daviddoji/Kalman-and-Bayesian-Filters-in-Python
1
0 Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,233 Commits 1 Branch 0 Tags
909f107a93e866b25a69d5bd6287aec4d0e55ac8
Commit Graph
100 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Roger Labbe 909f107a93 Formatting changes, and removal of some text 
I am switching to the default look of Jupyter as much as possible.
Altering the look is not really supported by Jupyter, so rending
on GitHub (for example) is very different than when running in
your own browser.

I also got rid of the animations that really slow down execution
of the notebook in favor of using a slider to display a step in
a computation - the reader can see the plots 'animated' by moving
the slider. It is much faster to compute, and actually gives them
fine grained control to go forwards/backwards in time.

I am also revising my coverage of statistics, and moving the
details about Bayes and total conditional probability to the
third chapter. I shouldn't be talking about probability distributions
before covering that material.
 2018-08-04 10:27:26 -07:00
Roger Labbe edbc98ccb4 Merge pull request #243 from liorgolgher/patch-1 
Update 12-Particle-Filters.ipynb
 2018-08-03 08:32:51 -07:00
Roger Labbe 183b5b69ab Merge pull request #244 from jeremyroy/master 
Fixed typo
 2018-08-03 08:31:55 -07:00
Roger Labbe 0e43c1b9ae All line endings to LF from CRLF 2018-07-14 11:45:39 -07:00
Roger Labbe 59b7120c98 Reran to ensure uptodate with current python environment 
Python 3.6.5
 2018-07-14 10:58:49 -07:00
Roger Labbe 58f0f1cfab Fixed error in .gitattributes 2018-07-14 09:53:51 -07:00
Roger Labbe 2eb5b67ddf Fixed Pandoc warning 
I was using --chapter, which is deprecated by PanDoc.
 2018-07-14 08:47:32 -07:00
Roger Labbe 8507d8baae Removed Matplotlib deprecation warning 
needed to use new kwarg density.
 2018-07-14 08:46:40 -07:00
Roger Labbe c15a693aa6 GitHub #240 
Added missing word 'we'
 2018-07-14 08:41:07 -07:00
Roger Labbe d1425bd565 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-07-14 08:02:48 -07:00
Roger Labbe 68714a8eb8 Added gitattributes file 
This normalizes all line endings to LF, not CRLF.
 2018-07-14 08:01:19 -07:00
Roger Labbe ad231bef86 GitHub #241 - remove deprecation warning 
Newest version of Matplotlib has deprecated using strings
as booleans.
 2018-07-14 07:54:29 -07:00
Roger Labbe a28a75e1eb Merge pull request #242 from gwshaw/master 
Minor fixes
 2018-07-14 07:31:10 -07:00
Roger Labbe 47cbc4bf43 Fixed link to table of contents. #238 
Table of contents pointed to nbviewer, not the local copy of the
table of contents. Made link relative so it works regardless of
where you are working from.
 2018-07-04 17:17:53 -07:00
Roger Labbe 2480f297e5 Test fix for link to nbviewer. #238 
Trying to make a relative link to the table of contents so browsing
works both locally and remotely.
 2018-07-04 17:05:31 -07:00
Roger Labbe b87aa1ef45 Explained IMM requires all x to have same shape. 
