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...
Hi Rabbe, First of all thanks for the amazing work. In your complete example, you did the resampling first and then estimate, which confuses me. Shouldn't we estimate the position...
Hi, There is a typo in chapter 4, cell 14, `plt.plot(xs, ys, label='$\mathcal{N}$' + '$({g2.mean},{ge.var})$')` should be replaced with `plt.plot(xs, ys, label='$\mathcal{N}$' + f'$({g2.mean},{g2.var})$')`. In addition, thanks for sharing such...
The range of \alpha should be "0 \lt \alpha \le 1", not greater than.
This link is missing a closing parenthesis. 
In the last paragraph it says "if you make it (Q) too large the filter will fail to respond quickly to changes". This is wrong, if the process covariance is...
The derivation of variance of a random variable in chapter 3 could be clarified. At the moment, it is stated that the equation for computing variance is: $$\mathit{VAR}(X) = \mathbb...
What do you mean " We can see that there was a problem on iteration 149 as the confidence degrades." in Chapter2-Discrete bayes filter. I am very confused. Could you...
At block 12 the Jacobian V matrix is defined, I believe that an equals sign is missing. It reads like this: $$\mathbf{V} = \frac{\partial f(x, u)}{\partial u} \begin{bmatrix} \frac{\partial f_1}{\partial...
Here it is said that the narrowly distributed temperature readings represent a more accurate thermometer, when I think it is intended to mean a more precise one. The book previously...
