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This pull request improves the lectures/kalman_2.md file, focusing on code modernization, clarity, and consistency.
The main updates include:

  • Refactored the code to use jax for array creation, mathematical operations, and simulation functions. Some numpy code remains to avoid data type–related warnings.
  • Improved the logic of the Kalman filter implementation, including clarifying the meaning of the variable x_hat and handling the initial states more carefully.
  • Standardized parameter names in worker creation and simulation functions — for example, replacing hhat_0 and uhat_0 with μ_h and μ_u, and defining hhat_0 and uhat_0 as the priors.
  • Added a seed parameter to all simulation calls.
  • Fixed typos and added explanatory comments for better readability.

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@xuanguang-li xuanguang-li changed the title Update kalman2 [kalman_2] Update Oct 13, 2025
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@xuanguang-li xuanguang-li changed the title [kalman_2] Update [kalman_2] Update to JAX Oct 13, 2025
@xuanguang-li xuanguang-li marked this pull request as ready for review October 13, 2025 07:27
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📖 Netlify Preview Ready!

Preview URL: https://pr-644--sunny-cactus-210e3e.netlify.app (2119e95)

📚 Changed Lecture Pages: kalman_2

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mmcky commented Oct 15, 2025

thanks @xuanguang-li. I have just merged in the latest main and the preview is now showing kalman_2 as the change.

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Thanks @mmcky. I noticed a warning right below the import cell, saying.

Matplotlib is building the font cache; this may take a moment.

Should we hide this output or leave it there?

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3 participants