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Author SHA1 Message Date
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
Tomas Barton
f691512316 Fix another typo in Chapter 8 2018-05-04 10:24:33 -06:00
Roger Labbe
20cc070525
Merge pull request #227 from tommz9/master 
Fix a typo in Chapter 8
 2018-05-04 09:03:55 -07:00
Tomas Barton
7007bd2da1 Fix a typo in Chapter 8 2018-05-04 09:42:26 -06:00
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
tthomto
b99c4205fa
correcting the math in covariance example 2018-04-26 16:54:21 +02:00
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
Kazumi Malhan
8cb1a80921 Removed "dt" as process_model has m/s as unit. 2018-04-02 17:26:43 -04:00
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
Pask2
00407ab8eb
fix wrong ref 2018-01-29 18:35:03 +01:00
Pask2
e7178023a5
Update 07-Kalman-Filter-Math.ipynb 2018-01-29 17:33:57 +00:00
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