kf_tracking_script.ipynb

Kernel: Python 3.9.12 ('venv': venv)

Tracking a 2d point moving in the plane using the Kalman filter

We use the dynamax library.

try:
    import dynamax
except ModuleNotFoundError:
    print('installing dynamax')
    %pip install -qq git+https://github.com/probml/dynamax.git
    import dynamax

# Silence WARNING:root:The use of `check_types` is deprecated and does not have any effect.
# https://github.com/tensorflow/probability/issues/1523
import logging

logger = logging.getLogger()


class CheckTypesFilter(logging.Filter):
    def filter(self, record):
        return "check_types" not in record.getMessage()


logger.addFilter(CheckTypesFilter())

from dynamax.linear_gaussian_ssm.demos.kf_tracking import kf_tracking, plot_kf_tracking

x, y, lgssm_posterior = kf_tracking()
dict_figures = plot_kf_tracking(x, y, lgssm_posterior)

for k, v in dict_figures.items():
    fname = k + ".pdf"
    print("saving ", fname)
    fig = v
    fig.savefig(fname)

WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)

saving  kalman_tracking_truth.pdf
saving  kalman_tracking_filtered.pdf
saving  kalman_tracking_smoothed.pdf