Commit Graph
397 Commits
Author SHA1 Message Date
Roger Labbe 3f50d42d88 Added link to table of contents to all notebooks.
this is so the user of nbviewer can navigate the book more easily.
2014-09-01 20:53:44 -07:00
Roger Labbe 07803040b0 testing adding link for table of contents 2014-09-01 20:26:49 -07:00
Roger Labbe bda9810ea1 Organizing book into directories 2014-09-01 20:03:10 -07:00
Roger Labbe 9288bb4032 Fixed book merge, and created new PDF 2014-09-01 20:00:36 -07:00
Roger Labbe d77c63e87a deleted and moved .py files 2014-09-01 19:52:29 -07:00
Roger Labbe 42d4ace9d1 more fixes for code directory 2014-09-01 19:49:25 -07:00
Roger Labbe 9ccf46c017 more changes for code directory 2014-09-01 19:44:18 -07:00
Roger Labbe 81c1bddcff fixes due to code directory 2014-09-01 19:34:01 -07:00
Roger Labbe fc993eff4c made code directory 2014-09-01 19:26:50 -07:00
Roger Labbe 7a56f2263d created chapter 7 2014-09-01 19:15:28 -07:00
Roger Labbe 96563286f0 created appendix b 2014-09-01 19:09:12 -07:00
Roger Labbe 2335982a3f created appendix a 2014-09-01 19:07:14 -07:00
Roger Labbe f3d9ef33ff creeatd chapter 11 2014-09-01 19:05:06 -07:00
Roger Labbe a3eafd47af created chapter 10 2014-09-01 19:03:25 -07:00
Roger Labbe 4c7df44433 created chapter 9 2014-09-01 18:58:55 -07:00
Roger Labbe 49c8c8df31 added chapter 8 2014-09-01 18:57:13 -07:00
Roger Labbe 91981a64ab added chapter 6 2014-09-01 18:50:56 -07:00
Roger Labbe 6fc51e2e19 created chapter 5 2014-09-01 18:47:34 -07:00
Roger Labbe c72758a8eb created chapter 4 2014-09-01 18:45:10 -07:00
Roger Labbe ddfd1e706d created chapter 2 2014-09-01 18:43:04 -07:00
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