1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488
|
/*
* ViSP, open source Visual Servoing Platform software.
* Copyright (C) 2005 - 2024 by Inria. All rights reserved.
*
* This software is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* See the file LICENSE.txt at the root directory of this source
* distribution for additional information about the GNU GPL.
*
* For using ViSP with software that can not be combined with the GNU
* GPL, please contact Inria about acquiring a ViSP Professional
* Edition License.
*
* See https://visp.inria.fr for more information.
*
* This software was developed at:
* Inria Rennes - Bretagne Atlantique
* Campus Universitaire de Beaulieu
* 35042 Rennes Cedex
* France
*
* If you have questions regarding the use of this file, please contact
* Inria at visp@inria.fr
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
* WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
*/
/** \example ukf-nonlinear-example.cpp
* Example of a simple non-linear use-case of the Unscented Kalman Filter (UKF).
*
* The system we are interested in is an aircraft flying in the sky and
* observed by a radar station. Its velocity is not completely constant: a Gaussian
* noise is added to the velocity to simulate the effect of wind on the motion of the
* aircraft.
*
* We consider the plan perpendicular to the ground and passing by both the radar
* station and the aircraft. The x-axis corresponds to the position on the ground
* and the y-axis to the altitude.
*
* The state vector of the UKF corresponds to a constant velocity model and can be written as:
* \f[
\begin{array}{lcl}
\textbf{x}[0] &=& x \\
\textbf{x}[1] &=& \dot{x} \\
\textbf{x}[1] &=& y \\
\textbf{x}[2] &=& \dot{y}
\end{array}
\f]
The measurement \f$ \textbf{z} \f$ corresponds to the distance and angle between the ground and the aircraft
observed by the radar station. Be \f$ p_x \f$ and \f$ p_y \f$ the position of the radar station
along the x and y axis, the measurement vector can be written as:
\f[
\begin{array}{lcl}
\textbf{z}[0] &=& \sqrt{(p_x^i - x)^2 + (p_y^i - y)^2} \\
\textbf{z}[1] &=& \tan^{-1}{\frac{y - p_y}{x - p_x}}
\end{array}
\f]
* Some noise is added to the measurement vector to simulate a sensor which is
* not perfect.
*
* The mean of several angles must be computed in the Unscented Transform. The definition we chose to use
is the following:
\f$ mean(\boldsymbol{\theta}) = atan2 (\frac{\sum_{i=1}^n \sin{\theta_i}}{n}, \frac{\sum_{i=1}^n \cos{\theta_i}}{n}) \f$
As the Unscented Transform uses a weighted mean, the actual implementation of the weighted mean
of several angles is the following:
\f$ mean_{weighted}(\boldsymbol{\theta}) = atan2 (\sum_{i=1}^n w_m^i \sin{\theta_i}, \sum_{i=1}^n w_m^i \cos{\theta_i}) \f$
where \f$ w_m^i \f$ is the weight associated to the \f$ i^{th} \f$ measurements for the weighted mean.
Additionally, the addition and subtraction of angles must be carefully done, as the result
must stay in the interval \f$[- \pi ; \pi ]\f$ or \f$[0 ; 2 \pi ]\f$ . We decided to use
the interval \f$[- \pi ; \pi ]\f$ .
*/
#include <iostream>
// UKF includes
#include <visp3/core/vpUKSigmaDrawerMerwe.h>
#include <visp3/core/vpUnscentedKalman.h>
// ViSP includes
#include <visp3/core/vpConfig.h>
#include <visp3/core/vpGaussRand.h>
#ifdef VISP_HAVE_DISPLAY
#include <visp3/gui/vpPlot.h>
#endif
#if (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
#ifdef ENABLE_VISP_NAMESPACE
using namespace VISP_NAMESPACE_NAME;
#endif
namespace
{
/**
* \brief The process function, that updates the prior.
*
* \param[in] chi A sigma point.
* \param[in] dt The period.
* \return vpColVector The sigma points projected in the future.
*/
vpColVector fx(const vpColVector &chi, const double &dt)
{
vpColVector point(4);
point[0] = chi[1] * dt + chi[0];
point[1] = chi[1];
point[2] = chi[3] * dt + chi[2];
point[3] = chi[3];
return point;
}
/**
* \brief Normalize the \b angle in the interval [-Pi; Pi].
*
* \param[in] angle Angle to normalize.
* \return double Normalized angle.
