| 1 | /* |
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| 2 | \file |
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| 3 | \brief Models for synchronous electric drive using IT++ and BDM |
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| 4 | \author Vaclav Smidl. |
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| 5 | |
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| 6 | ----------------------------------- |
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| 7 | BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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| 8 | |
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| 9 | Using IT++ for numerical operations |
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| 10 | ----------------------------------- |
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| 11 | */ |
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| 12 | |
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| 13 | |
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| 14 | #include <estim/libKF.h> |
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| 15 | #include <estim/libPF.h> |
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| 16 | #include <stat/libFN.h> |
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| 17 | |
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| 18 | #include <stat/loggers.h> |
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| 19 | |
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| 20 | #include "pmsm.h" |
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| 21 | #include "simulator.h" |
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| 22 | #include "sim_profiles.h" |
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| 23 | |
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| 24 | using namespace bdm; |
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| 25 | //!Extended Kalman filter with unknown \c Q |
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| 26 | class EKF_unQ : public EKFCh , public BMcond { |
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| 27 | public: |
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| 28 | //! Default constructor |
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| 29 | void condition ( const vec &Q0 ) { |
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| 30 | Q.setD ( Q0,0 ); |
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| 31 | //from EKF |
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| 32 | preA.set_submatrix ( dimy+dimx,dimy,Q._Ch() ); |
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| 33 | }; |
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| 34 | void bayes(const vec dt){ |
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| 35 | EKFCh::bayes(dt); |
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| 36 | |
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| 37 | vec xtrue(4); |
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| 38 | //UGLY HACK!!! reliance on a predictor!! |
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| 39 | xtrue(0)=x[0]; |
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| 40 | xtrue(1)=x[1]; |
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| 41 | xtrue(2)=x[2]; |
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| 42 | xtrue(3)=x[3]; |
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| 43 | |
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| 44 | ll = -0.5* ( 4 * 1.83787706640935 +_P.logdet() +_P.invqform(xtrue)); |
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| 45 | } |
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| 46 | }; |
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| 47 | class EKF_unQful : public EKFfull , public BMcond { |
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| 48 | public: |
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| 49 | void condition ( const vec &Q0 ) { |
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| 50 | Q=diag(Q0); |
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| 51 | }; |
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| 52 | void bayes(const vec dt){ |
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| 53 | EKFfull::bayes(dt); |
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| 54 | |
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| 55 | vec xtrue(4); |
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| 56 | //UGLY HACK!!! reliance on a predictor!! |
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| 57 | xtrue(0)=x[0]; |
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| 58 | xtrue(1)=x[1]; |
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| 59 | xtrue(2)=x[2]; |
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| 60 | xtrue(3)=x[3]; |
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| 61 | |
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| 62 | BM::ll = -0.5* ( 4 * 1.83787706640935 +log(det(P)) +xtrue* ( inv(P)*xtrue ) ); |
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| 63 | } |
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| 64 | }; |
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| 65 | |
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| 66 | int main() { |
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| 67 | // Kalman filter |
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| 68 | int Ndat = 90000; |
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| 69 | double h = 1e-6; |
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| 70 | int Nsimstep = 125; |
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| 71 | int Npart = 50; |
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| 72 | |
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| 73 | dirfilelog L("exp/pmsm_sim2",1000); |
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| 74 | |
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| 75 | // internal model |
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| 76 | IMpmsm fxu; |
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| 77 | // Rs Ls dt Fmag(Ypm) kp p J Bf(Mz) |
