# -*- coding: utf-8 -*- """ Created on Mon Jun 1 18:13:23 2015 @author: rlabbe """ from filterpy.common import plot_covariance_ellipse from filterpy.kalman import UnscentedKalmanFilter as UKF from filterpy.kalman import MerweScaledSigmaPoints from math import tan, sin, cos, sqrt, atan2 import matplotlib.pyplot as plt from numpy import array import numpy as np from numpy.random import randn def normalize_angle(x): if x > np.pi: x -= 2*np.pi if x < -np.pi: x = 2*np.pi return x def residual_h(a, b): y = a - b y[1] = normalize_angle(y[1]) return y def residual_x(a, b): y = a - b y[2] = normalize_angle(y[2]) return y def move(x, u, dt, wheelbase): h = x[2] v = u[0] steering_angle = u[1] dist = v*dt if abs(steering_angle) < 0.0001: # approximate straight line with huge radius r = 1.e30 steering_angle = 1.e-5 b = dist / wheelbase * tan(steering_angle) r = wheelbase / tan(steering_angle) # radius sinh = sin(h) sinhb = sin(h + b) cosh = cos(h) coshb = cos(h + b) return x + array([-r*sinh + r*sinhb, r*cosh - r*coshb, b]) def state_mean(sigmas, Wm): x = np.zeros(3) sum_sin, sum_cos = 0., 0. for i in range(len(sigmas)): s = sigmas[i] x[0] += s[0] * Wm[i] x[1] += s[1] * Wm[i] sum_sin += sin(s[2])*Wm[i] sum_cos += cos(s[2])*Wm[i] x[2] = atan2(sum_sin, sum_cos) return x def z_mean(sigmas, Wm): x = np.zeros(2) sum_sin, sum_cos = 0., 0. for i in range(len(sigmas)): s = sigmas[i] x[0] += s[0] * Wm[i] sum_sin += sin(s[1])*Wm[i] sum_cos += cos(s[1])*Wm[i] x[1] = atan2(sum_sin, sum_cos) return x sigma_r = .3 sigma_h = .1#np.radians(1) sigma_steer = np.radians(.01) dt = 0.1 wheelbase = 0.5 m = array([[5, 10], [10, 5], [15, 15], [20, 5], [0, 30], [50, 30], [40, 10]]) def fx(x, dt, u): return move(x, u, dt, wheelbase) def Hx(x, landmark): """ takes a state variable and returns the measurement that would correspond to that state. """ px = landmark[0] py = landmark[1] dist = np.sqrt((px - x[0])**2 + (py - x[1])**2) Hx = array([dist, atan2(py - x[1], px - x[0]) - x[2]]) return Hx points = MerweScaledSigmaPoints(n=3, alpha=.1, beta=2, kappa=0) ukf= UKF(dim_x=3, dim_z=2, fx=fx, hx=Hx, dt=dt, points=points, x_mean_fn=state_mean, z_mean_fn=z_mean, residual_x=residual_x, residual_z=residual_h) ukf.x = array([2, 6, .3]) ukf.P = np.diag([.1, .1, .2]) ukf.R = np.diag([sigma_r**2, sigma_h**2]) ukf.Q = np.eye(3)*0.001 u = array([1.1, .0000001]) xp = ukf.x.copy() plt.figure() plt.scatter(m[:, 0], m[:, 1]) cmds = [[v, .0] for v in np.linspace(0.001, 1.1, 30)] cmds.extend([cmds[-1]]*50) v = cmds[-1][0] cmds.extend([[v, a] for a in np.linspace(0, np.radians(2), 15)]) cmds.extend([cmds[-1]]*100) cmds.extend([[v, a] for a in np.linspace(np.radians(2), -np.radians(2), 15)]) cmds.extend([cmds[-1]]*200) cmds.extend([[v, a] for a in np.linspace(-np.radians(2), 0, 15)]) cmds.extend([cmds[-1]]*50) cmds.extend([[v, a] for a in np.linspace(0, -np.radians(1), 25)]) cmds = np.array(cmds) cindex = 0 u = cmds[0] track = [] while cindex < len(cmds): u = cmds[cindex] xp = move(xp, u, dt, wheelbase) # simulate robot track.append(xp) ukf.predict(fx_args=u) if cindex % 20 == 0: plot_covariance_ellipse((ukf.x[0], ukf.x[1]), ukf.P[0:2, 0:2], std=3, facecolor='b', alpha=0.18) for lmark in m: d = sqrt((lmark[0] - xp[0])**2 + (lmark[1] - xp[1])**2) + randn()*sigma_r a = atan2(lmark[1] - xp[1], lmark[0] - xp[0]) - xp[2] + randn()*sigma_h z = np.array([d, a]) ukf.update(z, hx_args=(lmark,)) if cindex % 20 == 0: plot_covariance_ellipse((ukf.x[0], ukf.x[1]), ukf.P[0:2, 0:2], std=3, facecolor='g', alpha=0.4) cindex += 1 track = np.array(track) plt.plot(track[:, 0], track[:,1], color='k') plt.axis('equal') plt.title("UKF Robot localization") plt.show() print(ukf.P.diagonal())