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/*
* Copyright (c) 2009-2017, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ejml.example;
import org.ejml.EjmlUnitTests;
import org.ejml.UtilEjml;
import org.ejml.data.DMatrixRMaj;
import org.ejml.dense.row.CommonOps_DDRM;
import org.junit.Test;
import java.util.ArrayList;
import java.util.List;
/**
* Make sure all the filters produce exactly the same results.
*
* @author Peter Abeles
*/
public class TestCompareKalmanResults {
private static final double T = 0.5;
/**
* See if all the filters produce the same reslts.
*/
@Test
public void checkIdentical() {
KalmanFilterSimple simple = new KalmanFilterSimple();
List<KalmanFilter> all = new ArrayList<KalmanFilter>();
all.add( new KalmanFilterOperations() );
all.add( new KalmanFilterEquation() );
all.add( simple );
DMatrixRMaj priorX = new DMatrixRMaj(9,1, true, 0.5, -0.2, 0, 0, 0.2, -0.9, 0, 0.2, -0.5);
DMatrixRMaj priorP = CommonOps_DDRM.identity(9);
DMatrixRMaj F = BenchmarkKalmanPerformance.createF(T);
DMatrixRMaj Q = BenchmarkKalmanPerformance.createQ(T,0.1);
DMatrixRMaj H = BenchmarkKalmanPerformance.createH();
for( KalmanFilter f : all ) {
f.configure(F,Q,H);
f.setState(priorX,priorP);
f.predict();
}
for( KalmanFilter f : all ) {
compareFilters(simple,f);
}
DMatrixRMaj z = new DMatrixRMaj(H.numRows,1);
DMatrixRMaj R = CommonOps_DDRM.identity(H.numRows);
for( KalmanFilter f : all ) {
f.update(z,R);
}
for( KalmanFilter f : all ) {
compareFilters(simple,f);
}
}
private void compareFilters( KalmanFilter a, KalmanFilter b ) {
DMatrixRMaj testX = b.getState();
DMatrixRMaj testP = b.getCovariance();
DMatrixRMaj X = a.getState();
DMatrixRMaj P = a.getCovariance();
EjmlUnitTests.assertEquals(testX,X,UtilEjml.TEST_F64);
EjmlUnitTests.assertEquals(testP,P,UtilEjml.TEST_F64);
}
}
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