*/
double normalizeAngle(const double &angle)
{
double angleIn0to2pi = vpMath::modulo(angle, 2. * M_PI);
double angleInMinPiPi = angleIn0to2pi;
if (angleInMinPiPi > M_PI) {
// Substract 2 PI to be in interval [-Pi; Pi]
angleInMinPiPi -= 2. * M_PI;
}
return angleInMinPiPi;
}
/**
* \brief Compute the weighted mean of measurement vectors.
*
* \param[in] measurements The measurement vectors, such as measurements[i][0] = range and
* measurements[i][1] = elevation_angle.
* \param[in] wm The associated weights.
* \return vpColVector
*/
vpColVector measurementMean(const std::vector<vpColVector> &measurements, const std::vector<double> &wm)
{
const unsigned int nbPoints = static_cast<unsigned int>(measurements.size());
const unsigned int sizeMeasurement = measurements[0].size();
vpColVector mean(sizeMeasurement, 0.);
double sumCos(0.);
double sumSin(0.);
for (unsigned int i = 0; i < nbPoints; ++i) {
mean[0] += wm[i] * measurements[i][0];
sumCos += wm[i] * std::cos(measurements[i][1]);
sumSin += wm[i] * std::sin(measurements[i][1]);
}
mean[1] = std::atan2(sumSin, sumCos);
return mean;
}
/**
* \brief Compute the subtraction between two vectors expressed in the measurement space,
* such as v[0] = range ; v[1] = elevation_angle
*
* \param[in] meas Measurement to which we must subtract something.
* \param[in] toSubtract The something we must subtract.
* \return vpColVector \b meas - \b toSubtract .
*/
vpColVector measurementResidual(const vpColVector &meas, const vpColVector &toSubtract)
{
vpColVector res = meas - toSubtract;
res[1] = normalizeAngle(res[1]);
return res;
}
}
/**
* \brief Class that permits to convert the position of the aircraft into
* range and elevation angle measurements.
*/
class vpRadarStation
{
public:
/**
* \brief Construct a new vpRadarStation object.
*
* \param[in] x The position on the ground of the radar.
* \param[in] y The altitude of the radar.
* \param[in] range_std The standard deviation of the range measurements.
* \param[in] elev_angle_std The standard deviation of the elevation angle measurements.
*/
vpRadarStation(const double &x, const double &y, const double &range_std, const double &elev_angle_std)
: m_x(x)
, m_y(y)
, m_rngRange(range_std, 0., 4224)
, m_rngElevAngle(elev_angle_std, 0., 2112)
{ }
/**
* \brief Convert the prior of the UKF into the measurement space.
*
* \param chi The prior.
* \return vpColVector The prior expressed in the measurement space.
*/
vpColVector state_to_measurement(const vpColVector &chi)
{
vpColVector meas(2);
double dx = chi[0] - m_x;
double dy = chi[2] - m_y;
meas[0] = std::sqrt(dx * dx + dy * dy);
meas[1] = std::atan2(dy, dx);
return meas;
}
/**
* \brief Perfect measurement of the range and elevation angle that
* correspond to pos.
*
* \param pos The actual position of the aircraft (pos[0]: projection of the position
* on the ground, pos[1]: altitude).
* \return vpColVector [0] the range [1] the elevation angle.
*/
vpColVector measureGT(const vpColVector &pos)
{
double dx = pos[0] - m_x;
double dy = pos[1] - m_y;
double range = std::sqrt(dx * dx + dy * dy);
double elevAngle = std::atan2(dy, dx);
vpColVector measurements(2);
measurements[0] = range;
measurements[1] = elevAngle;
return measurements;
}
/**
* \brief Noisy measurement of the range and elevation angle that
* correspond to pos.
*
* \param pos The actual position of the aircraft (pos[0]: projection of the position
* on the ground, pos[1]: altitude).
* \return vpColVector [0] the range [1] the elevation angle.
*/
vpColVector measureWithNoise(const vpColVector &pos)
{
vpColVector measurementsGT = measureGT(pos);
vpColVector measurementsNoisy = measurementsGT;
measurementsNoisy[0] += m_rngRange();
measurementsNoisy[1] += m_rngElevAngle();
return measurementsNoisy;
}
private:
double m_x; // The position on the ground of the radar
double m_y; // The altitude of the radar
vpGaussRand m_rngRange; // Noise simulator for the range measurement
vpGaussRand m_rngElevAngle; // Noise simulator for the elevation angle measurement
};
/**
* \brief Class to simulate a flying aircraft.
