(Either Magnus or Ismail) IN lesson 12 (Dynamic latent Variable models) a cart tracking example is introduced. I would like to solve that example with Julia code in the last-but-final slide (EXample Problem Revisited). The goal is to write a piece of Kalman filtering Julia code (see teh four KF equations in the lesson) that tracks the cart position for 10 time steps and plots teh results.
It would be great if you can create a final plot with overlay of the inferred position on the cart exactly as Marco has done for the message passing solution to this problem, see the lesson on Factor graphs. In fact, if possible please reuse his code exactly and just change the actual tracking by regular KF rather than by MP. Then, in the FFG lesson we will revisit this problem again but now automate the inference process by MP in ForneyLab. thanks!
bertdv
commented
5 years ago
(Either Magnus or Ismail) IN lesson 12 (Dynamic latent Variable models) a cart tracking example is introduced. I would like to solve that example with Julia code in the last-but-final slide (EXample Problem Revisited). The goal is to write a piece of Kalman filtering Julia code (see teh four KF equations in the lesson) that tracks the cart position for 10 time steps and plots teh results.
It would be great if you can create a final plot with overlay of the inferred position on the cart exactly as Marco has done for the message passing solution to this problem, see the lesson on Factor graphs. In fact, if possible please reuse his code exactly and just change the actual tracking by regular KF rather than by MP. Then, in the FFG lesson we will revisit this problem again but now automate the inference process by MP in ForneyLab. thanks!