Commit Graph
100 Commits
Author SHA1 Message Date
Roger Labbe 8f192d537c Added appendixes back to the PDF version. 2015-07-09 14:40:00 -07:00
Roger Labbe 9a22c6793d Removed notebook used to report old github bug 2015-07-09 14:38:25 -07:00
Roger Labbe 259de39b7d Reran to ensure compliance with recent changes 2015-07-09 14:34:35 -07:00
Roger Labbe 9b60578728 refactor to minimize code plot size.
Added code to set x,y labels and title, and to set xlim, ylim
in one line.

Also moved some plotting code to the *internal.py files.
2015-07-09 14:28:50 -07:00
Roger Labbe 6cc83b462e Improved wording, and removal of plt.show() calls.
I used plt.show() to elimiante the <Matplotlib....>  messages
on the output line, but using a ; on the last statement also
suppresses this data. Shorter code  is better.
2015-07-09 10:41:57 -07:00
Roger Labbe 25a1c29e9e Updated to require FilterPy 0.0.22 2015-07-08 18:59:38 -07:00
Roger Labbe dff91d9a6f Fixed notebooks for FilterPy code reorg.
I made a separate filterpy.stats module becuase it made
little sense to import filterpy.common for stats
functions. This required a lot of changes in the notebooks
and supporting code.
2015-07-08 18:42:12 -07:00
Roger Labbe 4306a09182 Made markers more reable in plots. 2015-07-08 16:13:03 -07:00
Roger Labbe 540e61313b Minor wording changes. 2015-07-08 16:12:23 -07:00
Roger Labbe 600e7ca167 Fixed a few erroneous claims and improved text. 2015-07-08 16:11:23 -07:00
Roger Labbe 01f2527f29 Renamed variables, expanded Bayesian coverage.
Trying to get the language of the book consistatn and more
formal, otherwise it is too hard to go from this to the
literature. Also, I need a bit more proof, so the formalism
is useful.
2015-07-08 14:34:58 -07:00
Roger Labbe baab280e8d Fixed missing import statement. 2015-07-07 14:21:59 -07:00
Roger Labbe d44cca32ab Cleaned up equations for Gaussians.
Made them more readable by avoiding raised exponent for e, which made
it easier to compare univariate and multivariate cases.
2015-07-05 17:32:29 -07:00
Roger Labbe 0269f2ec22 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-07-04 21:16:34 -07:00
Roger Labbe 0a4c54a56a Updated to include particle filter chapter. 2015-07-04 21:16:04 -07:00
Roger Labbe f8896bbb80 Lots of material on resampling.
Happy 4th of July!
2015-07-04 20:12:33 -07:00
Roger Labbe 8db93d661a Update README.md
Fixed text about using gitter, and improved instructions for reading online.
2015-07-03 10:31:32 -07:00
Roger Labbe d224fbc256 Merge pull request #46 from gitter-badger/gitter-badge
Add a Gitter chat badge to README.md
2015-07-03 10:24:42 -07:00
Roger Labbe afe168c7b3 Removed warning that chapter cannot be read.
Code is working well now.
2015-06-30 20:16:24 -07:00
Roger Labbe 24e70d7c77 Added MM filter bank. 2015-06-30 20:14:39 -07:00
Roger Labbe 1b92397175 Checkpoint. Added a lot to the particle filter chapter. 2015-06-28 13:38:12 -07:00
Roger Labbe 7cf3980e8c Made covarinace ellipse transparent.
The solid fill made the plots harder to read, so I set them
to no fill color.
2015-06-28 11:20:27 -07:00
Roger Labbe 966c6028c3 Removed erroneous chart from PF chapter.
There was a really misleading chart in the old pf material.
It was destined to be deleted, but I didn't want peoople to
be mislead by it if browsing the chapter on github.
2015-06-27 08:41:06 -07:00
Roger Labbe fbcef07499 Adding Particle filter chapter.
This is an early, incomplete draft, but it is time to get it into
source control so I can track changes. Not ready for public
consumption.
2015-06-27 08:37:14 -07:00
Roger Labbe 960771b4c4 Added algorithm pseudocode to help link chapters.
I don't think the commonality of the algorithms was made as
expllicit as it could be. More work needs to be done in this regard.
2015-06-25 18:39:57 -07:00
Roger Labbe 10a62649df Added chart of multiple Gaussians 2015-06-24 21:00:57 -07:00
Roger Labbe 46b3be3139 Fixed missing import. 2015-06-23 21:30:23 -07:00
Roger Labbe 0a33395005 Fixed variance units, and missing import
I still had several places where i used units of meters for the
variance, when of course it should be squared.
2015-06-22 21:19:23 -07:00
Roger Labbe 5f593639d8 Altered plot styles.
Lines seemed to thick to see what is happening when they are close
to each other. Changed line width to 2.
2015-06-22 17:56:14 -07:00
Roger Labbe 51c9a8283e Wholesale changes to connect chapters together.
I made a lot of changes so that each chapter makes clear that
they are all implementing the same basic bayesian algorithm.