*/
class vpACSimulator
{
public:
/**
* \brief Construct a new vpACSimulator object.
*
* \param[in] X0 Initial position of the aircraft.
* \param[in] vel Velocity of the aircraft.
* \param[in] vel_std Standard deviation of the variation of the velocity.
*/
vpACSimulator(const vpColVector &X0, const vpColVector &vel, const double &vel_std)
: m_pos(X0)
, m_vel(vel)
, m_rngVel(vel_std, 0.)
{
}
/**
* \brief Compute the new position of the aircraft after dt seconds have passed
* since the last update.
*
* \param[in] dt Period since the last update.
* \return vpColVector The new position of the aircraft.
*/
vpColVector update(const double &dt)
{
vpColVector dx = m_vel * dt;
dx[0] += m_rngVel() * dt;
dx[1] += m_rngVel() * dt;
m_pos += dx;
return m_pos;
}
private:
vpColVector m_pos; // Position of the simulated aircraft
vpColVector m_vel; // Velocity of the simulated aircraft
vpGaussRand m_rngVel; // Random generator for slight variations of the velocity of the aircraft
};
int main(const int argc, const char *argv[])
{
bool opt_useDisplay = true;
bool opt_useUserInteraction = true;
for (int i = 1; i < argc; ++i) {
std::string arg(argv[i]);
if (arg == "-d") {
opt_useDisplay = false;
}
if (arg == "-c") {
opt_useUserInteraction = false;
}
else if ((arg == "-h") || (arg == "--help")) {
std::cout << "SYNOPSIS" << std::endl;
std::cout << " " << argv[0] << " [-d][-h]" << std::endl;
std::cout << std::endl << std::endl;
std::cout << "DETAILS" << std::endl;
std::cout << " -d" << std::endl;
std::cout << " Deactivate display." << std::endl;
std::cout << " -c" << std::endl;
std::cout << " Deactivate user interaction." << std::endl;
std::cout << std::endl;
std::cout << " -h, --help" << std::endl;
return 0;
}
}
const double dt = 3.; // Period of 3s
const double sigmaRange = 5; // Standard deviation of the range measurement: 5m
const double sigmaElevAngle = vpMath::rad(0.5); // Standard deviation of the elevation angle measurent: 0.5deg
const double stdevAircraftVelocity = 0.2; // Standard deviation of the velocity of the simulated aircraft, to make it deviate a bit from the constant velocity model
const double gt_X_init = -500.; // Ground truth initial position along the X-axis, in meters
const double gt_Y_init = 1000.; // Ground truth initial position along the Y-axis, in meters
const double gt_vX_init = 100.; // Ground truth initial velocity along the X-axis, in meters
const double gt_vY_init = 5.; // Ground truth initial velocity along the Y-axis, in meters
// Initialize the attributes of the UKF
std::shared_ptr<vpUKSigmaDrawerAbstract> drawer = std::make_shared<vpUKSigmaDrawerMerwe>(4, 0.1, 2., -1.);
vpMatrix R(2, 2, 0.); // The covariance of the noise introduced by the measurement
R[0][0] = sigmaRange*sigmaRange;
R[1][1] = sigmaElevAngle*sigmaElevAngle;
const double processVariance = 0.1;
vpMatrix Q(4, 4, 0.); // The covariance of the process
vpMatrix Q1d(2, 2); // The covariance of a process whose states are {x, dx/dt} and for which the variance is 1
Q1d[0][0] = std::pow(dt, 3) / 3.;
Q1d[0][1] = std::pow(dt, 2)/2.;
Q1d[1][0] = std::pow(dt, 2)/2.;
Q1d[1][1] = dt;
Q.insert(Q1d, 0, 0);
Q.insert(Q1d, 2, 2);
Q = Q * processVariance;
vpMatrix P0(4, 4); // The initial guess of the process covariance
P0.eye(4, 4);
P0[0][0] = std::pow(300, 2);
P0[1][1] = std::pow(30, 2);
P0[2][2] = std::pow(150, 2);
