daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Roger Labbe ba7ba68d5d changed path to css styles 2014-09-01 18:40:58 -07:00
Roger Labbe 9519d878e6 created chapter 1 dir 2014-09-01 18:37:01 -07:00
Roger Labbe 3ffcbcb326 Fixed instructions for reading book. 
Some links were broken. Text was poor.
 2014-09-01 17:34:21 -07:00
Roger Labbe 1e049ed3b9 Rebuilt PDF file. Added Installation Appendix. 2014-09-01 17:02:49 -07:00
Roger Labbe 4bef7d7f82 added multivariate chapter name to table of contents. 2014-09-01 16:47:03 -07:00
Roger Labbe 8884bcdd7d Renamed to Multivariate. Prettified charts. 2014-09-01 16:43:33 -07:00
Roger Labbe 0d0a6e6793 Removed warning about nbviewer. 
nbviewer was not rendering latex. My bug report got fixed, and so
I have removed the warning.
 2014-09-01 08:19:40 -07:00
Roger Labbe 9ed78ea6c0 Fixed formatting that brok nbconvert. 
I am not sure what was wrong, but it couldn't handle the \latex
symbol.
 2014-08-31 22:19:15 -07:00
Roger Labbe 9f3c2c0fa7 Altered colors of plots. 
Maybe not perfect yet, but I have signicantly changed the colors
and various other look-and-fell aspects of the plots.
 2014-08-31 22:07:01 -07:00
Roger Labbe 02a4b477e1 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-08-31 19:04:28 -07:00
Roger Labbe be9a77561b Expanded Jacobian coverage. 
Added explicit computation of Jacobian, and, more interestingly,
added the use of sympy to compute the Jacobian automatically.
 2014-08-31 19:03:15 -07:00
Roger Labbe 5654d302d2 Paragraph formatting 2014-08-31 16:25:19 -07:00
Roger Labbe 79c158b206 Added instructions on cloning book to hard drive. 2014-08-31 16:23:40 -07:00
Roger Labbe fb377d75d9 Fix - sentence was italic, wanted it to be in bold. 2014-08-31 15:48:33 -07:00
Roger Labbe e7ad67f8bc Fixed formatting issue. 2014-08-31 15:47:21 -07:00
Roger Labbe 3bdeac52bf Simplified instructions for reading. 
Put how to read at top of readme. Added warning that nbviewer is
not rendering Latex right now.
 2014-08-31 15:45:48 -07:00
Roger Labbe d6cda0e0b5 Spelling and book formatting changes. 
Ran spell check on the files (not easy, no built in support for
spell checking. Formatted pdf to use a larger font.
 2014-08-30 18:43:36 -07:00
Roger Labbe 110a4f7c6d Added Least Squares filter to comparison. 
Looking at how least squares filter performs compared to univariate
Kalman filter.
 2014-08-30 16:05:32 -07:00
Roger Labbe 52dc8a6aa9 Added Python implementation of the filter. 
The book kind of side stepped the Python implementation for awhile.
I put the implementation much earlier to give reader familiarity with
the equations earlier. I moved the ooptional walkthrough to the end of
the text, but it needs extensive editting as the code is quite obsolete.
 2014-08-30 16:01:24 -07:00
Roger Labbe 7088156da0 Fixed equations that didn't use x- for prediction. 
In a few places the KF equations didn't use the x^- nomenclature
for the predicted value of x.
 2014-08-30 14:45:37 -07:00
Roger Labbe 428790378a Added algebra to prove equivalence 1D filters. 
Added text that represented the multivariate KF equations with scalars
for the univariate case to illustrate how simple the equations actually
are. Then to complete the section I proved the equivelence of the last
chapter's equations with this one using algebra.
 2014-08-30 10:30:56 -07:00
Roger Labbe 6ab8c5da92 Comparison of 1D and 2D filter. 
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. 
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 a12322e2ef Switched to update/predict naming convention. 2014-08-27 18:29:05 -07:00
Roger Labbe 72655bcc54 Added docstrings to a couple of functions. 2014-08-27 18:06:45 -07:00
Roger Labbe 7cd975e680 Covariance matrix text updates. 
Corrected a bunch of small issues, and improved discussion
in a few areas.
 2014-08-27 08:00:15 -07:00
Roger Labbe 951938802c Text and tests for multivariate Gaussian. 
Added text in book about multivariate Gaussian. Wrote tests to confirm
that my multivariate function yields the same results as numpy's
version, and made everything compliant with py.test.