IMM will not work if the x attribute in the filters have
different shapes.
 2018-06-24 10:10:30 -07:00
Roger Labbe be4c505251 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-06-12 16:26:09 -07:00
Roger Labbe c74ec6596b moved test functions to correct file. 
I had two test functions of the robot particle filter, but
oddly placed in the wrong file.
 2018-06-12 16:24:46 -07:00
Roger Labbe 0e108ab369 Merge pull request #230 from sleepingAgain/patch-1 
Fixed typo
 2018-06-11 08:38:27 -07:00
Roger Labbe b00adb2786 Spelling error 
Fixed misspelling of NEES, and removed \mathbf for epison, as it
doesn't render properly in the PDF.
 2018-05-11 10:33:25 -07:00
Roger Labbe 6eefb93968 Fixed chapter numbering 
Edit to book.tplx caused all chapters to be 0.x
 2018-05-08 18:21:31 -07:00
Roger Labbe 0c76f189b1 Fixed latex layout error 2018-05-08 17:47:04 -07:00
Roger Labbe a63e03e301 Added in/out back to cell output 
It was too hard to tell what was embedded sample code and what
was true cell input/output.
 2018-05-08 17:36:56 -07:00
Roger Labbe c3022b7654 Added table of contents 
Added table of contents to book. Now annoyingly lists a "contents"
section of two blank pages, but baby steps.
 2018-05-08 17:14:37 -07:00
Roger Labbe b5146e3a18 Modifed 1st example to use equations 
Previous version used dot(F, x) to compute the prior, which
doesn't look much different from the linear KF.
`
 2018-05-08 15:18:40 -07:00
Roger Labbe be136c1425 Added derivation of Joseph equation and optimal K 2018-05-06 08:36:39 -07:00
Roger Labbe e9fe8621a0 Updated for FilterPy 1.4.0 2018-05-05 19:09:21 -07:00
Roger Labbe 4787cf68e9 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-05-05 09:17:31 -07:00
Roger Labbe 335e6fe7fc Merge pull request #228 from tommz9/master 
Fix another typo in Chapter 8
 2018-05-05 09:17:12 -07:00
Roger Labbe 7feaab9ce2 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-05-05 09:16:04 -07:00
Roger Labbe d605763855 Added my own FloatSlider, IntSlider 
They create a slider with continuous_update=False. Just keeping
code more readable by avoiding long lines.
 2018-05-05 09:14:22 -07:00
Roger Labbe 20cc070525 Merge pull request #227 from tommz9/master 
Fix a typo in Chapter 8
 2018-05-04 09:03:55 -07:00
Roger Labbe 9ae79fa625 Added instructions for cloning the book 2018-04-29 08:08:40 -07:00
Roger Labbe 7963e3f15f minor wording changes. 2018-04-28 14:22:29 -07:00
Roger Labbe 49673c6bc2 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-04-28 11:07:51 -07:00
Roger Labbe 3ede7ff965 Added use of the scipy describe function 
Showed how to use describe() get the summary statistics for
a sampled distribution.
 2018-04-28 11:07:04 -07:00
Roger Labbe de5f6eda77 Merge pull request #222 from tthomto/master 
correcting the math in covariance example - missing fraction.
 2018-04-26 07:57:43 -07:00
Roger Labbe 47062b018d Fixed bad description of fat tails. GitHub #217 
Updated my description of the fat tails to be more general, especially
since my tails were truncated not fat!

