Commit Graph

7 Commits

Author SHA1 Message Date
Roger Labbe
f8057cd917 UKF chapter updated for Merwe parametization.
Chapter is not complete; checking in because I am beginning to alter
the formulation of unscented_transform in filterpy.
2015-06-07 17:03:35 -07:00
Roger Labbe
758bd2c7f4 Working for UKF rename.
Most of the text is wrong, but changed code to use the
renamed ScaledUnscentedKalmanFilter.

Checking in with bad text because I am in the process of changing
FilterPy to use a class for the sigma points to make it easier
to change the sigma point generation, leaving us with one
UKF class instead of several.
2015-06-06 19:49:56 -07:00
Roger Labbe
08328f0f0b Expanded ILS coverage.
Fixed notation for a priori and a posteriori variables.
Explained how to compute H matrix by linearizing.
2015-03-01 11:16:59 -08:00
Roger Labbe
8fc4d99fc3 Added code for ILS.
The description is not complete, but we have an implementation
of the iterated least squares.
2015-02-27 21:21:54 -08:00
Roger Labbe
458b12956e Fixed diverging UKF filter.
The UKF for the circle tracking was diverging. Also,
I have partially started the section on the ILS, but
much remains to be done on it.
2015-02-27 16:23:53 -08:00
Roger Labbe
37743bf604 Extensive addtions to UKF chapter.
I think I finally arrived at a good ordering of material.
Started with implementing a linear problem just so we can
see how it differs from the linear KF, then added problems
step by step. Got rid of most of the poor performing filters.
2015-02-22 11:33:51 -08:00
Roger Labbe
81c1bddcff fixes due to code directory 2014-09-01 19:34:01 -07:00