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.
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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.
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Print number with less precision.
2014-12-07 16:36:18 -08:00
Roger Labbe
6ea738ef50
Proofreading changes.
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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.
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Wrote several examples. Still more to do.
2014-11-30 15:34:06 -08:00
Roger Labbe
dd3177cd02
Interim check in
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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
Roger Labbe
545a4650a1
PEP-8 compliance, typo fixes.
2014-11-28 09:16:55 -08:00
Roger Labbe
a9537504c6
Fixed ^T to use non serif font.
2014-11-24 18:01:59 -08:00
Roger Labbe
7a343857f0
removed explicit call to test code.
2014-11-24 17:58:11 -08:00
Roger Labbe
c05c04a94e
Better introduction.
...
Added Dan Simon's example of a range/bearing with noise to illustrate
nonlinear behavior.
2014-11-24 17:57:24 -08:00
Roger Labbe
3e5248f7fa
More P,Q,R cleanup.
...
Added units to all values, corrected some descriptions, chose values to better
illustrate my points by causing either better or worse filter convergence.
2014-11-20 08:22:20 -08:00
Roger Labbe
66f20b745e
More work on R and Q.
...
Added more examples and cleaned up explanations on modifying R
and Q. In particular, the filter setting for R was not the same
as the simulated noise for no obvious reason. Also, names were
bad R instead of R_var, for example.
2014-11-19 23:50:11 -08:00
Roger Labbe
60e31b890d
Add references to smoothing chapter.
2014-11-16 16:12:14 -08:00
Roger Labbe
75c4e9ce97
Start of the Smoothin chapter. RTS implemented.
2014-11-16 15:54:28 -08:00
Roger Labbe
3367806b07
Layout changes to make PDF read better.
...
Mostly just shortening lines of code. There was a SymPy font render issue as well.
2014-11-16 11:24:59 -08:00
Roger Labbe
c1281bc47c
Cleanup of Q material, and rename of FilterPy.
...
I renamed the functions that compute Q in FilterPy and had
not propogated that through the book.
I have renamed FilterPy from filterpy, and propogated that
change through the book.
Moved the material on SymPy from the short lived Appendix C
to Appendix A
2014-11-16 09:41:41 -08:00
Roger Labbe
9c0729d837
Text on Approximating Q
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Discussed approximating Q by only assigning a value to the
lower rightmost term.
2014-11-16 01:01:42 -08:00
Roger Labbe
d974f78d37
EKF and Q content additions.
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A lot of new text on designing Extended Kalman filters and
also on designing the Q matrix.
2014-11-16 00:42:47 -08:00
Roger Labbe
e131cbb1c0
Reverted silly rename of .x to .X
...
x is a vector, not a matrix, hence it should be lower case like
it always was. I don't know what I was thinking when I renamed it.
2014-11-15 10:17:49 -08:00
Roger Labbe
fd4b2211a7
Made sensor fusion code a function.
...
The function takes the wheel and gps variance in as parameters
so I can easily vary the values and display them to the reader.
2014-11-13 07:20:43 -08:00
Roger Labbe
9aa73ac8fe
Added section on sensor fusion.
2014-11-12 20:54:44 -08:00
Roger Labbe
9262b2796f
Adjusted to use upper case x for filter state.
2014-11-08 20:59:53 -08:00
Roger Labbe
c28582aa71
Spelling and capitization fixes.
2014-11-07 18:40:48 -08:00
Roger Labbe
8e964dd757
Fixed link to gif due to chapter directory name changes.
2014-11-07 18:33:14 -08:00
Roger Labbe
6e64160a2c
Link fix, and filterpy information.
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Fixed link to chapter 6, and added a section describing the filterpy library.
2014-11-06 19:08:22 -08:00
