daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe
3a89d60d6c Changed equations to use Gu instead of Bu. 
I switched my code over to this nomenclature a while ago, but have not
updated the book for the switch.

As an aside, the code for the Kalman filter class in theb book is now
quite dated. I need to incorporate filterpy library more fully.
 2014-08-22 07:44:10 -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
e5f968a2e3 Major work on the UKF chapter. 
Text is still not organized well, but I got the unscented transform fully documented. Probably needs more citations to the original article, and some revisions - I think there is some duplication of info.
 2014-07-20 00:39:27 -07:00
Roger Labbe
23e283e7fe Regenerated the PDF of the book 2014-07-19 10:17:31 -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
7b9c6c4409 Added walkthrough of Kalman filter code. 2014-07-18 22:05:14 -07:00
Roger Labbe
ac7d909f87 Update README.md 
Added more description to the motivation section, and did a bit of copy editing.
 2014-07-18 18:15:47 -07:00
Roger Labbe
04ed4dfb18 Update README.md 
Added link and description for the filterpy library.
 2014-07-18 17:56:28 -07:00
Roger Labbe
4f7f3369fa Update README.md 
Copy editing, added link to github pages.
 2014-07-18 17:50:08 -07:00
Roger Labbe
601de14d35 Update README.md 
Added more description about the book and how to read it.
 2014-07-18 17:45:16 -07:00
Roger Labbe
7c2bf92f9b Update README.md 
Added author's note explaining the current status of the book.
 2014-07-18 17:41:13 -07:00
Roger Labbe
496859e1a7 Update README.md 
fixed minor formatting issues.
 2014-07-18 17:30:34 -07:00
Roger Labbe
097ba05646 Update README.md 
The links to chapters were quite outdated.
 2014-07-18 17:29:21 -07:00
Roger Labbe
1b6bee0adb Description of initial value for P. 
Added code and text to explain how to choose an initial value for P.
 2014-07-17 08:48:21 -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
212a1e1a85 Fixed latex problem (using \verb inside of \frac). Generated pdf. 2014-07-07 20:12:16 -07:00
Roger Labbe
6b8a9c9a07 Got g-h chapter very close to it's final form. 2014-07-07 20:03:51 -07:00
Roger Labbe
e0794b03ea A bit of changes to get the book to build in linux (was only working in 
windows)
.
 2014-07-07 16:21:57 -07:00
Roger Labbe
af8e3a5284 Changed fonts for source code. Switched to using ` to denote source code. 2014-07-07 02:36:03 -07:00
Roger Labbe
ebcc3b9d73 Testing whether cells have to be run before check in for nbviewer to render. 
It was showing old text
 2014-07-06 22:37:34 -07:00
Roger Labbe
37fab5f35e Got rid of section numbering, as it was messing up online nbviewer. 2014-07-06 22:34:34 -07:00
Roger Labbe
292c551b9e Rebuilt book. Cleaned up .bat files to build book in Windows. 2014-07-06 22:17:56 -07:00
Roger Labbe
6500902202 Deleted unused test files. 2014-07-06 21:22:38 -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
0697383a4e Fixed typo calling H F, and added some description of designing KF for air drag. 2014-07-06 11:13:02 -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
7d7d500106 Added dimensions for x and z in Kalman filter __init__ 2014-07-06 01:30:02 -07:00
Roger Labbe
302a12e927 Got wind for baseball working. But, don't think I want to include it. 
Going to remove wind in the next check in.
 2014-07-06 01:28:17 -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
9d463c01ac Slight format changes. Beginning of section on ball tracking. 2014-07-05 14:18:29 -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
a29f30e293 Cleaned up stats.py, and added documentation for scipy.stats module. 2014-06-22 18:02:43 -07:00
Roger Labbe
e5ee4602f8 changed stats module to use more efficient computation methods 2014-06-22 14:18:04 -07:00
Roger Labbe
27d065c2e5 Last check in forgot to account for change in KalmanFilter class 2014-06-05 09:23:17 -07:00
Roger Labbe
ee826dbce5 A lot of work getting baseball tracking working. Added long form for P in KF. 2014-06-05 09:21:15 -07:00
Roger Labbe
e1ce21b25c Added section numbering to each chapter. 2014-06-03 11:19:46 -07:00
Roger Labbe
70f34843c7 Added air drag to kalman filter ball tracking. 2014-06-02 23:08:47 -07:00
Roger Labbe
12c67ec3e5 made files executable. 2014-06-02 14:45:11 -07:00
Roger Labbe
76101fbb0c Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-06-02 14:36:18 -07:00
Roger Labbe
896103f1ad Fixed equation for variance - sigma's weren't squared as they should be. 2014-06-02 14:35:46 -07:00
Roger Labbe
ff429398d9 Generated PDF from this morning's check in. 2014-06-02 14:24:49 -07:00
Roger Labbe
394f0a2570 Got basic tracking working with 'magic numbers' for initial pos,vel,acc. 2014-06-02 12:03:25 -07:00
Roger Labbe
bd637860b7 Adding text for tracking a ball. 2014-06-02 11:13:35 -07:00
Roger Labbe
366eb092e8 check in prior to blowing away this chroot. 2014-06-01 16:45:12 -07:00
Roger Labbe
74882a9e56 Made the font a bit smaller. I think it was too large. 2014-06-01 11:10:49 -07:00
Roger Labbe
5f76e763b4 Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python 2014-05-31 18:11:04 -07:00
Roger Labbe
dce38de104 Interim check in - adding more info about designing Q. 2014-05-31 18:10:26 -07:00
Roger Labbe
a192147021 Changed variables in code to be more readable; added comments. 2014-05-31 17:57:33 -07:00