Roger Labbe
f135d2e213
Moved book generation code into PDF directory
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Start of a reorganization of files to make book more browable and to
reduce the size of links to chapters.
2015-01-27 09:06:21 -08:00
Roger Labbe
ccf79aab09
Added warnings about unfinished EKF chapter.
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The EKF chapter is a very early draft/dump of material, and
yet people are trying to use it. They really shouldn't.
2015-01-22 08:56:26 -08:00
Roger Labbe
a4bcbd0f14
Added section on fat tails.
2015-01-18 10:04:31 -08:00
Roger Labbe
a27ebac336
Added Ensemble Kalman Filter chapter.
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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
2e87557a27
testing embedded gif
2014-09-07 11:42:53 -07:00
Roger Labbe
1f806719f3
Fixed path issues, improved gaussian discussion.
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Chapter was not adding ../code to the search path. Multivarite discusion about the ellipses
was a bit unclear about the relationship of the standard deviation.
2014-09-05 08:10:47 -07:00
Roger Labbe
d77c63e87a
deleted and moved .py files
2014-09-01 19:52:29 -07:00
Roger Labbe
fc993eff4c
made code directory
2014-09-01 19:26:50 -07:00
Roger Labbe
e7ad67f8bc
Fixed formatting issue.
2014-08-31 15:47:21 -07:00
Roger Labbe
110a4f7c6d
Added Least Squares filter to comparison.
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Looking at how least squares filter performs compared to univariate
Kalman filter.
2014-08-30 16:05:32 -07:00
Roger Labbe
6ab8c5da92
Comparison of 1D and 2D filter.
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Added exercises comparing 1D filter using Gaussians vs 1D filter
using KalmanFilter class, and comparing a 1D filter vs a filter
incorporating the unobserved derivative of x.
2014-08-30 00:08:27 -07:00
Roger Labbe
87d4d973ac
Change to predict/update terminology.
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I originally used sense/update as my function names. But all the
literature uses update/predict, so I am normalizing on that.
I also wrote a test to ensure the update/predict functions in the
1d kalman filter chapter gives the same output as the full blown
kalman filter. Of course, they do. This is in the 1d_kf_compare
notebook. I will add this as an exercise in the multidimensional KF
chapter.
2014-08-29 22:38:59 -07:00
Roger Labbe
5590a57bb9
Switch to np.array.
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I switched all the equations to use np.array instead of np.matrx.
Also, I am starting to write the Kalman Math chapter in earnest.
2014-08-22 07:37:47 -07:00
Roger Labbe
b9f462678d
Work on EKF chapter.
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Started developing EKF chapter. Stalled - not sure what is the best
initial example to develop. Air drag seems unnecessarily 'mathy',
but then you need diff eq to compute Jacobians.
2014-07-19 00:14:32 -07:00
Roger Labbe
79301c9224
Started altering to use filterpy project.
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Not fully tested, but the multidimensional chapter is working.
2014-07-14 21:46:59 -07:00
Roger Labbe
60f1b5a05e
Added Designing nonlinear filter chapter.
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Worked on trying to incorporate air drag, but didn't get far. Need to
study more.
2014-07-06 21:15:16 -07:00
Roger Labbe
d9e9d175a5
Added a bunch of comments to make the code more readable.
2014-07-06 11:12:30 -07:00
Roger Labbe
38fa86d52c
Got air drag working well, and a KF showing the errors due to the process model.
2014-07-06 10:57:17 -07:00
Roger Labbe
40debbd003
Test code to perform KF on ball in vacuum.
2014-07-06 01:31:40 -07:00
Roger Labbe
d82dc53ea4
Added omega (launch angle). same results as scipy ode package.
2014-07-05 14:47:28 -07:00
Roger Labbe
3d69728b25
Runge-Kutta code working for ball - w=0, no initial vertical velocity.
2014-07-05 14:17:30 -07:00
Roger Labbe
6dc9c02af0
Started writing the Designing Kalman Filter chapter. Did a robot, and DME.
2014-05-25 16:12:35 -07:00
Roger Labbe
0c4f93d3c5
Started work on EKF. Mostly code to generate nonlinear transfer functions plots.
2014-05-18 23:03:38 -07:00
Roger Labbe
87e595078b
Fixed code that explicitly calculated weight. It was buggy.
2014-05-15 23:58:27 -07:00