This required a lot of editting, and it doesn't make sense to
try to do that atomically, hence this huge check in.

I made a lot of edits, and haven't copy editted anything. i'm
sure I introduced a lot of problems and discontinuities.
2015-06-20 15:52:16 -07:00
Roger Labbe 5ffe5c67eb Added UKF/EKF comparison.
Had to adjust some examples and rerun notebooks in several places
to account for some code chantes that I made.
2015-06-17 09:12:31 -07:00
Roger Labbe 87e6f5c6e7 Removed testing code. 2015-06-17 08:04:06 -07:00
Roger Labbe adba3e5915 Renamed a function. 2015-06-16 22:10:42 -07:00
Roger Labbe 41673aab60 Added reference to computing PDF notebook. 2015-06-16 22:07:09 -07:00
Roger Labbe d280a9f344 Added supporting notebooks subfolder.
Wrote a notebook explaining how to plot PDFs and run monte
carlo simulations and compute their results.
2015-06-16 21:56:21 -07:00
Roger Labbe 1633d9cda9 Added fixed lag section. 2015-06-13 20:05:10 -07:00
Roger Labbe d574383175 Updated required version for FilterPy. 2015-06-13 13:23:06 -07:00
Roger Labbe 4adfc8ca50 Changes in test code for ukf - not for book. 2015-06-13 13:22:43 -07:00
Roger Labbe 1152bf053d Fixed angle normalization bug. 2015-06-13 13:21:17 -07:00
Roger Labbe 4c712918b8 Updated for UKF bug fixes. Added summary. 2015-06-13 13:20:29 -07:00
Roger Labbe 61d6931b3a Before major UKF change.
this is not an atomic check in. Probably won't even run.Just saving
my place before making some big changes.
2015-06-13 09:23:11 -07:00
Roger Labbe aadc5abaf6 Added robot steering example to UKF. 2015-06-09 19:39:39 -07:00
Roger Labbe 3c3a5e5bf6 Final updates before merge to trunk.
Updated to work with FilterPy 0.0.19.
2015-06-08 19:21:18 -07:00
Roger Labbe 88d200b9a8 Robot localization example added.
Still needs work; code is messy, and Q is not computed. But I am
getting correct results.

Also need to expand explanations and scenarios.

