search

probml / pyprobml

Python code for "Probabilistic Machine learning" book by Kevin Murphy
MIT License
6.46k stars 1.52k forks source link

Add demo for ekf vs ukf #1017

Closed petergchang closed 2 years ago

petergchang commented 2 years ago

Add a Jupyter notebook that demonstrates ukf's capacity to better approximate global distribution of non-linear transformation, akin to Sarkka's Figures 5.3, 5.4, 5.5, as shown below

Screen Shot 2022-07-19 at 6 08 55 PM Screen Shot 2022-07-19 at 6 09 01 PM

.

murphyk commented 2 years ago

done!