Also added a list of Wikipedia links at the end for reference of
those reading the PDF.
 2018-04-25 17:05:53 -07:00
Roger Labbe 237ad1f9cb Updated train example, GitHub #214 
Updated the train example to perform the prediction
before the update, and changed some language.
 2018-04-25 17:04:33 -07:00
Roger Labbe 5a0cd1b098 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-04-25 15:29:43 -07:00
Roger Labbe ec0cc50ee9 Invalid matrix indexes, GitHub #211 
I used the wrong order for the matrix indexes, fortunately in
the text, not the code!
 2018-04-25 14:50:54 -07:00
Roger Labbe 4758f013e1 Merge pull request #216 from kmalhan/fix_process_model 
Fixed Unit of process_model for First Kalman Filter in Chapter 4
 2018-04-25 14:30:43 -07:00
Roger Labbe 5e6a503619 Updated for FilterPy 1.2.4, moved code around 
Moved code specific to one notebook to the *_internal.py file
for that book.

Updated to require FilterPy 1.2.4 due to a fix of a bad bug in the
UKF RTS Smoother, and the change of likelihood from a function back
to a property.
 2018-04-18 16:00:10 -07:00
Roger Labbe 7cbac1f983 My text improperly stated that the unscented transform takes a 
Gaussian as an input when of course it takes samples from any
arbitrary distribution.
 2018-03-29 16:54:35 -07:00
Roger Labbe 9b80d231e2 Wording improvements, and plot changes 2018-03-29 16:50:10 -07:00
Roger Labbe 4289a5d2a0 Wording changes. 2018-03-29 15:34:36 -07:00
Roger Labbe 7d295ffce5 Added Markov property example. 
I was getting a bit abstract describing Markov chains, so I gave a
concrete example of why it is a reasonable requirement.
 2018-02-10 08:47:21 -08:00
Roger Labbe 782119171d Fixed copy when directory not empty 
Was copying the kf_book subdirectory into the existing one
if it was already there, causing PDF build failure if you
didn't clean prior to running it.
 2018-02-02 10:52:05 -08:00
Roger Labbe 1ca3ff5e37 Fixed numpy set_printoptions 
for reasons I don't understand you have to call with suprres=True
and no othe rparameters for it to 'work', even though the
get_printoptions shows it as correctly set.
 2018-02-02 10:51:00 -08:00
Roger Labbe a71401a7b8 Fixed bulleted list 
I was using HTML, which doesn't render in the PDF. Switched to
markdown and it is better.
 2018-02-02 10:50:15 -08:00
Roger Labbe d86fb065cb Updated for FilterPy 1.2.0, added section 
Added a section on Mahalanobis distance and on gating.
Updated to require filterpy 1.2.0.
 2018-02-01 08:42:39 -08:00
Roger Labbe 0204c02123 Added section on state variable order 
I've alluded to the fact that you can order x however you want,
but didn't have an example.
 2018-01-31 11:16:44 -08:00
Roger Labbe acc59c240c Spelling error 2018-01-31 09:16:50 -08:00
Roger Labbe c473068238 Saved widget state 
I hadn't noticed that the output of the interactive widget calls
are not saved in the notebooks. This changed awhile ago. I've
explicitly saved them.
 2018-01-31 09:14:13 -08:00
Roger Labbe 6b28661f78 Grammar fix. 2018-01-31 07:25:23 -08:00
Roger Labbe 062438bc23 Added caveat about GitHub 
GitHub does not render the math well, so I warn people off from
using it to read the book.
 2018-01-31 05:27:04 -08:00
Roger Labbe 18b06e37dc Added some text 2018-01-30 06:30:20 -08:00
Roger Labbe ff9735d0a0 Merge pull request #207 from Pask2/patch-1 
Incorrect derivative in equation, and labelled a 1st order filter as 2nd order.
 2018-01-29 09:45:42 -08:00
Roger Labbe 15e8574e2e Text used the wrong parameter name for hist() call, and I misattributed 
a SciPy function to NumPy.
 2018-01-29 09:37:23 -08:00
Roger Labbe 423f3e80fe I wrote about the overlap of two measurements, but I really meant 
the gap between two measurements. The subsequent paragraph discussed
the overlap. I refined the language to make this clearer.
 2018-01-29 09:33:11 -08:00
Roger Labbe e8b88adf5f GitHub #154 Description of VAR inconsistent 
I stated that the heights are equally probable, which they are not.
 2018-01-29 09:27:24 -08:00
Roger Labbe 68ca5960cc Simplified namedtuple explanation. 2018-01-28 16:02:51 -08:00
Roger Labbe da4df463b6 Reran without debugging print out 
I had a print statement in kinematic.py, causing a spurious output
when importing from the common submodule.
 2018-01-28 12:05:18 -08:00
Roger Labbe 2775e76cbf Added gaussian named tuple. 
Use a named tuple instead of a tuple for gaussian so the code
is more readable.
 2018-01-28 11:42:35 -08:00
Roger Labbe 8a64d31f6c fixed PDF generation error 
for some reason the \pm latex was not working without a space before
and after the $ signs.
 2018-01-28 11:41:44 -08:00
Roger Labbe 86a7e2288c Merge pull request #205 from ipa-lth/master 
Misspelling of 'measurement'
 2018-01-26 07:40:28 -08:00
Roger Labbe ccaaa4b04b Merge pull request #204 from ernstklrb/typos-09ff 
Various typos
 2018-01-26 07:39:34 -08:00
Roger Labbe 992a70c0dd Removed extraneous matrix print out 
I don't know why, but the *_ notation ended up printing
the last matrix to the output cell, so I went back to _, _, _, _

I think I was just experiementing with that cell as the *_ notation
is not compatibile with Python 2.7
 2018-01-24 07:39:21 -08:00
Roger Labbe 6e7fcc2ebc Use consistent h across examples 
I was flipping between 0.01 and 0.02. I haven't made it fully
consistent, but at least it is now locally consistent.

