Commit Graph
21 Commits
Author SHA1 Message Date
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 2e87557a27 testing embedded gif 2014-09-07 11:42:53 -07:00
Roger Labbe 1f806719f3 Fixed path issues, improved gaussian discussion.
Chapter was not adding ../code to the search path. Multivarite discusion about the ellipses
was a bit unclear about the relationship of the standard deviation.
2014-09-05 08:10:47 -07:00
Roger Labbe d77c63e87a deleted and moved .py files 2014-09-01 19:52:29 -07:00
Roger Labbe fc993eff4c made code directory 2014-09-01 19:26:50 -07:00
Roger Labbe e7ad67f8bc Fixed formatting issue. 2014-08-31 15:47:21 -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 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 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 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 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 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 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 d82dc53ea4 Added omega (launch angle). same results as scipy ode package. 2014-07-05 14:47:28 -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 6dc9c02af0 Started writing the Designing Kalman Filter chapter. Did a robot, and DME. 2014-05-25 16:12:35 -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 87e595078b Fixed code that explicitly calculated weight. It was buggy. 2014-05-15 23:58:27 -07:00