P0[3][3] = std::pow(30, 2);
vpColVector X0(4);
X0[0] = 0.9 * gt_X_init; // x, i.e. 10% of error with regard to ground truth
X0[1] = 0.9 * gt_vX_init; // dx/dt, i.e. 10% of error with regard to ground truth
X0[2] = 0.9 * gt_Y_init; // y, i.e. 10% of error with regard to ground truth
X0[3] = 0.9 * gt_vY_init; // dy/dt, i.e. 10% of error with regard to ground truth
vpUnscentedKalman::vpProcessFunction f = fx;
vpRadarStation radar(0., 0., sigmaRange, sigmaElevAngle);
using std::placeholders::_1;
vpUnscentedKalman::vpMeasurementFunction h = std::bind(&vpRadarStation::state_to_measurement, &radar, _1);
// Initialize the UKF
vpUnscentedKalman ukf(Q, R, drawer, f, h);
ukf.init(X0, P0);
ukf.setMeasurementMeanFunction(measurementMean);
ukf.setMeasurementResidualFunction(measurementResidual);
#ifdef VISP_HAVE_DISPLAY
vpPlot *plot = nullptr;
if (opt_useDisplay) {
// Initialize the plot
plot = new vpPlot(4);
plot->initGraph(0, 2);
plot->setTitle(0, "Position along X-axis");
plot->setUnitX(0, "Time (s)");
plot->setUnitY(0, "Position (m)");
plot->setLegend(0, 0, "GT");
plot->setLegend(0, 1, "Filtered");
plot->initGraph(1, 2);
plot->setTitle(1, "Velocity along X-axis");
plot->setUnitX(1, "Time (s)");
plot->setUnitY(1, "Velocity (m/s)");
plot->setLegend(1, 0, "GT");
plot->setLegend(1, 1, "Filtered");
plot->initGraph(2, 2);
plot->setTitle(2, "Position along Y-axis");
plot->setUnitX(2, "Time (s)");
plot->setUnitY(2, "Position (m)");
plot->setLegend(2, 0, "GT");
plot->setLegend(2, 1, "Filtered");
plot->initGraph(3, 2);
plot->setTitle(3, "Velocity along Y-axis");
plot->setUnitX(3, "Time (s)");
plot->setUnitY(3, "Velocity (m/s)");
plot->setLegend(3, 0, "GT");
plot->setLegend(3, 1, "Filtered");
}
#else
(void)opt_useDisplay;
#endif
// Initialize the simulation
vpColVector ac_pos(2);
ac_pos[0] = gt_X_init;
ac_pos[1] = gt_Y_init;
vpColVector ac_vel(2);
ac_vel[0] = gt_vX_init;
ac_vel[1] = gt_vY_init;
vpACSimulator ac(ac_pos, ac_vel, stdevAircraftVelocity);
vpColVector gt_Xprec = ac_pos;
vpColVector gt_Vprec = ac_vel;
for (int i = 0; i < 500; ++i) {
// Perform the measurement
vpColVector gt_X = ac.update(dt);
vpColVector gt_V = (gt_X - gt_Xprec) / dt;
vpColVector z = radar.measureWithNoise(gt_X);
// Use the UKF to filter the measurement
ukf.filter(z, dt);
vpColVector Xest = ukf.getXest();
#ifdef VISP_HAVE_DISPLAY
if (opt_useDisplay) {
// Plot the ground truth, measurement and filtered state
plot->plot(0, 0, i, gt_X[0]);
plot->plot(0, 1, i, Xest[0]);
plot->plot(1, 0, i, gt_V[0]);
plot->plot(1, 1, i, Xest[1]);
plot->plot(2, 0, i, gt_X[1]);
plot->plot(2, 1, i, Xest[2]);
plot->plot(3, 0, i, gt_V[1]);
plot->plot(3, 1, i, Xest[3]);
}
#endif
gt_Xprec = gt_X;
gt_Vprec = gt_V;
}
if (opt_useUserInteraction) {
std::cout << "Press Enter to quit..." << std::endl;
std::cin.get();
}
#ifdef VISP_HAVE_DISPLAY
if (opt_useDisplay) {
delete plot;
}
#endif
vpColVector X_GT({ gt_Xprec[0], gt_Vprec[0], gt_Xprec[1], gt_Vprec[1] });
vpColVector finalError = ukf.getXest() - X_GT;
const double maxError = 2.5;
if (finalError.frobeniusNorm() > maxError) {
std::cerr << "Error: max tolerated error = " << maxError << ", final error = " << finalError.frobeniusNorm() << std::endl;
return -1;
}
return 0;
}
#else
int main()
{
std::cout << "This example is only available if you compile ViSP in C++11 standard or higher." << std::endl;
return 0;
}
#endif
|