手写Kalmanfilter_froms_cratch

手写卡尔曼滤波 + 形象理论 + 轻量数学!

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
Supporting_Notebooks		Supporting_Notebooks
__pycache__		__pycache__
animations		animations
experiments		experiments
figs		figs
kf_book		kf_book
pdf		pdf
tutorial_imgs		tutorial_imgs
00-Preface.ipynb		00-Preface.ipynb
01-g-h-filter.ipynb		01-g-h-filter.ipynb
02-Discrete-Bayes.ipynb		02-Discrete-Bayes.ipynb
02-Discrete-Bayes.py		02-Discrete-Bayes.py
03-Gaussians.ipynb		03-Gaussians.ipynb
04-One-Dimensional-Kalman-Filters.ipynb		04-One-Dimensional-Kalman-Filters.ipynb
04-One-Dimensional-Kalman-Filters.py		04-One-Dimensional-Kalman-Filters.py
05-Multivariate-Gaussians.ipynb		05-Multivariate-Gaussians.ipynb
06-Multivariate-Kalman-Filters.ipynb		06-Multivariate-Kalman-Filters.ipynb
07-Kalman-Filter-Math.ipynb		07-Kalman-Filter-Math.ipynb
08-Designing-Kalman-Filters.ipynb		08-Designing-Kalman-Filters.ipynb
09-Nonlinear-Filtering.ipynb		09-Nonlinear-Filtering.ipynb
10-Unscented-Kalman-Filter.ipynb		10-Unscented-Kalman-Filter.ipynb
11-Extended-Kalman-Filters.ipynb		11-Extended-Kalman-Filters.ipynb
12-Particle-Filters.ipynb		12-Particle-Filters.ipynb
13-Smoothing.ipynb		13-Smoothing.ipynb
14-Adaptive-Filtering.ipynb		14-Adaptive-Filtering.ipynb
Appendix-A-Installation.ipynb		Appendix-A-Installation.ipynb
Appendix-B-Symbols-and-Notations.ipynb		Appendix-B-Symbols-and-Notations.ipynb
Appendix-D-HInfinity-Filters.ipynb		Appendix-D-HInfinity-Filters.ipynb
Appendix-E-Ensemble-Kalman-Filters.ipynb		Appendix-E-Ensemble-Kalman-Filters.ipynb
Appendix-G-Designing-Nonlinear-Kalman-Filters.ipynb		Appendix-G-Designing-Nonlinear-Kalman-Filters.ipynb
Appendix-H-Least-Squares-Filters.ipynb		Appendix-H-Least-Squares-Filters.ipynb
Appendix-I-Analytic-Evaluation-of-Performance.ipynb		Appendix-I-Analytic-Evaluation-of-Performance.ipynb
LICENSE		LICENSE
README.md		README.md
__init__.py		__init__.py
aaa.py		aaa.py
book_format.py		book_format.py
environment.yml		environment.yml
kalman_filter.ipynb		kalman_filter.ipynb
kalman_filter.pptx		kalman_filter.pptx
license.html		license.html
my_Kalman.ipynb		my_Kalman.ipynb
requirements.txt		requirements.txt
table_of_contents.ipynb		table_of_contents.ipynb

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