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| Scala school | Kalman-and-Bayesian-Filters-in-Python | |
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What should I avoid coming from Java to Scala?
The great thing about Scala it’s built to support both functional and OOP depending on your needs. As for some great Scala basics for beginners, I found the Twitter scala school very helpful https://twitter.github.io/scala_school/
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Kalman-and-Bayesian-Filters-in-Python
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The Kalman Filter
A fantastic interactive introduction to Kalman filters can be found on the following repo:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
It explains them from first principles and provides the intuitive rationale for them but doesn't shy away from the math when it feels the student should be ready for it.
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Kalman Filter Explained Simply
No thread on Kalman Filters is complete without a link to this excellent learning resource, a book written as a set of Jupyter notebooks:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
That book mentions alpha-beta filters as sort of a younger sibling to full-blown Kalman filters. I recently had need of something like this at work, and started doing a bunch of reading. Eventually I realized that alpha-beta filters (and the whole Kalman family) is very focused on predicting the near future, whereas what I really needed was just a way to smooth historical data.
So I started reading in that direction, came across "double exponential smoothing" which seemed perfect for my use-case, and as I went into it I realized... it's just the alpha-beta filter again, but now with different names for all the variables :(
I can't help feeling like this entire neighborhood of math rests on a few common fundamental theories, but because different disciplines arrived at the same systems via different approaches, they end up sounding a little different and the commonality is obscured. Something about power series, Euler's number, gradient descent, filters, feedback systems, general system theory... it feels to me like there's a relatively small kernel of intuitive understanding at the heart of all that stuff, which could end up making glorious sense of a lot of mathematics if I could only grasp it.
Somebody help me out, here!
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Recommendations for undergrad to learn optimal state estimation
This provides an excellent intro that jumps right into code. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python
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A Non-Mathematical Introduction to Kalman Filters for Programmers
If you know a bit of Python and you find it sometimes tough to grind through a textbook, take a look here:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
Interactive examples programmed in Jupyter notebooks.
- Looking for a study partner to learn kalman filter
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Kalman Filter for Beginners
Thank you, very good resource! Timely too, as I am revising this topic.
My work is mostly in python. I found this interactive book using Jupyter that explains Kalman filters from first principles.
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
- Starting out with Kalman Filter.
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want to learn kalman filter
Try this book
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kalman filter & c++
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python And on robotics in general
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Do you use particle/Kalman filters at work?
- Kalman and Bayesian Filters in Python
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