# -*- coding: utf-8 -*- """ Created on Sat May 30 13:24:01 2015 @author: rlabbe """ # -*- coding: utf-8 -*- """ Created on Thu May 28 20:23:57 2015 @author: rlabbe """ from math import cos, sin, sqrt, atan2, tan import matplotlib.pyplot as plt import numpy as np from numpy import array, dot from numpy.random import randn from filterpy.common import plot_covariance_ellipse from filterpy.kalman import ExtendedKalmanFilter as EKF from sympy import Matrix, symbols import sympy def print_x(x): print(x[0, 0], x[1, 0], np.degrees(x[2, 0])) def normalize_angle(x, index): if x[index] > np.pi: x[index] -= 2*np.pi if x[index] < -np.pi: x[index] = 2*np.pi def residual(a,b): y = a - b normalize_angle(y, 1) return y sigma_r = 1 sigma_h = .1#np.radians(1) sigma_steer = np.radians(1) class RobotEKF(EKF): def __init__(self, dt, wheelbase): EKF.__init__(self, 3, 2, 2) self.dt = dt self.wheelbase = wheelbase a, x, y, v, w, theta, time = symbols( 'a, x, y, v, w, theta, t') d = v*time beta = (d/w)*sympy.tan(a) r = w/sympy.tan(a) self.fxu = Matrix([[x-r*sympy.sin(theta)+r*sympy.sin(theta+beta)], [y+r*sympy.cos(theta)-r*sympy.cos(theta+beta)], [theta+beta]]) self.F_j = self.fxu.jacobian(Matrix([x, y, theta])) self.V_j = self.fxu.jacobian(Matrix([v, a])) self.subs = {x: 0, y: 0, v:0, a:0, time:dt, w:wheelbase, theta:0} self.x_x = x self.x_y = y self.v = v self.a = a self.theta = theta def predict(self, u=0): self.x = self.move(self.x, u, self.dt) self.subs[self.theta] = self.x[2, 0] self.subs[self.v] = u[0] self.subs[self.a] = u[1] F = array(self.F_j.evalf(subs=self.subs)).astype(float) V = array(self.V_j.evalf(subs=self.subs)).astype(float) # covariance of motion noise in control space M = array([[0.1*u[0]**2, 0], [0, sigma_steer**2]]) self.P = dot(F, self.P).dot(F.T) + dot(V, M).dot(V.T) def move(self, x, u, dt): h = x[2, 0] v = u[0] steering_angle = u[1] dist = v*dt if abs(steering_angle) < 0.0001: # approximate straight line with huge radius r = 1.e-30 b = dist / self.wheelbase * tan(steering_angle) r = self.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 H_of(x, p): """ compute Jacobian of H matrix where h(x) computes the range and bearing to a landmark 'p' for state x """ px = p[0] py = p[1] hyp = (px - x[0, 0])**2 + (py - x[1, 0])**2 dist = np.sqrt(hyp) H = array( [[(-px + x[0, 0]) / dist, (-py + x[1, 0]) / dist, 0.], [ -(-py + x[1, 0]) / hyp, -(px - x[0, 0]) / hyp, -1.]]) return H def Hx(x, p): """ takes a state variable and returns the measurement that would correspond to that state. """ px = p[0] py = p[1] dist = np.sqrt((px - x[0, 0])**2 + (py - x[1, 0])**2) Hx = array([[dist], [atan2(py - x[1, 0], px - x[0, 0]) - x[2, 0]]]) return Hx dt = 1.0 ekf = RobotEKF(dt, wheelbase=0.5) #np.random.seed(1234) m = array([[5, 10], [10, 5], [15, 15]]) ekf.x = array([[2, 6, .3]]).T ekf.P = np.diag([.1, .1, .1]) ekf.R = np.diag([sigma_r**2, sigma_h**2]) u = array([1.1, .01]) xp = ekf.x.copy() plt.figure() plt.scatter(m[:, 0], m[:, 1]) for i in range(250): xp = ekf.move(xp, u, dt/10.) # simulate robot plt.plot(xp[0], xp[1], ',', color='g') if i % 10 == 0: ekf.predict(u=u) plot_covariance_ellipse((ekf.x[0,0], ekf.x[1,0]), ekf.P[0:2, 0:2], std=3, facecolor='b', alpha=0.08) for lmark in m: d = sqrt((lmark[0] - xp[0, 0])**2 + (lmark[1] - xp[1, 0])**2) + randn()*sigma_r a = atan2(lmark[1] - xp[1, 0], lmark[0] - xp[0, 0]) - xp[2, 0] + randn()*sigma_h z = np.array([[d], [a]]) ekf.update(z, HJacobian=H_of, Hx=Hx, residual=residual, args=(lmark), hx_args=(lmark)) plot_covariance_ellipse((ekf.x[0,0], ekf.x[1,0]), ekf.P[0:2, 0:2], std=3, facecolor='g', alpha=0.4) #plt.plot(ekf.x[0], ekf.x[1], 'x', color='r') plt.axis('equal') plt.title("EKF Robot localization") plt.show()