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| 78 | fxu.set_parameters ( 0.28, 0.003465, Nsimstep*h, 0.1989, 1.5 ,4.0, 0.04, 0.0 ); |
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| 79 | // observation model |
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| 80 | OMpmsm hxu; |
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| 81 | |
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| 82 | vec mu0= "0.0 0.0 0.0 0.0"; |
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| 83 | // vec Qdiag ( "0.01 0.01 0.01 0.0001" ); //zdenek: 0.01 0.01 0.0001 0.0001 |
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| 84 | vec Qdiag ( "10 10 10 0.001" ); //zdenek: 0.01 0.01 0.0001 0.0001 |
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| 85 | vec Rdiag ( "100 100" ); //var(diff(xth)) = "0.034 0.034" |
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| 86 | chmat Q ( Qdiag ); |
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| 87 | chmat R ( Rdiag ); |
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| 88 | EKFCh KFE ; |
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| 89 | KFE.set_est ( mu0, chmat( 1*eye ( 4 ) ) ); |
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| 90 | KFE.set_parameters ( &fxu,&hxu,Q,R); |
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| 91 | |
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| 92 | RV rQ ( "{Q}","4" ); |
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| 93 | EKF_unQful KFEp ; |
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| 94 | KFEp.set_est ( mu0, 1*ones ( 4 ) ); |
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| 95 | KFEp.set_parameters ( &fxu,&hxu,diag(Qdiag),diag(Rdiag) ); |
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| 96 | |
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| 97 | mgamma_fix evolQ ; |
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| 98 | MPF<EKF_unQful> M ( &evolQ,&evolQ,Npart,KFEp ); |
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| 99 | // initialize |
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| 100 | evolQ.set_parameters ( 1000.0 ,Qdiag, 0.5); //sigma = 1/10 mu |
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| 101 | evolQ.condition ( Qdiag ); //Zdenek default |
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| 102 | epdf& pfinit=evolQ._epdf(); |
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| 103 | M.set_est ( pfinit ); |
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| 104 | evolQ.set_parameters ( 100000.0, Qdiag, 0.9999 ); |
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| 105 | // |
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| 106 | const epdf& KFEep = KFE.posterior(); |
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| 107 | const epdf& Mep = M.posterior(); |
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| 108 | |
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| 109 | int X_log = L.add(rx,"X"); |
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| 110 | int Efix_log = L.add(rx,"XF"); |
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| 111 | RV tmp=concat(rQ,rx); |
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| 112 | int M_log = L.add(tmp,"M"); |
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| 113 | L.init(); |
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| 114 | |
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| 115 | // SET SIMULATOR |
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| 116 | pmsmsim_set_parameters ( 0.28,0.003465,0.1989,0.0,4,1.5,0.04, 200., 3e-6, h ); |
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| 117 | double Ww=0.0; |
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| 118 | vec dt ( 2 ); |
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| 119 | vec ut ( 2 ); |
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| 120 | |
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| 121 | for ( int tK=1;tK<Ndat;tK++ ) { |
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| 122 | //Number of steps of a simulator for one step of Kalman |
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| 123 | for ( int ii=0; ii<Nsimstep;ii++ ) { |
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| 124 | //simulator |
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| 125 | sim_profile_steps1(Ww); |
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| 126 | pmsmsim_step ( Ww ); |
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| 127 | }; |
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| 128 | // collect data |
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| 129 | ut ( 0 ) = KalmanObs[0]; |
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| 130 | ut ( 1 ) = KalmanObs[1]; |
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| 131 | dt ( 0 ) = KalmanObs[2]; |
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| 132 | dt ( 1 ) = KalmanObs[3]; |
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| 133 | |
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| 134 | //estimator |
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| 135 | KFE.bayes ( concat ( dt,ut ) ); |
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| 136 | M.bayes ( concat ( dt,ut ) ); |
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| 137 | |
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| 138 | L.logit(X_log, vec(x,4)); //vec from C-array |
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| 139 | L.logit(Efix_log, KFEep.mean() ); |
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| 140 | L.logit(M_log, Mep.mean() ); |
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| 141 | |
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| 142 | L.step(); |
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| 143 | } |
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| 144 | |
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| 145 | L.finalize(); |
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| 146 | |
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| 147 | return 0; |
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| 148 | } |
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