daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
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
Roger Labbe 6721ae4dc3 Regenerated PDF. 
Needed to fix a latex bug in the ensemble chapter for that to work,
and to add the changes to the chapter numbers in the merge script.
 2014-12-08 22:48:00 -08:00
Roger Labbe 3f798c6717 Pretty graphs are pretty. 
Added a fill for the covariance to many of the charts.

I also fixed a code typo in the ensemble chapter.
 2014-12-08 22:36:41 -08:00
Roger Labbe 203616ff1c Bug fixes and added example. 
Several of the equations were slightly wrong. I made variables
bold when required, and added an example. I also expanded some of the
explanations.
 2014-12-07 20:58:58 -08:00
Roger Labbe 8566445bfb Added link back to Table of Contents. 2014-12-07 19:56:23 -08:00
Roger Labbe 5d759da7dc Fixed links to Ensemble chapter. 2014-12-07 19:51:29 -08:00
Roger Labbe 116e58e824 Rename to be consistant with rest of book 2014-12-07 19:48:05 -08:00
Roger Labbe a27ebac336 Added Ensemble Kalman Filter chapter. 
Had to rename and move directories around to allow the new chapter
to fit in.
 2014-12-07 19:44:42 -08:00
Roger Labbe 3c6abb8899 Minor formatting change. 
Print number with less precision.
 2014-12-07 16:36:18 -08:00
Roger Labbe 6ea738ef50 Proofreading changes. 
A kind reader suggested these corrections.
 2014-12-07 16:30:17 -08:00
Roger Labbe b705767a5b Generated PDF. 2014-12-01 10:45:38 -08:00
Roger Labbe d07e06ec8e PEP-8 compliance 2014-12-01 09:43:39 -08:00
Roger Labbe 8cbbdc6380 PEP-8 compliance 2014-12-01 09:31:17 -08:00
Roger Labbe dc4d234d04 PEP-8 compliance 2014-12-01 09:29:06 -08:00
Roger Labbe 546eca9a6c PEP-8 compliance 2014-12-01 09:24:51 -08:00
Roger Labbe 43e6d101e9 PEP-8 compliance. 2014-12-01 09:22:11 -08:00
Roger Labbe 4755c46714 PEP-8 compliance. 2014-12-01 09:18:41 -08:00
Roger Labbe 5f1cc41067 PEP-8 compliance, better variable names. 2014-12-01 09:13:43 -08:00
Roger Labbe 6e73cd9786 PEP-8 compliance. 2014-12-01 08:50:29 -08:00
Roger Labbe b1ce657cca Discussion about Python codding 2014-12-01 08:50:15 -08:00
Roger Labbe f6537d34a8 Added link to Wikipedia for Cholesky decomposition. 2014-12-01 07:17:56 -08:00
Roger Labbe e76698dd33 Link to nbconverter and PDF at top of README. 
This is mostly so that I the github.io page, which uses the README, has a ready
link to the PDF.
 2014-11-30 22:59:39 -08:00
Roger Labbe 1fb0859e2c Rearrange, clean up, added implementation. 
Rearranged the text and added implementation of the UKF. Not sure it
reads completely smoothly, but shoudl be better than before.
 2014-11-30 22:24:07 -08:00
Roger Labbe 32024ccde8 Script to generate HTML version. 
Still early going. just an experiement at this point.
 2014-11-30 16:45:17 -08:00
Roger Labbe 5367367baf Added description for H-infinity filters. 2014-11-30 16:45:01 -08:00
Roger Labbe dd8a0b72f6 Fixed link to HInifnity chapter. 2014-11-30 16:41:52 -08:00
Roger Labbe 7cbdc63e06 Fixed file location. 2014-11-30 16:26:22 -08:00
Roger Labbe f73719970d Expansion of UKF chapter. 
Wrote several examples. Still more to do.
 2014-11-30 15:34:06 -08:00
Roger Labbe dd3177cd02 Interim check in 
Got a UKF working, just want to check point it.
 2014-11-30 09:48:02 -08:00
Roger Labbe bf14f2fbc4 PEP-8 compliance. 2014-11-28 11:14:47 -08:00
Roger Labbe f9af363792 Bug in dog animation cell. 
We were adding the movement error in the wrong place, causing the
filter output to never vary dispite changes in sensor noise.

Also some PEP-8 cleanup.
 2014-11-28 10:33:10 -08:00
Roger Labbe 22375983c2 Fixed erroroneous statement about PDFs. 
For some reason I stated the PDF displayed the probability,
not the probability density.
 2014-11-28 09:34:57 -08:00
Roger Labbe 545a4650a1 PEP-8 compliance, typo fixes. 2014-11-28 09:16:55 -08:00
Roger Labbe a9537504c6 Fixed ^T to use non serif font. 2014-11-24 18:01:59 -08:00
Roger Labbe 7a343857f0 removed explicit call to test code. 2014-11-24 17:58:11 -08:00
Roger Labbe c05c04a94e Better introduction. 
Added Dan Simon's example of a range/bearing with noise to illustrate
nonlinear behavior.
 2014-11-24 17:57:24 -08:00
Roger Labbe 3e5248f7fa More P,Q,R cleanup. 
Added units to all values, corrected some descriptions, chose values to better
illustrate my points by causing either better or worse filter convergence.
 2014-11-20 08:22:20 -08:00
Roger Labbe 66f20b745e More work on R and Q. 
Added more examples and cleaned up explanations on modifying R
and Q. In particular, the filter setting for R was not the same
as the simulated noise for no obvious reason. Also, names were
bad R instead of R_var, for example.
 2014-11-19 23:50:11 -08:00
Roger Labbe 60e31b890d Add references to smoothing chapter. 2014-11-16 16:12:14 -08:00
Roger Labbe 75c4e9ce97 Start of the Smoothin chapter. RTS implemented. 2014-11-16 15:54:28 -08:00
Roger Labbe 3367806b07 Layout changes to make PDF read better. 
Mostly just shortening lines of code. There was a SymPy font render issue as well.
 2014-11-16 11:24:59 -08:00
Roger Labbe c1281bc47c Cleanup of Q material, and rename of FilterPy. 
I renamed the functions that compute Q in FilterPy and had
not propogated that through the book.

I have renamed FilterPy from filterpy, and propogated that
change through the book.

Moved the material on SymPy from the short lived Appendix C
to Appendix A
 2014-11-16 09:41:41 -08:00
Roger Labbe 9c0729d837 Text on Approximating Q 
Discussed approximating Q by only assigning a value to the
lower rightmost term.
 2014-11-16 01:01:42 -08:00
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
Roger Labbe 5a7cba70ec Attribution of hallway problem to Fox and Thrun. 
Stand on the shoulders of giants, and all that.
 2014-09-07 18:09:41 -07:00
Roger Labbe 3bab5bb0cb Addled link for chapter 12. 2014-09-07 18:09:20 -07:00