Kalman-and-Bayesian-Filters.../code/gh_internal.py
Roger Labbe 8bae16b811 Changes to condense material.
Lots of small changes to try to get page count down. I'm not liking
this.
2015-04-20 17:14:51 -07:00

198 lines
7.0 KiB
Python

import numpy as np
import pylab as plt
from matplotlib.patches import Circle, Rectangle, Polygon, Arrow, FancyArrow
import book_plots
def create_predict_update_chart(box_bg = '#CCCCCC',
arrow1 = '#88CCFF',
arrow2 = '#88FF88'):
plt.figure(figsize=(4,4), facecolor='w')
ax = plt.axes((0, 0, 1, 1),
xticks=[], yticks=[], frameon=False)
#ax.set_xlim(0, 10)
#ax.set_ylim(0, 10)
pc = Circle((4,5), 0.5, fc=box_bg)
uc = Circle((6,5), 0.5, fc=box_bg)
ax.add_patch (pc)
ax.add_patch (uc)
plt.text(4,5, "Predict\nStep",ha='center', va='center', fontsize=14)
plt.text(6,5, "Update\nStep",ha='center', va='center', fontsize=14)
#btm
ax.annotate('',
xy=(4.1, 4.5), xycoords='data',
xytext=(6, 4.5), textcoords='data',
size=20,
arrowprops=dict(arrowstyle="simple",
fc="0.6", ec="none",
patchB=pc,
patchA=uc,
connectionstyle="arc3,rad=-0.5"))
#top
ax.annotate('',
xy=(6, 5.5), xycoords='data',
xytext=(4.1, 5.5), textcoords='data',
size=20,
arrowprops=dict(arrowstyle="simple",
fc="0.6", ec="none",
patchB=uc,
patchA=pc,
connectionstyle="arc3,rad=-0.5"))
ax.annotate('Measurement ($\mathbf{z_k}$)',
xy=(6.3, 5.4), xycoords='data',
xytext=(6,6), textcoords='data',
size=18,
arrowprops=dict(arrowstyle="simple",
fc="0.6", ec="none"))
ax.annotate('',
xy=(4.0, 3.5), xycoords='data',
xytext=(4.0,4.5), textcoords='data',
size=18,
arrowprops=dict(arrowstyle="simple",
fc="0.6", ec="none"))
ax.annotate('Initial\nConditions ($\mathbf{x_0}$)',
xy=(4.0, 5.5), xycoords='data',
xytext=(2.5,6.5), textcoords='data',
size=18,
arrowprops=dict(arrowstyle="simple",
fc="0.6", ec="none"))
plt.text (4,3.4,'State Estimate ($\mathbf{\hat{x}_k}$)',
ha='center', va='center', fontsize=18)
plt.axis('equal')
#plt.axis([0,8,0,8])
plt.show()
def plot_estimate_chart_1():
ax = plt.axes()
ax.annotate('', xy=[1,159], xytext=[0,158],
arrowprops=dict(arrowstyle='->', ec='r',shrinkA=6, lw=3,shrinkB=5))
plt.scatter ([0], [158], c='b')
plt.scatter ([1], [159], c='r')
plt.xlabel('day')
plt.ylabel('weight (lbs)')
plt.show()
def plot_estimate_chart_2():
ax = plt.axes()
ax.annotate('', xy=[1,159], xytext=[0,158],
arrowprops=dict(arrowstyle='->',
ec='r', lw=3, shrinkA=6, shrinkB=5))
plt.scatter ([0], [158.0], c='k',s=128)
plt.scatter ([1], [164.2], c='b',s=128)
plt.scatter ([1], [159], c='r', s=128)
plt.text (1.0, 158.8, "prediction ($x_t)$", ha='center',va='top',fontsize=18,color='red')
plt.text (1.0, 164.4, "measurement ($z$)",ha='center',va='bottom',fontsize=18,color='blue')
plt.text (0, 157.8, "estimate ($\hat{x}_{t-1}$)", ha='center', va='top',fontsize=18)
plt.xlabel('day')
plt.ylabel('weight (lbs)')
plt.show()
def plot_estimate_chart_3():
ax = plt.axes()
ax.annotate('', xy=[1,159], xytext=[0,158],
arrowprops=dict(arrowstyle='->',
