|
1804 | 1804 | "\n",
|
1805 | 1805 | "This notation allows a mathematician to express himself exactly, and when it comes to formal publications presenting new results this precision is necessary. As a programmer I find all of that fairly unreadable; I am used to thinking about variables changing state as a program runs, and do not use a different variable name for each new computation. There is no agreed upon format, so each author makes different choices. I find it challenging to switch quickly between books an papers, and so have adopted my admittedly less precise notation. Mathematicians will write scathing emails to me, but I hope the programmers and students will rejoice.\n",
|
1806 | 1806 | "\n",
|
1807 |
| - "Here are some examples for how other authors write the prior: $X^*_{n+1,n}$, $\\underline{\\hat{x}}_k(-)$ (really!), $\\hat{\\textbf{x}}^-_{k+1}$, $\\hat{x}_{k}$. If you are lucky an author defines the notation; more often you have to read the equations in context to recognize what the author is doing. Of course, people write within a tradition; papers on Kalman filters in finance are likely to use one set of notations while papers on radar tracking is likely to use a different set. Over time you will start to become familiar with trends, and also instantly recognize when somebody just copied equations wholesale from another work. For example - the equations I gave above were copied from Wikipedia.[6]\n", |
| 1807 | + "Here are some examples for how other authors write the prior: $X^*_{n+1,n}$, $\\underline{\\hat{x}}_k(-)$ (really!), $\\hat{\\textbf{x}}^-_{k+1}$, $\\hat{x}_{k}$. If you are lucky an author defines the notation; more often you have to read the equations in context to recognize what the author is doing. Of course, people write within a tradition; papers on Kalman filters in finance are likely to use one set of notations while papers on radar tracking is likely to use a different set. Over time you will start to become familiar with trends, and also instantly recognize when somebody just copied equations wholesale from another work. For example - the equations I gave above were copied from the Wikipedia [Kalman Filter](https://en.wikipedia.org/wiki/Kalman_filter#Details) [[1]](#[wiki_article]) article.\n", |
1808 | 1808 | "\n",
|
1809 | 1809 | "The *Symbology* Chapter lists the notation used by various authors. This brings up another difficulty. Different authors use different variable names. $\\mathbf{x}$ is fairly universal, but after that it is anybody's guess. Again, you need to read carefully, and hope that the author defines their variables (they often do not).\n",
|
1810 | 1810 | "\n",
|
|
2901 | 2901 | "cell_type": "markdown",
|
2902 | 2902 | "metadata": {},
|
2903 | 2903 | "source": [
|
2904 |
| - "- [1] http://docs.scipy.org/doc/scipy/reference/tutorial/stats.html\n", |
2905 |
| - "\n", |
2906 |
| - "- [2] https://en.wikipedia.org/wiki/Kalman_filter\n", |
2907 |
| - "\n", |
2908 |
| - "- [3] Brown, Robert Grover. *Introduction to Random Signals and Applied Kalman Filtering* John Wiley & Sons, Inc. 2012\n", |
2909 |
| - "\n", |
2910 |
| - "- [4] `FilterPy` library. Roger Labbe.\n", |
2911 |
| - "https://github.com/rlabbe/filterpy\n", |
2912 |
| - "\n", |
2913 |
| - "- [6] 'Kalman Filters'. Wikipedia\n", |
| 2904 | + "- <A name=\"[wiki_article]\">[1]</A> 'Kalman Filters'. Wikipedia\n", |
2914 | 2905 | "https://en.wikipedia.org/wiki/Kalman_filter#Details"
|
2915 | 2906 | ]
|
2916 | 2907 | }
|
|
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