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| 1 | +/** |
| 2 | + * KalmanFilter example. The example is taken from the |
| 3 | + * paper <a href="https://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf">An Introduction to the Kalman Filter</a> by |
| 4 | + * Greg Welch and Gary Bishop |
| 5 | + * */ |
| 6 | + |
| 7 | +#include "bitrl/bitrl_types.h" |
| 8 | +#include "bitrl/estimation/kalman_filter.h" |
| 9 | +#include "bitrl/estimation/kf_model_base.h" |
| 10 | +#include "bitrl/utils/iteration_counter.h" |
| 11 | +#include "bitrl/utils/io/csv_file_writer.h" |
| 12 | + |
| 13 | +#define BOOST_LOG_DYN_LINK |
| 14 | +#include <boost/log/trivial.hpp> |
| 15 | +#include <iostream> |
| 16 | +#include <unordered_map> |
| 17 | +#include <any> |
| 18 | +#include <vector> |
| 19 | +#include <random> |
| 20 | + |
| 21 | +namespace example_1 |
| 22 | +{ |
| 23 | + |
| 24 | +using bitrl::real_t; |
| 25 | +using bitrl::uint_t; |
| 26 | +using bitrl::DynMat; |
| 27 | +using bitrl::DynVec; |
| 28 | +using bitrl::estimation::KalmanFilterConfig; |
| 29 | +using bitrl::estimation::KalmanFilter; |
| 30 | +using bitrl::estimation::KFMotionModelBase; |
| 31 | +using bitrl::estimation::KFModelBase; |
| 32 | +using bitrl::utils::IterationCounter; |
| 33 | +using bitrl::utils::io::CSVWriter; |
| 34 | + |
| 35 | + |
| 36 | +real_t DT = 1.0; |
| 37 | +real_t SIM_TIME = 50.0; |
| 38 | + |
| 39 | +struct Cmd |
| 40 | +{ |
| 41 | + // v: [m/s] omega: [rad/s] |
| 42 | + static DynVec<real_t> cmd(); |
| 43 | +}; |
| 44 | + |
| 45 | +DynVec<real_t> |
| 46 | +Cmd::cmd(){ |
| 47 | + |
| 48 | + DynVec<real_t> u(1); |
| 49 | + u << 0.0; |
| 50 | + return u; |
| 51 | +} |
| 52 | + |
| 53 | +// simple struct that describes the Motion of the robots |
| 54 | +struct MotionModel: public KFMotionModelBase<DynMat<real_t>, DynVec<real_t>> |
| 55 | +{ |
| 56 | + const static uint_t VEC_SIZE; |
| 57 | + |
| 58 | +}; |
| 59 | + |
| 60 | +const uint_t MotionModel::VEC_SIZE = 1; |
| 61 | + |
| 62 | +// simple struct that describes the Observation model |
| 63 | +struct ObservationModel: public KFModelBase<DynMat<real_t>> |
| 64 | +{ |
| 65 | + const static uint_t VEC_SIZE; |
| 66 | + static DynVec<real_t> sensors(); |
| 67 | +}; |
| 68 | + |
| 69 | +const uint_t ObservationModel::VEC_SIZE = 1; |
| 70 | + |
| 71 | +const real_t STD = 0.1; |
| 72 | +const real_t MU = -0.37727; |
| 73 | + |
| 74 | +DynVec<real_t> |
| 75 | +ObservationModel::sensors(){ |
| 76 | + DynVec<real_t> all_sensors(1); |
| 77 | + |
| 78 | + std::normal_distribution<real_t> d{MU , STD}; |
| 79 | + std::mt19937 generator; //(42); |
| 80 | + all_sensors << d(generator); |
| 81 | + return all_sensors; |
| 82 | +} |
| 83 | + |
| 84 | + |
| 85 | +typedef MotionModel motion_model_type; |
| 86 | +typedef ObservationModel obs_motion_type; |
| 87 | +} |
| 88 | + |
| 89 | +int main() { |
| 90 | + |
| 91 | + using namespace example_1; |
| 92 | + |
| 93 | + try{ |
| 94 | + |
| 95 | + typedef motion_model_type::state_type state_type; |
| 96 | + obs_motion_type obs; |
| 97 | + DynMat<real_t> H(ObservationModel::VEC_SIZE, MotionModel::VEC_SIZE); |
| 98 | + H << 1.0; |
| 99 | + |
| 100 | + obs.add_matrix("H", H); |