Need to remove now redundant explanations in EKF chapter, since
they exist in the UKF chapter.
2015-06-08 07:23:52 -07:00
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 9c09133b5b Working with Merwe formulation. 2015-06-07 16:43:38 -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 85eccf7a21 Moved extraneous chapters to appendix. 2015-05-31 15:20:44 -07:00
Roger Labbe 2c8a2d0a8e Updated robot localization example.
Put into a function, added parameters so we can run the alg
with different landmarks and sigmas.
2015-05-31 14:30:53 -07:00
Roger Labbe 54bce9d7a0 Added EKF robot localization example.
Still needs a lot of explanation; mostly the implementation is there
for now.
2015-05-30 14:44:49 -07:00
Roger Labbe 36d45b35bb latex needed a space after \pm for some reason.
This rendered fine in the notebook, but pdf generation
choked.
2015-05-28 17:22:17 -07:00
Roger Labbe 2271c96dbd Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-05-24 17:03:13 -07:00
Roger Labbe 449579fd64 Added PDF to ignore
We don't check in the PDF anymore because it makes the repository
far too big.
2015-05-24 17:02:30 -07:00
Roger Labbe 163052bcb1 Minor edits.
changed variable name, cleaned up a few expressions.
2015-05-24 17:00:26 -07:00
Roger Labbe a30013c00d Expanded description of multiple updates.
Put in context of future EKF localization problem where we
perform several updates in a row, one for each landmark.
2015-05-24 16:55:28 -07:00
Roger Labbe 78d5644769 Merge pull request #44 from dduong42/master
Add `dt` to the argument list.
2015-05-23 12:16:49 -07:00
Roger Labbe 6334c3eaa9 Merge pull request #43 from dduong42/patch-1
Fix installation link in README
2015-05-23 10:59:51 -07:00
Roger Labbe 3796453e1c Switched train speed to value evenly divisible.
This makes the example clearer since there is no round off error.
2015-05-23 09:43:13 -07:00
Roger Labbe 3cce5adf64 Fixed math for train. 2015-05-23 09:27:56 -07:00
Roger Labbe 4f1558b12a Added link to PDF.
I removed the PDF from the repository, but people still want the PDF. I put a copy on my google drive, and another on PDF archive. Not sure which, if either, I will maintain for the long term.
2015-05-22 12:44:05 -07:00
Roger Labbe e18106920b Adjusted latex font.
The Jacobian matrices were rendering way to small to read, so I
changed the font and increased the font size.
2015-05-21 15:47:46 -07:00
Roger Labbe 7725ab03f5 Improved nbviewer documentation. 2015-05-19 20:15:18 -07:00
Roger Labbe 26fe2968e4 Removed links to PDF.
I removed the PDF from the repository because git does poorly with
binary objects.
2015-05-19 20:12:32 -07:00
Roger Labbe 8a9ecc026e Revisions based on Radford's comments. 2015-05-19 18:25:54 -07:00
Roger Labbe 2e0e513912 Merge pull request #35 from pquentin/master
Fix issue #16 properly without centered headers
2015-05-19 18:00:14 -07:00
Roger Labbe 8399c6d4d6 Merge pull request #39 from pkulchenko/extended-kalman-chapter-typo
Fixed small typo in Extended Kalman chapter.
2015-05-19 17:59:47 -07:00
Roger Labbe 19f98e0022 Typos, standardize eq. format. 2015-05-19 17:39:33 -07:00
Roger Labbe 3bc058f2bb Fixed math symbology of equations. 2015-05-19 16:53:41 -07:00
Roger Labbe f92ea90944 Added explanation for is distributed by symbol. 2015-05-19 16:53:05 -07:00
Roger Labbe ced8b3e57d Fixed name of control input function step. 2015-05-12 19:55:21 -07:00
Roger Labbe c39be41303 Merge pull request #37 from Gluttton/master
Minor fixes of README layout
2015-05-12 12:17:31 -07:00
Roger Labbe 167a904de5 All examples use 10 cells now.
Due to uneven editing some of the examples used 10 hallway
locations, and others used less. I normalized on 10.
2015-05-11 21:21:56 -07:00
Roger Labbe 27e656184a file rename. 2015-05-11 20:39:21 -07:00
Roger Labbe 8e1fc9ca75 checked in PF chapter by mistake. 2015-05-11 16:25:24 -07:00
Roger Labbe a544b0f898 Chapter renaming.
Renamed the 1d kalman filter chapter with a better file name.
Changed references to 'histogram' filter to discrete bayes.