 2014-08-27 07:33:45 -07:00
Roger Labbe aeedd289f8 Working on covariance matrix text. 2014-08-27 05:32:08 -07:00
Roger Labbe f4dfe4113f Normalizing notation on Wikipedia's choices. 
Wikipedia is both the most readable of any source, and open and available
to all. I like it.
 2014-08-22 11:15:23 -07:00
Roger Labbe d8df25fe7b Symbology changes. 
Working on finalizing the symbology used in this book. Added appendix
to document what other books in the field use for the Kalman filter
equations.
 2014-08-22 10:11:06 -07:00
Roger Labbe 3a89d60d6c Changed equations to use Gu instead of Bu. 
I switched my code over to this nomenclature a while ago, but have not
updated the book for the switch.

As an aside, the code for the Kalman filter class in theb book is now
quite dated. I need to incorporate filterpy library more fully.
 2014-08-22 07:44:10 -07:00
Roger Labbe 5590a57bb9 Switch to np.array. 
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 e5f968a2e3 Major work on the UKF chapter. 
Text is still not organized well, but I got the unscented transform fully documented. Probably needs more citations to the original article, and some revisions - I think there is some duplication of info.
 2014-07-20 00:39:27 -07:00
Roger Labbe 23e283e7fe Regenerated the PDF of the book 2014-07-19 10:17:31 -07:00
Roger Labbe b9f462678d Work on EKF chapter. 
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 7b9c6c4409 Added walkthrough of Kalman filter code. 2014-07-18 22:05:14 -07:00
Roger Labbe ac7d909f87 Update README.md 
Added more description to the motivation section, and did a bit of copy editing.
 2014-07-18 18:15:47 -07:00
Roger Labbe 04ed4dfb18 Update README.md 
Added link and description for the filterpy library.
 2014-07-18 17:56:28 -07:00
Roger Labbe 4f7f3369fa Update README.md 
Copy editing, added link to github pages.
 2014-07-18 17:50:08 -07:00
Roger Labbe 601de14d35 Update README.md 
Added more description about the book and how to read it.
 2014-07-18 17:45:16 -07:00
Roger Labbe 7c2bf92f9b Update README.md 
Added author's note explaining the current status of the book.
 2014-07-18 17:41:13 -07:00
Roger Labbe 496859e1a7 Update README.md 
fixed minor formatting issues.
 2014-07-18 17:30:34 -07:00
Roger Labbe 097ba05646 Update README.md 
The links to chapters were quite outdated.
 2014-07-18 17:29:21 -07:00
Roger Labbe 1b6bee0adb Description of initial value for P. 
Added code and text to explain how to choose an initial value for P.
 2014-07-17 08:48:21 -07:00
Roger Labbe 79301c9224 Started altering to use filterpy project. 
Not fully tested, but the multidimensional chapter is working.
 2014-07-14 21:46:59 -07:00
Roger Labbe 212a1e1a85 Fixed latex problem (using \verb inside of \frac). Generated pdf. 2014-07-07 20:12:16 -07:00
Roger Labbe 6b8a9c9a07 Got g-h chapter very close to it's final form. 2014-07-07 20:03:51 -07:00
Roger Labbe e0794b03ea A bit of changes to get the book to build in linux (was only working in 
windows)
.
 2014-07-07 16:21:57 -07:00
Roger Labbe af8e3a5284 Changed fonts for source code. Switched to using ` to denote source code. 2014-07-07 02:36:03 -07:00
Roger Labbe ebcc3b9d73 Testing whether cells have to be run before check in for nbviewer to render. 
It was showing old text
 2014-07-06 22:37:34 -07:00
Roger Labbe 37fab5f35e Got rid of section numbering, as it was messing up online nbviewer. 2014-07-06 22:34:34 -07:00
Roger Labbe 292c551b9e Rebuilt book. Cleaned up .bat files to build book in Windows. 2014-07-06 22:17:56 -07:00
Roger Labbe 6500902202 Deleted unused test files. 2014-07-06 21:22:38 -07:00
Roger Labbe 60f1b5a05e Added Designing nonlinear filter chapter. 
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 0697383a4e Fixed typo calling H F, and added some description of designing KF for air drag. 2014-07-06 11:13:02 -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 7d7d500106 Added dimensions for x and z in Kalman filter __init__ 2014-07-06 01:30:02 -07:00
Roger Labbe 302a12e927 Got wind for baseball working. But, don't think I want to include it. 
Going to remove wind in the next check in.
