daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
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
Roger Labbe
5367367baf Added description for H-infinity filters. 2014-11-30 16:45:01 -08:00
Roger Labbe
dd8a0b72f6 Fixed link to HInifnity chapter. 2014-11-30 16:41:52 -08:00
Roger Labbe
7cbdc63e06 Fixed file location. 2014-11-30 16:26:22 -08:00
Roger Labbe
f73719970d Expansion of UKF chapter. 
Wrote several examples. Still more to do.
 2014-11-30 15:34:06 -08:00
Roger Labbe
dd3177cd02 Interim check in 
Got a UKF working, just want to check point it.
 2014-11-30 09:48:02 -08:00
Roger Labbe
bf14f2fbc4 PEP-8 compliance. 2014-11-28 11:14:47 -08:00
Roger Labbe
f9af363792 Bug in dog animation cell. 
We were adding the movement error in the wrong place, causing the
filter output to never vary dispite changes in sensor noise.

Also some PEP-8 cleanup.
 2014-11-28 10:33:10 -08:00
Roger Labbe
22375983c2 Fixed erroroneous statement about PDFs. 
For some reason I stated the PDF displayed the probability,
not the probability density.
 2014-11-28 09:34:57 -08:00
Roger Labbe
545a4650a1 PEP-8 compliance, typo fixes. 2014-11-28 09:16:55 -08:00
Roger Labbe
a9537504c6 Fixed ^T to use non serif font. 2014-11-24 18:01:59 -08:00
Roger Labbe
7a343857f0 removed explicit call to test code. 2014-11-24 17:58:11 -08:00
Roger Labbe
c05c04a94e Better introduction. 
Added Dan Simon's example of a range/bearing with noise to illustrate
nonlinear behavior.
 2014-11-24 17:57:24 -08:00
Roger Labbe
3e5248f7fa More P,Q,R cleanup. 
Added units to all values, corrected some descriptions, chose values to better
illustrate my points by causing either better or worse filter convergence.
 2014-11-20 08:22:20 -08:00
Roger Labbe
66f20b745e More work on R and Q. 
Added more examples and cleaned up explanations on modifying R
and Q. In particular, the filter setting for R was not the same
as the simulated noise for no obvious reason. Also, names were
bad R instead of R_var, for example.
 2014-11-19 23:50:11 -08:00
Roger Labbe
60e31b890d Add references to smoothing chapter. 2014-11-16 16:12:14 -08:00
Roger Labbe
75c4e9ce97 Start of the Smoothin chapter. RTS implemented. 2014-11-16 15:54:28 -08:00
Roger Labbe
3367806b07 Layout changes to make PDF read better. 
Mostly just shortening lines of code. There was a SymPy font render issue as well.
 2014-11-16 11:24:59 -08:00
Roger Labbe
c1281bc47c Cleanup of Q material, and rename of FilterPy. 
I renamed the functions that compute Q in FilterPy and had
not propogated that through the book.

I have renamed FilterPy from filterpy, and propogated that
change through the book.

