Commit Graph

874 Commits

Author SHA1 Message Date
Roger Labbe
e52e2ca206 Copy edits. 2016-01-03 16:13:40 -08:00
Roger Labbe
8a01161ea4 Streamlined description of EKF linearization 2016-01-03 11:32:22 -08:00
Roger Labbe
331d8cf880 Minor copy editing. 2016-01-03 11:32:07 -08:00
Roger Labbe
462ac1bb5c Fixed obsolete import, hard code of filename 2016-01-03 10:43:45 -08:00
Roger Labbe
122fe27680 changed from \bar to \overbar for prediction.
More visible, and works better with things like matrices.
2016-01-02 18:10:15 -08:00
Roger Labbe
ab33584a0c Minor copy edit and code clean up.
Biggest change was changing the variable for noise to use
either std or var.
2016-01-02 18:08:43 -08:00
Roger Labbe
09406a6419 Added explanation for system dynamics matrix. 2016-01-02 18:07:00 -08:00
Roger Labbe
fee08bfc7b Moved iterative ILD to supporting notebooks
Most people just won't want to read this material.
2016-01-01 15:43:50 -08:00
Roger Labbe
47cce41efb Moved Taylor Series to supporting notebooks. 2016-01-01 15:28:55 -08:00
Roger Labbe
b2a3ce2a28 Major rewrite of matrix exponential section.
I was conflating thematrix exponential with Taylor series, making
the whole thing quite confusing.

There was also significant duplication of content, such as presenting
the calculus form of Newton's equations multiple times in slightly
different ways. I've made it all hang together now.
2016-01-01 15:18:35 -08:00
Roger Labbe
2610c4dc85 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2015-12-27 08:13:14 -08:00
Roger Labbe
5999539d56 Merge pull request #75 from rsvp/devCode
code directory: Add __init__.py for access as package
2015-12-27 08:12:52 -08:00
Adriano rsvp.github.com
6444d77818 code directory: Add __init__.py for access as package
Useful for absolute import.
2015-12-26 17:24:30 -08:00
Roger Labbe
63c398fc51 changed \bar to \overline 2015-12-20 12:42:30 -08:00
Roger Labbe
3445153b7c Latex cleanup. 2015-12-20 12:23:09 -08:00
Roger Labbe
5ffd42a25d Fixed FilterPy versioning check error.
The code only worked for the third version number. If the first
or second version numbers were too small it didn't detect it.
2015-12-20 10:08:31 -08:00
Roger Labbe
033dbea735 Copy edits. 2015-12-20 10:08:15 -08:00
Roger Labbe
108a3f1a4d Copy edits. 2015-12-20 09:00:26 -08:00
Roger Labbe
672e4bb3c5 Updated code listings.
Note sure I like this appendix, but as long as it exists it should
be up to date.
2015-12-20 08:59:58 -08:00
Roger Labbe
0e86469fac PDF build scripts build 6x9 book separately. 2015-12-20 08:59:11 -08:00
Roger Labbe
05caf4f1bb Copy edits. 2015-12-20 08:44:28 -08:00
Roger Labbe
9577007cc6 Deleted instructions for Sagemath install.
It is just too complicated for this book.
2015-12-20 08:34:42 -08:00
Roger Labbe
dd1bb52baa Improved description of KFs. 2015-12-20 08:32:06 -08:00
Roger Labbe
0236af896d Added text for computation of velocities.
I explained how the covariances are computed by FPF',
and then how the velocity is computed using the kalman gain.
2015-12-19 21:12:41 -08:00
Roger Labbe
77ba700e39 Revised particle filter chapter.
Pretty happy with it now. Needs copy editing, and probably an
easier introduction to convey the basic idea. Moved from a class
based approach to a procedural approach, and I like that very much.
2015-12-19 16:18:21 -08:00
Roger Labbe
3c270d0c87 Fixed latex typo. 2015-12-19 16:17:40 -08:00
Roger Labbe
ba553f2068 Fixes for GitHub issue #65.
Minor wording changes to clarify meaning.
2015-12-15 16:05:01 -08:00
Roger Labbe
e12352c520 Fixed equation for total probability theorem.
I was using the wrong subscript (i instead of j) in the sum.
2015-12-15 15:45:26 -08:00
Roger Labbe
04ce859d01 Minor copy editing. 2015-12-13 15:16:33 -08:00
Roger Labbe
7905298583 Improved description of state-space methods. 2015-12-13 15:16:00 -08:00
Roger Labbe
26125c538f Added example of KF without using FilterPy. 2015-12-13 15:15:27 -08:00
Roger Labbe
6a05d8edd7 Fixed spelling mistake. 2015-12-13 11:01:15 -08:00
Roger Labbe
01dab63459 Added reference to Grewal2008 for observability. 2015-12-13 10:53:45 -08:00
Roger Labbe
a1a1753c18 Fixed description of fixed-point filter.
I mistakenly stated that it re-estimated the points between times
j and k, when of course it recomputes only a single fixed point.
2015-12-10 20:21:13 -08:00
Roger Labbe
9ece51233b Minor copy edits. 2015-12-10 19:31:41 -08:00
Roger Labbe
0ca7aa1e84 Reran cells so they are executed in sequence. 2015-12-10 19:31:16 -08:00
Roger Labbe
5794485341 Added animation to PF chapter. 2015-12-10 18:13:41 -08:00
Roger Labbe
41d8d246e0 Extensive copy editing. 2015-12-09 06:31:14 -08:00
Roger Labbe
7b218e7243 Fixed typos. 2015-12-09 06:30:42 -08:00
Roger Labbe
ef28d71938 Minor rewordings. 2015-11-29 20:46:49 -08:00
Roger Labbe
69ca760803 Typo fix. 2015-11-29 20:15:27 -08:00
Roger Labbe
bfbfb0dcf8 Copy edit of math chapter.
Got rid of the duplicates and crud. Ordered sections in logical order,
and better explained the idea of state-space methods.
2015-11-29 14:41:50 -08:00
Roger Labbe
ae4b3663ef Added definition for plant. 2015-11-29 14:41:34 -08:00
Roger Labbe
2b7b5da5aa Copy editing. 2015-11-27 14:29:49 -08:00
Roger Labbe
3e65b5d2f7 Lots of book formatting changes.
Changed default sizes of plots, changed the book template for
pdf creation, and lots of minor edits, most changing bold to
italic, and removing italic for emphasis.
2015-11-26 13:08:40 -08:00
Roger Labbe
d2f8747c36 Equations line break bug. 2015-11-25 14:26:45 -08:00
Roger Labbe
2efd4e0690 Added instructions for binder. 2015-11-25 13:42:50 -08:00
Roger Labbe
c0fe5e7de8 Book format changes.
Moved book_format out of code to simplify importing it into the
notebooks. Added code to it to suppress future warnings from
matplotlib 1.4.3, and to set the numpy print precision to 3
decimal places.
2015-11-25 13:29:40 -08:00
Roger Labbe
7cd8e11b57 More work on multivariate gaussians.
Not copy edited yet, but more work on making the material on
multivariate gaussian more understandable (mostly by reordering
concepts).
2015-11-25 12:39:15 -08:00
Roger Labbe
a57fdfeaa9 Fixed import error. 2015-11-25 12:07:02 -08:00