diff -r 000000000000 -r 0efde00f9229 ss/kalrun.py
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/ss/kalrun.py	Fri May 27 14:24:59 2011 +0530
@@ -0,0 +1,37 @@
+#!/usr/bin/python
+# 14.4 & 14.3
+
+import pylab as pl
+
+def kal_ex(x, xline, M):
+    y = x + pl.rand()
+    Q = 0.0
+    R = 1.0
+    xhat_ = xline
+    P_ = M + Q
+    K = P_/(P_+R)
+    P = (1-K)*P_
+    xhat = xhat_ + K*(y-xhat_)
+    return xhat, P, y
+
+x = 5 
+xhat = 2
+P = 1
+xvec = x 
+xhat_vec = xhat
+Pvec = P
+yvec = x
+for i in range(200):
+    xline = xhat 
+    M = P
+    xhat, P, y = kal_ex(x, xline, M)
+    xvec = pl.vstack((xvec, x))
+    xhat_vec = pl.vstack((xhat_vec, xhat))
+    Pvec = pl.vstack((Pvec, P))
+    yvec = pl.vstack((yvec, y))
+
+n = range(201)
+pl.plot(Pvec)
+pl.plot(n, xhat_vec, n, yvec, n, xvec)
+pl.xlabel('n')
+pl.show()