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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...

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For this exercise the solution is given as: ```python def gen_data(x0, dx, count, noise_factor, accel=0.): zs = [] for i in range(count): zs.append(x0 + accel * (i**2) / 2 +...

In cell 22 of chapter 8, x and y are given in meters and a conversion to feet is done via H. However, in cell 24 the variances of the...

Is there any plan to include the explanation of cubature kalman filter to the book ? I see that there's an implementation on the filterpy repository but no section of...

![image](https://user-images.githubusercontent.com/11687631/134822110-82b71535-9a97-4d05-8fbf-8aae3e203293.png) The order of terms in the comment should be `p(x)* p(z|x)` This is in the section explaining Bayes Theorem

In sec 7.4 of the pdf version of the book we get this equation, with the term (x-x) that does not make sense ![Screen Shot 2021-09-16 at 1 04 12...

In the notebook _**01-g-h-filter.ipynb**_, section **Varying h** you write: ``` zs = np.linspace(0, 1, 50) data1 = g_h_filter(data=zs, x0=0, dx=0., dt=1., g=.2, h=0.05) ``` But you call the `g_h_filter()` with...

This plot here ![image](https://user-images.githubusercontent.com/12953598/109234113-5dc21900-77cb-11eb-91a9-f1660266b33f.png) would benefit from small arrows between a blue estimate in t and a red prediction in t+1. because the blue dots are connected, and so are...

> Perhaps a more reasonable assumption would be that one person made a mistake, and the true distance is either 10.2 or 9.7, but certainly not 9.95. Surely that is...