| 101 | + |
| 102 | + // the motion model |
| 103 | + motion_model_type motion; |
| 104 | + |
| 105 | + // set the initial state |
| 106 | + DynVec<real_t> x_init(MotionModel::VEC_SIZE); |
| 107 | + x_init << 0; |
| 108 | + motion.set_state(x_init); |
| 109 | + |
| 110 | + //...and the matrix describing the motion dynamics |
| 111 | + DynMat<real_t> F(MotionModel::VEC_SIZE, MotionModel::VEC_SIZE); |
| 112 | + F << 1.0; |
| 113 | + |
| 114 | + motion.add_matrix("F", F); |
| 115 | + |
| 116 | + KalmanFilterConfig<motion_model_type, obs_motion_type> kf_config; |
| 117 | + kf_config.motion_model = &motion; |
| 118 | + kf_config.observation_model = &obs; |
| 119 | + |
| 120 | + // the KalmanFilter to use |
| 121 | + KalmanFilter<motion_model_type, obs_motion_type> kf(kf_config); |
| 122 | + |
| 123 | + // set up the matrices |
| 124 | + DynMat<real_t> P(MotionModel::VEC_SIZE, MotionModel::VEC_SIZE); |
| 125 | + P << 1.0; |
| 126 | + |
| 127 | + DynMat<real_t> Q(MotionModel::VEC_SIZE, MotionModel::VEC_SIZE); |
| 128 | + Q << 1.0e-5; |
| 129 | + |
| 130 | + DynMat<real_t> R(ObservationModel::VEC_SIZE, ObservationModel::VEC_SIZE); |
| 131 | + R << STD*STD; |
| 132 | + |
| 133 | + DynMat<real_t> B(MotionModel::VEC_SIZE, MotionModel::VEC_SIZE); |
| 134 | + B << 0.0; |
| 135 | + |
| 136 | + kf.with_matrix("P", P) |
| 137 | + .with_matrix("Q", Q) |
| 138 | + .with_matrix("R", R) |
| 139 | + .with_matrix("B", B); |
| 140 | + |
| 141 | + |
| 142 | + // the input to the filter |
| 143 | + std::map<std::string, std::any > kf_input; |
| 144 | + |
| 145 | + auto n_steps = static_cast<uint_t>(SIM_TIME / DT); |
| 146 | + |
| 147 | + BOOST_LOG_TRIVIAL(info)<<"Expected number of time steps: "<<n_steps; |
| 148 | + std::vector<state_type> rows; |
| 149 | + rows.reserve(n_steps); |
| 150 | + |
| 151 | + auto current_time = 0.0; |
| 152 | + while(current_time <= SIM_TIME){ |
| 153 | + |
| 154 | + auto u = Cmd::cmd(); |
| 155 | + auto w = DynVec<real_t>(u.size()); |
| 156 | + w << 0.0; |
| 157 | + auto z = ObservationModel::sensors(); |
| 158 | + |
| 159 | + kf_input["u"] = u; |
| 160 | + kf_input["w"] = w; |
| 161 | + kf_input["z"] = z; |
| 162 | + |
| 163 | + auto& state_vec = kf.estimate(kf_input); |
| 164 | + |
| 165 | + BOOST_LOG_TRIVIAL(info)<<"Time: "<<current_time<<" solution "<<state_vec[0]; |
| 166 | + |
| 167 | + state_type row(1 + state_vec.size()); |
| 168 | + row[0] = current_time; |
| 169 | + |
| 170 | + for(uint_t i =0; i < static_cast<uint_t>(state_vec.size()); ++i){ |
| 171 | + row[i + 1] = state_vec[i]; |
| 172 | + } |
| 173 | + |
| 174 | + rows.push_back(row); |
| 175 | + current_time += DT; |
| 176 | + } |
| 177 | + |
| 178 | + CSVWriter csv_writer("state.csv"); |
| 179 | + csv_writer.open(); |
| 180 | + |
| 181 | + for(auto& r:rows){ |
| 182 | + csv_writer.write_row(r); |
| 183 | + } |
| 184 | + |
| 185 | + } |
| 186 | + catch(std::exception& e){ |
| 187 | + std::cout<<e.what()<<std::endl; |
| 188 | + } |
| 189 | + catch(...){ |
| 190 | + |
| 191 | + std::cout<<"Unknown exception occured"<<std::endl; |
| 192 | + } |
| 193 | + |
| 194 | + return 0; |
| 195 | +} |
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