daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe
c71cac557f Added SymPy and FilterPy to list of requirements. 2014-12-31 17:10:27 -08:00
Roger Labbe
53f1101047 Python 2.7 compatibility. 
list does not have copy in 2.7, so I created a new tuple where
I was using list.copy().
 2014-12-31 13:55:24 -08:00
Roger Labbe
bb0f9eb5ef Python 2.7 compatibility bug. 
I was overwriting x,y variables with the list comprehension, causing
the lists in x,y to be replaced with a single value.
 2014-12-31 13:22:16 -08:00
Roger Labbe
401a0004e1 Unicode problems with Python 2.7. 
I read the matplotlib rcParams from a json file. The json module
always uses Unicode, but this does not work in Python 2.7. This
was causing the plots not to appear if using Python 2.7.

Wrote code to detect Python version and to convert to ASCII if
Python version 2.
 2014-12-31 10:56:09 -08:00
Roger Labbe
e68c9b9b14 Minor typo fixes. 2014-12-30 14:40:02 -08:00
Roger Labbe
7b6acde781 Removed gray background from 538 style. 
white background renders better on cheap LCDs, and it will print better as well.
 2014-12-22 14:20:42 -08:00
Roger Labbe
9e6c6ffb5f Removed need for matplotlibs 538 style. 
I got the original code from the author, Cameron Davidson-Pilon,
modified it for the minor changes I make for the book, and put it
in 538.json. The main gain is that somebody doesn't need bleeding
edge matplotlib installed to get the 538 look.
 2014-12-22 13:34:50 -08:00
Roger Labbe
8eaa6ee693 Reran for 538 plot formatting. 
Ran all notebooks so that all images are properly plotted using
the 538 matplotlib style.
 2014-12-22 13:07:31 -08:00
Roger Labbe
5a60d94d6a Switched to 538 plot style. 
I like this one the best.
 2014-12-22 12:29:24 -08:00
Roger Labbe
874a2ed59c Switched to ggplot style plotting. 2014-12-22 12:15:19 -08:00
Roger Labbe
fc7c174999 update() and predict() alter in place. 
I made the update() and predict() functions alter the belief array
in place rather than returning the value in a new array. I find this
far more readable and less error prone.
 2014-12-20 20:56:23 -08:00
Roger Labbe
17b30bc395 Renamed variables to improve understanding. 
I used p and pos for the belief in position, which can be a bit
confusing.
 2014-12-20 20:33:44 -08:00
Roger Labbe
62f13ace77 Renamed chapter. 
Renamed to One Dimensional Kalman Filters
 2014-12-20 20:33:18 -08:00
Roger Labbe
74a18b72c5 Additions to MKF chapter. 
Several changes and clarifications. Added chart showing 2d distribution
of points for multivariate gaussian. Improved some discussions. Fixed
some typos.
 2014-12-20 20:00:17 -08:00
Roger Labbe
e168f6eed6 Added message that chapter is not useful. 2014-12-20 14:36:47 -08:00
Roger Labbe
af5f7af5b8 Fixed section heading 
Removed use of hashes to denote section so PDF is generated
correctly.
 2014-12-20 14:36:06 -08:00
Roger Labbe
c865b57a74 Fixed section headings, added math 
Added section in math chapter for Bayesian statistics, and improved
on the discussion of system dynamics.

The PDF generator cannot deal with the markdown for section headings
(using hash marks), so I needed to fix chapters that use them.

Appendix B still uses them, but for now that is just a list of
notes for myself, so I left that alone.

This contains the new PDF generated from these changes.
 2014-12-20 14:24:08 -08:00
Roger Labbe
4d632bdc2d Fixed math error. 
Variance was given without sigma being squared.
 2014-12-20 13:56:29 -08:00
Roger Labbe
b7f798ef74 Fixed typo. 2014-12-20 13:55:33 -08:00
Roger Labbe
176c2af00a Various typeo fixes. 2014-12-19 11:04:08 -08:00
Roger Labbe
fe3c8ae0f5 Fixed inconsistency in covariances. 
I had changed my example from (8,10) to (8,4), but did not change
it everywhere.
 2014-12-17 11:05:36 -08:00
Roger Labbe
8824085607 Added link to SIAM News article on EnKF. 2014-12-14 17:31:02 -08:00
Roger Labbe
7a588b0683 Added radar tracking problem. 
Added the radar tracking problem from the EKF chapter to the UKF
chapter.

fixed bug in ekf_internal that was drawing the radar image on import.
 2014-12-13 21:07:11 -08:00
Roger Labbe
5e35a314bd Changed to use 1D x state array. 2014-12-13 20:40:08 -08:00
Roger Labbe
0a129a3e46 Briefly covered batch processing and RTS. 
Added sections on batch processing and using RTS smoothing.
 2014-12-13 20:26:43 -08:00
Roger Labbe
0c6999e25f Batch processing and RTS. 
This belonged with the last check in. Added desciptions on
batch processing and using the RTS smoothing algorithm.
 2014-12-13 20:05:06 -08:00
Roger Labbe
a794fdced2 Batch filtering and RTS additions. 
Added descriptions on using batch filtering to produce results,
and how to call the RTS smoother algorithms.
 2014-12-13 20:04:07 -08:00
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. 
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. 
Print number with less precision.
 2014-12-07 16:36:18 -08:00
Roger Labbe
6ea738ef50 Proofreading changes. 
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