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, and more. All exercises include solutions.
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Simple demo of filtering signal with an LPF and plotting its Short-Time Fourier Transform (STFT) and Laplace transform, in Python.
- stft
- hanning-window
- laplace-transform
- fft
Using a Kalman Filter to interpolate bus position based on periodic measurements
A coding exercise: let's convert dirty machine learning code into clean code using a Pipeline - which is the Pipe and Filter Design Pattern applied to Machine Learning.