 2014-07-06 01:28:17 -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 9d463c01ac Slight format changes. Beginning of section on ball tracking. 2014-07-05 14:18:29 -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 27d065c2e5 Last check in forgot to account for change in KalmanFilter class 2014-06-05 09:23:17 -07:00
Roger Labbe ee826dbce5 A lot of work getting baseball tracking working. Added long form for P in KF. 2014-06-05 09:21:15 -07:00
Roger Labbe e1ce21b25c Added section numbering to each chapter. 2014-06-03 11:19:46 -07:00
Roger Labbe 70f34843c7 Added air drag to kalman filter ball tracking. 2014-06-02 23:08:47 -07:00
Roger Labbe 12c67ec3e5 made files executable. 2014-06-02 14:45:11 -07:00
Roger Labbe 394f0a2570 Got basic tracking working with 'magic numbers' for initial pos,vel,acc. 2014-06-02 12:03:25 -07:00
Roger Labbe bd637860b7 Adding text for tracking a ball. 2014-06-02 11:13:35 -07:00
Roger Labbe 366eb092e8 check in prior to blowing away this chroot. 2014-06-01 16:45:12 -07:00
Roger Labbe 74882a9e56 Made the font a bit smaller. I think it was too large. 2014-06-01 11:10:49 -07:00
Roger Labbe 5f76e763b4 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-31 18:11:04 -07:00
Roger Labbe dce38de104 Interim check in - adding more info about designing Q. 2014-05-31 18:10:26 -07:00
Roger Labbe a192147021 Changed variables in code to be more readable; added comments. 2014-05-31 17:57:33 -07:00
Roger Labbe feb3fa8bc7 modified script to clean the left over files from building the PDF. 2014-05-29 09:45:28 -07:00
Roger Labbe 9fdb649396 Lots of minor layout edits. Generated new PDF of book. 2014-05-28 23:15:39 -07:00
Roger Labbe 2e63fc3fad Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-28 19:17:14 -07:00
Roger Labbe 87e7903e08 Significant additions to the UKF chapter. Added UKF code. 2014-05-28 19:16:41 -07:00
Roger Labbe 90e9f57ab6 Adding book pdf. 2014-05-26 21:14:18 -07:00
Roger Labbe 2e5192cd8c Fixed bug with book building. 2014-05-26 21:03:56 -07:00
Roger Labbe 9c63574e80 Got PDF book working. 
Converted format of all notebooks so they can be processed with nbconvert.
Wrote a build_book script that merges the notebook and creates book.pdf
 2014-05-26 19:31:32 -07:00
Roger Labbe b9f4dbe85e Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-26 14:06:43 -07:00
Roger Labbe f8d670d6fe Removed book title and link from top of pages. 
I did this because it doesn't generate latex very well with nbconvert.
Also, the layout is strange - the chapter title is not clear.
 2014-05-26 14:05:14 -07:00
Roger Labbe bd10117312 Added equation for relationship of h to covariance for g-h filter. 2014-05-26 11:51:11 -07:00
Roger Labbe 85ec820018 Improved proof of kalman is g-h, by incorporating variance of estimate. 2014-05-26 11:23:51 -07:00
Roger Labbe b586c005ec Added physical explanation of Gaussians by relating to scales from g-h chapter. 2014-05-26 09:24:08 -07:00
Roger Labbe 1599069a64 Formatting - making matrix variables bold, small, etc. 2014-05-26 00:56:55 -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 4f344d4e11 Significant expansion to Kalman filter description. 2014-05-23 22:49:01 -07:00
Roger Labbe a49a1350ec Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-21 19:26:56 -07:00
Roger Labbe d035215f31 Added explanation on why covariance ellipse shape changes with R. 2014-05-21 19:26:00 -07:00
Roger Labbe 7b6619dfdf Fixed links to EKF and UKF added in last check in! 2014-05-19 17:07:59 -07:00
Roger Labbe 10a38291ad Added links to EKF and UKF chapters. 2014-05-19 17:04:11 -07:00
Roger Labbe 0d3f7a274d Added plots and explanations for nonlinear transfer functions. 2014-05-19 14:34:47 -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 3b8654f70b Plots and text for g-h filter chapter. 
Still needs work, but I am generally happy with the content.
 2014-05-17 21:40:32 -07:00
Roger Labbe 234b331b45 Added a few (future) Chapters 2014-05-16 21:57:05 -07:00
Roger Labbe ba6e3e8a74 Formatting changes, fixing links to point to new github repository name. 2014-05-16 21:34:32 -07:00
Roger Labbe 2a019452d7 Title change. 2014-05-16 19:19:43 -07:00