Also, minor typo you -> your
 2018-01-24 07:38:22 -08:00
Roger Labbe aceb7de853 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2018-01-24 07:25:15 -08:00
Roger Labbe a8b7efd5ac Merge pull request #203 from yaxn/minor 
01-g-h-filter.ipynb: minor fix
 2018-01-24 07:24:53 -08:00
Roger Labbe 83f38acc79 Updated to explain only Windows is supported atm 2018-01-22 13:24:55 -08:00
Roger Labbe 47157c6e9d Merge pull request #201 from Capri2014/master 
Setup conda environment and update readme
 2018-01-22 13:20:38 -08:00
Roger Labbe 2e2af13ac0 Added explanation of density functions. 
I felt the description was a bit sparse, so I expanded it a bit.
 2018-01-10 10:37:50 -08:00
Roger Labbe d03017e304 probability -> probability density 
I used 'probability' where I should have used 'probability density'.
 2018-01-10 09:52:32 -08:00
Roger Labbe fa07d3651e Merge pull request #198 from slayoo/slayoo-patch-5 
is the ... elements -> are the ... elements
 2018-01-10 09:21:23 -08:00
Roger Labbe 7eec99dec4 Merge pull request #197 from slayoo/slayoo-patch-4 
"is reflect on" -> "is to reflect on"
 2018-01-10 09:20:57 -08:00
Roger Labbe 24c6a4c669 Merge pull request #196 from slayoo/slayoo-patch-3 
area under the curve -> volume under the surface
 2018-01-10 09:20:31 -08:00
Roger Labbe 87b210fd22 Added fast preview for MathJax 
Seems to help make MathJax rending much faster.
 2018-01-08 14:49:00 -08:00
Roger Labbe b5ecfc8aee Merge pull request #195 from slayoo/patch-1 
typos
 2018-01-05 08:23:54 -08:00
Roger Labbe 5aba2bf790 Removed dot3 references 
I've removed dot3 from FilterPy, so it needed to be removed from the book.
 2018-01-01 14:59:23 -08:00
Roger Labbe 5076d750c0 I used to store the code in /code subdirectory, but this conflicted 
with Python. I renamed it to kf_book awhile ago, but never updated
the preface.
 2018-01-01 14:20:37 -08:00
Roger Labbe 44c280f65b Added SciPy/NumPy/Matplotlib examples 
Added a few more examples for each package, and moved them to the
preface to improve the flow of the g-h chapter.
 2018-01-01 14:16:39 -08:00
Roger Labbe d0f6aeb4d7 I referenced a book and a video, but both seem to have been deleted 
from the internet by the authors (googling can still find them elsewhere).
I've elected to just remove them from the book rather than fight copyright
issues.
 2018-01-01 13:10:41 -08:00
Roger Labbe eb8588ea32 I added the stix font in check in 49f604be52 
Apparently this was rendering fonts wrong, minus was displayed as *, and
more. Removed use of stix and everything looks fine again.
 2018-01-01 12:57:03 -08:00
Roger Labbe 7041feb145 Merge pull request #166 from peteryschneider/ekf_math 
EKF Math Corrections
 2018-01-01 11:51:03 -08:00
Roger Labbe dd1c87debf Merge pull request #175 from tv3141/Ch01_formatting_and_typos 
Ch01: fix formatting and typos
 2018-01-01 11:43:09 -08:00
Roger Labbe 237d1c5701 Merge pull request #184 from benureau/patch-1 
00-Preface.ipynb: missing space
 2018-01-01 11:40:10 -08:00
Roger Labbe a1add3c4b0 Fixed typos in fixed lag smoother equations 
Subscripts were wrong in a couple of places. This was given to me by
jgomezdans on github, but his check in had several formatting changes
that seemed to be unnecessary/accidental. It was easier for me to just
check in his fix by making my own edit locally.
 2018-01-01 11:36:17 -08:00
Roger Labbe 7ae4410a33 Merge pull request #194 from torjuskd/patch-1 
fix couple typos
 2018-01-01 11:27:44 -08:00
Roger Labbe adff5a2b30 Merge pull request #190 from ernstklrb/typos 
Typos
 2018-01-01 11:24:10 -08:00
Roger Labbe 850c7fc0dd Reformat, and changes to work with IPython 6.0 
After a new Anaconda install I was getting a lot of minor errors
in the notebooks. I've fixed all of those. Along the ways I altered
the format of the PDF output to exclude the In[] Out[] tags so the
code is indented less. I also altered the font size of the notebooks
to better match fonts in other pages on chrome.

FilterPy was updated to 1.1.0, and this check in requires that release
at the minimum.
 2017-11-18 17:14:31 -08:00
Roger Labbe 5ab83047d9 Updated to refer to the kf_book subdirectory. 2017-11-14 09:55:05 -08:00
Roger Labbe 88f03985bf Update README.md 
Added text mentioning the new Azure Notebook badge
 2017-10-20 13:25:54 -07:00
Roger Labbe a67bf5e8a6 Merge pull request #177 from crwilcox/patch-1 
Add launch in Azure Notebooks button
 2017-10-20 13:24:55 -07:00
Roger Labbe 868cc84155 Merge pull request #169 from ycchangtw/master 
Update 02-Discrete-Bayes.ipynb
 2017-09-08 10:05:15 -04:00
Roger Labbe d42a950349 Merge pull request #171 from sleepingAgain/master 
fixed typo
 2017-09-08 09:56:44 -04:00
Roger Labbe 80947df4f3 Merge pull request #168 from fubel/patch-1 
Typo correction
 2017-08-27 14:07:38 -04:00
Roger Labbe f77e2bf19b prcoess var should be used to compute prior, and sensor var 
for the posterior.
 2017-07-27 07:50:14 -07:00
Roger Labbe 40e2c8d830 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2017-07-27 07:48:57 -07:00