017-10-20 13:24:55 -07:00
Roger Labbe 868cc84155 Merge pull request #169 from ycchangtw/master 
Update 02-Discrete-Bayes.ipynb
 2017-09-08 10:05:15 -04:00
Roger Labbe d42a950349 Merge pull request #171 from sleepingAgain/master 
fixed typo
 2017-09-08 09:56:44 -04:00
Roger Labbe 80947df4f3 Merge pull request #168 from fubel/patch-1 
Typo correction
 2017-08-27 14:07:38 -04:00
Roger Labbe f77e2bf19b prcoess var should be used to compute prior, and sensor var 
for the posterior.
 2017-07-27 07:50:14 -07:00
Roger Labbe 40e2c8d830 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2017-07-27 07:48:57 -07:00
Roger Labbe 5a7257dbba Merge pull request #164 from PLeVasseur/04-intro-to-designing-filter 
In Introduction to Designing a Filter updated to use temp_change
 2017-07-27 07:47:30 -07:00
Roger Labbe e70190300a Merge pull request #163 from PLeVasseur/04-prediction-with-gaussians 
Fixed text describing Gaussian prediction calculation
 2017-07-27 07:37:03 -07:00
Roger Labbe 5c25643866 Deleted empty line in code. 2017-07-27 07:35:30 -07:00
Roger Labbe 6b3f902a4f Merge pull request #162 from peteryschneider/master 
Fixed estimates that were not tracking under 'Control Inputs' in 08-Designing-Kalman-Filters.ipynb
 2017-07-27 07:28:56 -07:00
Roger Labbe fea343cc11 Reran chapters. 2017-07-27 07:23:08 -07:00
Roger Labbe 1c11186fa4 Bug in train_filter 
Called normalize(belief), when it should have been normalize(prior).
belief is a variable from another cell, and not used in this function.

Reported by by Shakti Gehlaut.
 2017-07-15 12:08:47 -07:00
Roger Labbe ac1eb9d7fc Updated second binder link 
I altered the one at the top in the previous commit but not the one embedded deeper in the file.
 2017-07-03 13:57:34 -07:00
Roger Labbe f137b27646 Updated binder badge again 
This one follows instructions that I got in gitter from Yuvi Panda
 2017-07-03 13:53:21 -07:00
Roger Labbe b2a2b42a05 Altered binder badge 
Binder has changed it's link and host
 2017-07-03 13:45:24 -07:00
Roger Labbe 7c5aa45019 Weights should be reset to 1/N after resampling. 2017-07-03 13:07:28 -07:00
Roger Labbe ba61f3a96c Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2017-07-03 12:59:43 -07:00
Roger Labbe edb9b4f306 Text used sigma_ps when talking about the wheel. 2017-07-03 12:58:12 -07:00
Roger Labbe 1002744510 Merge pull request #158 from sleepingAgain/patch-1 
Fixed typo in Chapter 7
 2017-06-21 08:01:42 -07:00
Roger Labbe d15845bde8 I reversed the explanation of product/sum for Gaussians, saying the 
sum is proportional and the product is Normal. Of course the reverse
is true.
 2017-06-12 09:35:55 -07:00
Roger Labbe 529585a4c8 Issue #144 - update variable est/prediction names 
I erroneously named the prediction of x x_est, which is confusing at best.

There were also issues with plotsize. The %matplotlib notebook magic
is resetting the size of the plots. Not sure if this has something to do
with some of my plotting code or not. Anyway, I wrote a context manager
to reset the plot size after exiting interactive mode.
 2017-06-12 09:30:27 -07:00
Roger Labbe 000122a3ab Merge pull request #155 from jeffrimko/master 
Minor typo fixes.
 2017-06-12 08:17:54 -07:00
Roger Labbe 0a66218980 Merge pull request #153 from senden9/patch-2 
Fix formation in heading in README.md
 2017-06-12 08:16:06 -07:00
Roger Labbe 7fda1ccd01 Merge pull request #150 from dschuler/master 
Add 'Estimates' to legend

I added a comment header to the plotting routine, and renamed `retval` to `lines` (I prefer meaningful names whenever possible.
 2017-06-12 08:15:43 -07:00
Roger Labbe e16af3c383 Create book_plots.py 2017-06-12 08:14:39 -07:00
Roger Labbe e6f91acf79 Merge pull request #149 from alexwal/patch-1 
Fixed continuous Bayes' Rule formula
 2017-06-12 08:05:54 -07:00
Roger Labbe 04f8235c43 I was multiply the noise generated by randn() by dt, which makes 
no sense.
 2017-05-11 13:27:05 -07:00
Roger Labbe d2f247da20 I dropped two square terms in the derivation for the sum of 
Gaussians; the remaining math was correct.
 2017-05-11 13:24:35 -07:00
Roger Labbe 99193f7e26 this was just in text, but I used self.W[i], and it should have been 
self.Wc[i].
 2017-05-11 13:20:37 -07:00
Roger Labbe e82f2184d8 Merge pull request #136 from asmwarrior/patch-1 
Update 03-Gaussians.ipynb
 2017-05-11 13:18:26 -07:00
Roger Labbe 5a0e84f5fc Merge pull request #142 from horaceheaven/horaceheaven-patch 
Fix readme typo
 2017-05-11 13:18:00 -07:00
Roger Labbe 171b8649c2 Merge pull request #143 from horaceheaven/patch-1 
Fix: 'to' missing from sentence
 2017-05-11 13:16:32 -07:00
Roger Labbe 3d288d60d6 The base python installation has a file code.py; this causes 
problems when trying to import files from the code subdirectory.

I also tried to rearange some code so that book_format does not need
to be imported if you are not running in a Jupyter Notebook.
 2017-05-11 13:13:17 -07:00
Roger Labbe 3639394a12 Slight rewording for clarity. 2017-01-18 12:24:57 -08:00
Roger Labbe c97186c8b4 Fixed PDF generation re %matplotlib magic 
Fixed the scripts that comment out the matplotlib magic.
It was commenting out all of the magics - the first one, and
ones in markdown cells. It should only comment out the ones
in code cells, and leave the first one.
 2017-01-18 12:23:06 -08:00