ec='r', lw=3, shrinkA=6, shrinkB=5))
ax.annotate('', xy=[1,159], xytext=[1,164.2],
arrowprops=dict(arrowstyle='-',
ec='k', lw=1, shrinkA=8, shrinkB=8))
est_y = ((164.2-158)*.8 + 158)
plt.scatter ([0,1], [158.0,est_y], c='k',s=128)
plt.scatter ([1], [164.2], c='b',s=128)
plt.scatter ([1], [159], c='r', s=128)
plt.text (1.0, 158.8, "prediction ($x_t)$", ha='center',va='top',fontsize=18,color='red')
plt.text (1.0, 164.4, "measurement ($z$)",ha='center',va='bottom',fontsize=18,color='blue')
plt.text (0, 157.8, "estimate ($\hat{x}_{t-1}$)", ha='center', va='top',fontsize=18)
plt.text (0.95, est_y, "new estimate ($\hat{x}_{t}$)", ha='right', va='center',fontsize=18)
plt.xlabel('day')
plt.ylabel('weight (lbs)')
plt.show()
def plot_hypothesis():
plt.errorbar([1, 2, 3], [170, 161, 169],
xerr=0, yerr=10, fmt='bo', capthick=2, capsize=10)
plt.plot([1, 3], [180, 160], color='g', ls='--')
plt.plot([1, 3], [170, 170], color='g', ls='--')
plt.plot([1, 3], [160, 175], color='g', ls='--')
plt.plot([1, 2, 3], [180, 152, 179], color='g', ls='--')
plt.xlim(0,4); plt.ylim(150, 185)
plt.xlabel('day')
plt.ylabel('lbs')
plt.tight_layout()
plt.show()
def plot_hypothesis2():
plt.errorbar(range(1, 11), [169, 170, 169,171, 170, 171, 169, 170, 169, 170],
xerr=0, yerr=6, fmt='bo', capthick=2, capsize=10)
plt.plot([1, 10], [169, 170.5], color='g', ls='--')
plt.xlim(0, 11); plt.ylim(150, 185)
plt.xlabel('day')
plt.ylabel('lbs')
plt.show()
def plot_hypothesis3():
weights = [158.0, 164.2, 160.3, 159.9, 162.1, 164.6,
169.6, 167.4, 166.4, 171.0, 171.2, 172.6]
plt.errorbar(range(1, 13), weights,
xerr=0, yerr=6, fmt='o', capthick=2, capsize=10)
plt.xlim(0, 13); plt.ylim(145, 185)
plt.xlabel('day')
plt.ylabel('weight (lbs)')
plt.show()
def plot_hypothesis4():
weights = [158.0, 164.2, 160.3, 159.9, 162.1, 164.6,
169.6, 167.4, 166.4, 171.0, 171.2, 172.6]
ave = np.sum(weights) / len(weights)
plt.errorbar(range(1,13), weights, label='weights',
yerr=6, fmt='o', capthick=2, capsize=10)
plt.plot([1, 12], [ave,ave], c='r', label='hypothesis')
plt.xlim(0, 13); plt.ylim(145, 185)
plt.xlabel('day')
plt.ylabel('weight (lbs)')
book_plots.show_legend()
plt.show()
def plot_hypothesis5():
weights = [158.0, 164.2, 160.3, 159.9, 162.1, 164.6,
169.6, 167.4, 166.4, 171.0, 171.2, 172.6]
xs = range(1, len(weights)+1)
line = np.poly1d(np.polyfit(xs, weights, 1))
plt.errorbar(range(1, 13), weights, label='weights',
yerr=5, fmt='o', capthick=2, capsize=10)
plt.plot (xs, line(xs), c='r', label='hypothesis')
plt.xlim(0, 13); plt.ylim(145, 185)
plt.xlabel('day')
plt.ylabel('weight (lbs)')
book_plots.show_legend()
plt.show()
def plot_g_h_results(measurements, filtered_data,
title='', z_label='Measurements', **kwargs):
book_plots.plot_filter(filtered_data, **kwargs)
book_plots.plot_measurements(measurements, label=z_label)
book_plots.show_legend()
plt.title(title)
plt.gca().set_xlim(left=0,right=len(measurements))
if __name__ == '__main__':
create_predict_update_chart()