KALMAN FILTER : continuous uni-modal
MONTE CARLO Localization : discrete
f(x) = 1/√2πΩ2 exp -1/2(x-μ2)/Θ2
Gaussians smallest is preferred.
maximize gaussian
from math import *
def f(mu, sigma2, x):
return 1/sqrt(2.*pi*sigma2) * exp(-.5 * (x-mu)**2 / sigma2)
print f(10., 4., 8.)
new mean
def update(mean1, var1, mean2, var2):
new_mean = (var2 * mean1 + var1 * mean2)/(var1 + var2)
new_var = 1 / (1/var1 + 1 / var2)
return [new_mean, new_var]
print update(10.,8.,13.,2.)
prediction
def update(mean1, var1, mean2, var2):
new_mean = (var2 * mean1 + var1 * mean2)/(var1 + var2)
new_var = 1 / (1/var1 + 1 / var2)
return [new_mean, new_var]
def predict(mean1, var1, mean2, var2):
new_mean = mean1 + mean2
new_var = var1 + var2
return [new_mean, new_var]
print update(10.,8.,13.,2.)
print predict(10., 4., 12., 4.)
def update(mean1, var1, mean2, var2):
new_mean = (var2 * mean1 + var1 * mean2)/(var1 + var2)
new_var = 1 / (1/var1 + 1 / var2)
return [new_mean, new_var]
def predict(mean1, var1, mean2, var2):
new_mean = mean1 + mean2
new_var = var1 + var2
return [new_mean, new_var]
measurements = [5., 6., 7., 9., 10.]
motion = [1., 1., 2., 1., 1.]
measurement_sig = 4.
motion_sig = 2.
mu = 0.
sig = 10000.
for n in range(len(measurements)):
[mu, sig] = update(mu, sig, measurements[n], measurement_sig)
print 'update: ', [mu, sig]
[mu, sig] = predict(mu, sig, motion[n], motion_sig)
print 'predict: ', [mu, sig]
print update(10.,8.,13.,2.)
print predict(10., 4., 12., 4.)