Commit Graph

5 Commits

Author SHA1 Message Date
Roger Labbe
a0b7a50b05 More math material for KF.
Added better explanation of P = FPF' + Q.

Moved conversion of multivariate equations to univariate eqs. to the
math chapter.

Moved the walkthrough of KalmanFilter to an appendix.
2015-05-10 18:28:45 -07:00
Roger Labbe
79387a85cb Reworked section on multivariate correlations
My charts were mixing position vs time, which was pretty confusing.
I changed it to position vs velocity, and demonstrated how multipying
the covariances lead to a much better result.
2015-02-01 20:39:08 -08:00
Roger Labbe
bb0f9eb5ef Python 2.7 compatibility bug.
I was overwriting x,y variables with the list comprehension, causing
the lists in x,y to be replaced with a single value.
2014-12-31 13:22:16 -08:00
Roger Labbe
74a18b72c5 Additions to MKF chapter.
Several changes and clarifications. Added chart showing 2d distribution
of points for multivariate gaussian. Improved some discussions. Fixed
some typos.
2014-12-20 20:00:17 -08:00
Roger Labbe
81c1bddcff fixes due to code directory 2014-09-01 19:34:01 -07:00