daviddoji/Kalman-and-Bayesian-Filters-in-Python
1
0 Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
873 Commits 1 Branch 0 Tags
8a01161ea4dd7b078975371de39762be05d93a0c
Commit Graph
873 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Roger Labbe 5a60d94d6a Switched to 538 plot style. 
I like this one the best.
 2014-12-22 12:29:24 -08:00
Roger Labbe 874a2ed59c Switched to ggplot style plotting. 2014-12-22 12:15:19 -08:00
Roger Labbe fc7c174999 update() and predict() alter in place. 
I made the update() and predict() functions alter the belief array
in place rather than returning the value in a new array. I find this
far more readable and less error prone.
 2014-12-20 20:56:23 -08:00
Roger Labbe 17b30bc395 Renamed variables to improve understanding. 
I used p and pos for the belief in position, which can be a bit
confusing.
 2014-12-20 20:33:44 -08:00
Roger Labbe 62f13ace77 Renamed chapter. 
Renamed to One Dimensional Kalman Filters
 2014-12-20 20:33:18 -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 e168f6eed6 Added message that chapter is not useful. 2014-12-20 14:36:47 -08:00
Roger Labbe af5f7af5b8 Fixed section heading 
Removed use of hashes to denote section so PDF is generated
correctly.
 2014-12-20 14:36:06 -08:00
Roger Labbe c865b57a74 Fixed section headings, added math 
Added section in math chapter for Bayesian statistics, and improved
on the discussion of system dynamics.

The PDF generator cannot deal with the markdown for section headings
(using hash marks), so I needed to fix chapters that use them.

Appendix B still uses them, but for now that is just a list of
notes for myself, so I left that alone.

This contains the new PDF generated from these changes.
 2014-12-20 14:24:08 -08:00
Roger Labbe 4d632bdc2d Fixed math error. 
Variance was given without sigma being squared.
 2014-12-20 13:56:29 -08:00
Roger Labbe b7f798ef74 Fixed typo. 2014-12-20 13:55:33 -08:00
Roger Labbe 176c2af00a Various typeo fixes. 2014-12-19 11:04:08 -08:00
Roger Labbe fe3c8ae0f5 Fixed inconsistency in covariances. 
I had changed my example from (8,10) to (8,4), but did not change
it everywhere.
 2014-12-17 11:05:36 -08:00
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