Moved the material on SymPy from the short lived Appendix C
to Appendix A
 2014-11-16 09:41:41 -08:00
Roger Labbe
9c0729d837 Text on Approximating Q 
Discussed approximating Q by only assigning a value to the
lower rightmost term.
 2014-11-16 01:01:42 -08:00
Roger Labbe
d974f78d37 EKF and Q content additions. 
A lot of new text on designing Extended Kalman filters and
also on designing the Q matrix.
 2014-11-16 00:42:47 -08:00
Roger Labbe
e131cbb1c0 Reverted silly rename of .x to .X 
x is a vector, not a matrix, hence it should be lower case like
it always was. I don't know what I was thinking when I renamed it.
 2014-11-15 10:17:49 -08:00
Roger Labbe
fd4b2211a7 Made sensor fusion code a function. 
The function takes the wheel and gps variance in as parameters
so I can easily vary the values and display them to the reader.
 2014-11-13 07:20:43 -08:00
Roger Labbe
9aa73ac8fe Added section on sensor fusion. 2014-11-12 20:54:44 -08:00
Roger Labbe
9262b2796f Adjusted to use upper case x for filter state. 2014-11-08 20:59:53 -08:00
Roger Labbe
c28582aa71 Spelling and capitization fixes. 2014-11-07 18:40:48 -08:00
Roger Labbe
8e964dd757 Fixed link to gif due to chapter directory name changes. 2014-11-07 18:33:14 -08:00
Roger Labbe
6e64160a2c Link fix, and filterpy information. 
Fixed link to chapter 6, and added a section describing the filterpy library.
 2014-11-06 19:08:22 -08:00
Roger Labbe
ed2dbfcae2 Fixed link to the multivariate KF chapter. 2014-11-06 19:00:57 -08:00
Roger Labbe
ccc94da04c Fixed chapter directory names. 2014-11-06 18:52:32 -08:00
Roger Labbe
eeb16dca74 Changing body text font. 2014-11-06 18:39:52 -08:00
Roger Labbe
64691d36a2 Renamed Chapters 
Renamed chapters to make them easier to work with from the command line
using tab completion.
 2014-09-28 10:40:06 -07:00
Roger Labbe
c0a6731401 Added links and description of progress. 
A few chapters were missing links, and many lacked accurate
text describing their current status.
 2014-09-18 15:22:00 -07:00
Roger Labbe
97bb8fc3c2 Explanation of use of animation notebooks. 
These notebooks are not meant for the reader, and I added
a note explaining their purpose.
 2014-09-18 15:02:25 -07:00
Roger Labbe
83faa58442 Last checkin somehow removed git clone instructrion 2014-09-18 14:58:50 -07:00
Roger Labbe
ad6408e9eb Updated Preface with the new text in README.md 2014-09-18 14:46:03 -07:00
Roger Labbe
be00d9817b Added acknowlegement of look and feel, plus exp dir 2014-09-18 14:38:45 -07:00
Roger Labbe
c3f2722a6f Improved documentation of filterpy and code subdir. 2014-09-18 14:23:33 -07:00
Roger Labbe
ac5cb13a48 Improved instructions for installation and reading 
The old version incorrectly stated that the book had better
instructions. It does not. Besides, the instructions do belong
here.
 2014-09-18 14:10:42 -07:00
Roger Labbe
94f4806fa6 Improved instructions for reading the book. 2014-09-18 13:47:43 -07:00
Roger Labbe
fe9df8a482 Added animation of multivariate tracking. 2014-09-18 13:43:16 -07:00
Roger Labbe
68dea65432 Documentation improvements. Moved code to filterpy. 
Moved the Q_DWPA function to filterpy.

Added help(x) calls for a couple of classes so the docstrings
are displayed in the book. This required me to change the
css style, because it was limiting output to a fairly
short height, and so the help was requiring scrolling.
 2014-09-18 09:45:23 -07:00
Roger Labbe
ff55c01efb Altered title so numbers lined up 
the numbers in the matrix did not line up, making it
a bit hard to read.
 2014-09-17 17:30:14 -07:00
Roger Labbe
9529459f14 More work on making the notation consistant. 
Going back to using ^- for the estimates. Using \mathsf{T}
for the transpose character
 2014-09-17 12:47:34 -07:00
Roger Labbe
e6868d91e2 Fix for probability text and covariance ellipses. 
Fixed some text that was confusing probability with the probability
density, and made the 3 covariance ellipses all use the same
axis scales so they can be directly compared to each other.
 2014-09-16 19:00:40 -07:00
Roger Labbe
1316a220b0 Added note that book contains Readme info. 
Book duplicates the README file, no need to read it if you are
going to the book.
 2014-09-15 20:47:43 -07:00
Roger Labbe
d8336ceae7 Added covariance ellipse animatoin. 2014-09-15 20:07:26 -07:00
Roger Labbe
ee15475c3d Added a class to implement the Kalman filter. 
Not sure i am crazy about it. But it needs to either be removed,
or added to all the examples in the chapter.
 2014-09-14 22:36:26 -07:00