Backed out particle filter chapter; it is just babble at the moment.
2015-05-11 16:21:38 -07:00
Roger Labbe 9dfc15ebf7 Fixed TOC links.
I did not update the links to the new appendixes in the last
check in, so they were pointing to the old chapter names.
2015-05-10 20:45:03 -07:00
Roger Labbe 6d9c500e50 Restructuring for print.
I have moved less pertinent material to appendixes. The idea is that
a print edition should contain only the most important material,
and online appendixes allow the reader to access supplemental material.
2015-05-10 19:12:44 -07:00
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 7c3fd7a2a6 Accidentally checked in this notebook.
This notebook was a short lived experiment in removing the
Gaussian math in the KF chapter to its own chapter, mostly
to keep the KF chapter size smaller. But it really didn't
stand well on its own.
2015-05-10 16:50:25 -07:00
Roger Labbe 8e7e8ce25a Rearranged np.array coverage.
I was using np.arrays in chapter 1, but didn't explain them until
chapter 6. I moved the explanation to chapter 1, and removed use
of np.array where it wasn't needed.

Also added a bit of explanation to the Gaussian text.
2015-05-10 16:45:35 -07:00
Roger Labbe 534d0cee88 Removed block, doesn't render on github.
for some reason github cannot render the block character
in latex.
2015-05-09 15:08:08 -07:00
Roger Labbe 65b4b59ba3 Changes for latex rendering in Github.
Github cannot handle certain formatting of latex, so fixing
it.
2015-05-09 14:45:06 -07:00
Roger Labbe f4909701f8 test notebook for latex render on github 2015-05-09 14:16:13 -07:00
Roger Labbe 3eb389f265 test notebook for latex render on github 2015-05-09 14:14:50 -07:00
Roger Labbe 8d94af0038 github latex formatting 2015-05-09 14:11:12 -07:00
Roger Labbe f4827bde7f github latex formatting 2015-05-09 14:05:14 -07:00
Roger Labbe 54bdf0e800 github latex formatting 2015-05-09 14:00:18 -07:00
Roger Labbe ef0d770c08 Formatting latex for github.
It seems to want a blank line prior to the start of a $$ block.
2015-05-09 13:53:02 -07:00
Roger Labbe d48d466831 github latex rendering experiment. 2015-05-09 13:39:50 -07:00
Roger Labbe 79fa14e4a4 github latex rendering experiment. 2015-05-09 13:37:08 -07:00
Roger Labbe e38d9555cd Experiment for github rendering of latex. 2015-05-09 13:35:26 -07:00
Roger Labbe 0ad4de7de7 Experimental change for github rendering
Latex is not rendering properly when viewed in Github. Trying to
figure out why.
2015-05-09 13:23:30 -07:00
Roger Labbe 08028d2976 Minor typo fixes 2015-05-09 13:07:49 -07:00
Roger Labbe cde551531a Update README.md
Anorther formatting error. Clearly I am not a markdown pro.
2015-05-09 10:43:38 -07:00
Roger Labbe 1bf9bb54d5 Update README.md
Fixed formatting error.
2015-05-09 10:42:08 -07:00
Roger Labbe 86ec001e34 Update README.md
Moved warning about IPython 3.0 change down to where I talk about downloading t
he book to run in Jupyter. Added description of how we can now read notebooks
directly in Github.
2015-05-09 10:39:39 -07:00
Roger Labbe a1356c117a Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-05-09 10:28:48 -07:00
Roger Labbe 752320ad01 Formatting and experiments.
Let this check in get away from me. Bunch of small formatting sttuf
in the various chapters, some experimental animations and code, etc.
Not a clearly delineated check in.
2015-05-09 10:21:36 -07:00
Roger Labbe d68f43c451 Merge pull request #36 from Gluttton/master
One Dimensional Kalman Filters: fixed typo in code snippet of multiplying of Gaussians.
2015-05-04 20:53:20 -07:00
Roger Labbe 54362a59a3 Merge pull request #34 from sieben/patch-1
fix broken link
2015-05-03 10:52:31 -07:00