/*! \file \brief Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions \author Vaclav Smidl. ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty Using IT++ for numerical operations ----------------------------------- */ #ifndef EKFfix_H #define EKFfix_H #include #include "fixed.h" #include "matrix.h" #include "matrix_vs.h" #include "reference.h" #include "parametry_motoru.h" using namespace bdm; double minQ(double Q); void mat_to_int(const imat &M, int *I); void vec_to_int(const ivec &v, int *I); /*! \brief Extended Kalman Filter with full matrices in fixed point arithmetic An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. */ class EKFfixed : public BM { public: void init_ekf(double Tv); void ekf(double ux, double uy, double isxd, double isyd); /* Declaration of local functions */ void prediction(int *ux); void correction(void); void update_psi(void); /* Constants - definovat jako konstanty ?? ?kde je vyhodnejsi aby v pameti byli?*/ int Q[16]; /* matrix [4,4] */ int R[4]; /* matrix [2,2] */ int x_est[4]; int x_pred[4]; int P_pred[16]; /* matrix [4,4] */ int P_est[16]; /* matrix [4,4] */ int Y_mes[2]; int ukalm[2]; int Kalm[8]; /* matrix [5,2] */ int PSI[16]; /* matrix [4,4] */ int temp15a[16]; int cA, cB, cC, cG, cH; // cD, cE, cF, cI ... nepouzivane long temp30a[4]; /* matrix [2,2] - temporary matrix for inversion */ enorm E; mat Ry; public: //! Default constructor EKFfixed ():BM(),E(),Ry(2,2){ int i; for(i=0;i<16;i++){Q[i]=0;} for(i=0;i<4;i++){R[i]=0;} for(i=0;i<4;i++){x_est[i]=0;} for(i=0;i<4;i++){x_pred[i]=0;} for(i=0;i<16;i++){P_pred[i]=0;} for(i=0;i<16;i++){P_est[i]=0;} P_est[0]=0x7FFF; P_est[5]=0x7FFF; P_est[10]=0x7FFF; P_est[15]=0x7FFF; for(i=0;i<2;i++){Y_mes[i]=0;} for(i=0;i<2;i++){ukalm[i]=0;} for(i=0;i<8;i++){Kalm[i]=0;} for(i=0;i<16;i++){PSI[i]=0;} set_dim(4); E._mu()=zeros(4); E._R()=zeros(4,4); init_ekf(0.000125); }; //! Here dt = [yt;ut] of appropriate dimensions void bayes ( const vec &yt, const vec &ut ); //!dummy! const epdf& posterior() const {return E;}; }; UIREGISTER(EKFfixed); /*! \brief Extended Kalman Filter with UD matrices in fixed point arithmetic An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. */ class EKFfixedUD : public BM { public: void init_ekf(double Tv); void ekf(double ux, double uy, double isxd, double isyd); /* Constants - definovat jako konstanty ?? ?kde je vyhodnejsi aby v pameti byli?*/ int Q[16]; /* matrix [4,4] */ int R[4]; /* matrix [2,2] */ int x_est[4]; /* estimate and prediction */ int PSI[16]; /* matrix [4,4] */ int PSIU[16]; /* matrix PIS*U, [4,4] */ int Uf[16]; // upper triangular of covariance (inplace) int Df[4]; // diagonal covariance int Dfold[4]; // temp of D int G[16]; // temp for bierman int cA, cB, cC, cG, cH; // cD, cE, cF, cI ... nepouzivane enorm E; mat Ry; public: //! Default constructor EKFfixedUD ():BM(),E(),Ry(2,2){ int i; for(i=0;i<16;i++){Q[i]=0;} for(i=0;i<4;i++){R[i]=0;} for(i=0;i<4;i++){x_est[i]=0;} for(i=0;i<16;i++){Uf[i]=0;} for(i=0;i<4;i++){Df[i]=0;} for(i=0;i<16;i++){G[i]=0;} for(i=0;i<4;i++){Dfold[i]=0;} for(i=0;i<16;i++){PSI[i]=0;} set_dim(4); E._mu()=zeros(4); E._R()=zeros(4,4); init_ekf(0.000125); }; //! Here dt = [yt;ut] of appropriate dimensions void bayes ( const vec &yt, const vec &ut ); //!dummy! const epdf& posterior() const {return E;}; }; UIREGISTER(EKFfixedUD); //! EKF for comparison of EKF_UD with its fixed-point implementation class EKF_UDfix : public BM { protected: //! logger LOG_LEVEL(EKF_UDfix,logU, logG); //! Internal Model f(x,u) shared_ptr pfxu; //! Observation Model h(x,u) shared_ptr phxu; //! U part mat U; //! D part vec D; int Uf[25]; int Df[5]; int Dfold[5]; mat A; mat C; mat Q; vec R; int PSI[25]; int PSIU[25]; int Gf[25]; enorm est; public: //! copy constructor duplicated EKF_UDfix* _copy() const { return new EKF_UDfix(*this); } const enorm& posterior()const{return est;}; enorm& prior() { return const_cast&>(posterior()); } EKF_UDfix(){} EKF_UDfix(const EKF_UDfix &E0): pfxu(E0.pfxu),phxu(E0.phxu), U(E0.U), D(E0.D){} //! Set nonlinear functions for mean values and covariance matrices. void set_parameters ( const shared_ptr &pfxu, const shared_ptr &phxu, const mat Q0, const vec R0 ); //! Here dt = [yt;ut] of appropriate dimensions void bayes ( const vec &yt, const vec &cond = empty_vec ); void log_register ( bdm::logger& L, const string& prefix ){ BM::log_register ( L, prefix ); if ( log_level[logU] ) L.add_vector ( log_level, logU, RV ( dimension()*dimension() ), prefix ); if ( log_level[logG] ) L.add_vector ( log_level, logG, RV ( dimension()*dimension() ), prefix ); } /*! Create object from the following structure \code class = 'EKF_UD'; OM = configuration of bdm::diffbifn; % any offspring of diffbifn, bdm::diffbifn::from_setting IM = configuration of bdm::diffbifn; % any offspring of diffbifn, bdm::diffbifn::from_setting dQ = [...]; % vector containing diagonal of Q dR = [...]; % vector containing diagonal of R --- optional fields --- mu0 = [...]; % vector of statistics mu0 dP0 = [...]; % vector containing diagonal of P0 -- or -- P0 = [...]; % full matrix P0 --- inherited fields --- bdm::BM::from_setting \endcode If the optional fields are not given, they will be filled as follows: \code mu0 = [0,0,0,....]; % empty statistics P0 = eye( dim ); \endcode */ void from_setting ( const Setting &set ); void validate() {}; // TODO dodelat void to_setting( Setting &set ) const; }; UIREGISTER(EKF_UDfix); #endif // KF_H