Kalman-and-Bayesian-Filters-in-Python
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rlabbe
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters...
1. "Convention allows us to write x(tk) as xk, which means the the value of x at the kth value of t." "Convention allows us to write x(tk) as xk,...
This change resolves #446 and #447 by fixing two typos in chapter 6.
"The cross variance is computed as:..." Is the word "variance" intended here or the "covariance" word should be used, like in the "10.5.2 Update Step" when the covariance is computed...
"At each epoch we we let the filters interact with each other." -> "At each epoch we let the filters interact with each other."
"A constant velocity filter cannot react quickly when the target is accelerating, but a constant acceleration filter misinterprets noise during zero acceleration regimes as acceleration instead of nosie." -> "A...
"If it is possible for you to run your Kalman filter in batch mode it is always recommended to use one of these filters a it will provide much better...
"Sebastian Thrun writes in Probabilistic Robots that..." -> Sebastian Thrun writes in Probabilistic Robotics that
"These equations should be familar - they are the constraint equations we developed above." -> "These equations should be familiar - they are the constraint equations we developed above."