# -*- coding: utf-8 -*- """ Created on Thu May 1 16:56:49 2014 @author: rlabbe """ import numpy as np from matplotlib.patches import Ellipse import matplotlib.pyplot as plt from matplotlib import cm from mpl_toolkits.mplot3d import Axes3D import stats def show_residual_chart(): plt.xlim([0.9,2.5]) plt.ylim([1.5,3.5]) plt.scatter ([1,2,2],[2,3,2.3]) plt.scatter ([2],[2.8],marker='o') ax = plt.axes() ax.annotate('', xy=(2,3), xytext=(1,2), arrowprops=dict(arrowstyle='->', ec='#004080', lw=2, shrinkA=3, shrinkB=4)) ax.annotate('prediction', xy=(2.04,3.), color='#004080') ax.annotate('measurement', xy=(2.05, 2.28)) ax.annotate('prior estimate', xy=(1, 1.9)) ax.annotate('residual', xy=(2.04,2.6), color='#e24a33') ax.annotate('new estimate', xy=(2,2.8),xytext=(2.1,2.8), arrowprops=dict(arrowstyle='->', ec="k", shrinkA=3, shrinkB=4)) ax.annotate('', xy=(2,3), xytext=(2,2.3), arrowprops=dict(arrowstyle="-", ec="#e24a33", lw=2, shrinkA=5, shrinkB=5)) plt.title("Kalman Filter Prediction Update Step") plt.axis('equal') plt.show() def show_position_chart(): """ Displays 3 measurements at t=1,2,3, with x=1,2,3""" plt.scatter ([1,2,3], [1,2,3], s=128, color='#004080') plt.xlim([0,4]); plt.ylim([0,4]) plt.xlabel("Position") plt.ylabel("Time") plt.xticks(np.arange(1,4,1)) plt.yticks(np.arange(1,4,1)) plt.show() def show_position_prediction_chart(): """ displays 3 measurements, with the next position predicted""" plt.scatter ([1,2,3], [1,2,3], s=128, color='#004080') plt.xlim([0,5]) plt.ylim([0,5]) plt.xlabel("Position") plt.ylabel("Time") plt.xticks(np.arange(1,5,1)) plt.yticks(np.arange(1,5,1)) plt.scatter ([4], [4], c='g',s=128, color='#8EBA42') ax = plt.axes() ax.annotate('', xy=(4,4), xytext=(3,3), arrowprops=dict(arrowstyle='->', ec='g', shrinkA=6, shrinkB=5, lw=3)) plt.show() def show_x_error_chart(): """ displays x=123 with covariances showing error""" cov = np.array([[0.003,0], [0,12]]) sigma=[0.5,1.,1.5,2] e = stats.covariance_ellipse (cov) stats.plot_covariance_ellipse ((1,1), ellipse=e, variance=sigma, axis_equal=False) stats.plot_covariance_ellipse ((2,1), ellipse=e, variance=sigma, axis_equal=False) stats.plot_covariance_ellipse ((3,1), ellipse=e, variance=sigma, axis_equal=False) plt.ylim([0,11]) plt.xticks(np.arange(1,4,1)) plt.xlabel("Position") plt.ylabel("Time") plt.show() def show_x_with_unobserved(): """ shows x=1,2,3 with velocity superimposed on top """ # plot velocity sigma=[0.5,1.,1.5,2] cov = np.array([[1,1],[1,1.1]]) stats.plot_covariance_ellipse ((2,2), cov=cov, variance=sigma, axis_equal=False) # plot positions cov = np.array([[0.003,0], [0,12]]) sigma=[0.5,1.,1.5,2] e = stats.covariance_ellipse (cov) stats.plot_covariance_ellipse ((1,1), ellipse=e, variance=sigma, axis_equal=False) stats.plot_covariance_ellipse ((2,1), ellipse=e, variance=sigma, axis_equal=False) stats.plot_covariance_ellipse ((3,1), ellipse=e, variance=sigma, axis_equal=False) # plot intersection cirle isct = Ellipse(xy=(2,2), width=.2, height=1.2, edgecolor='r', fc='None', lw=4) plt.gca().add_artist(isct) plt.ylim([0,11]) plt.xlim([0,4]) plt.xticks(np.arange(1,4,1)) plt.xlabel("Position") plt.ylabel("Time") plt.show() def plot_3d_covariance(mean, cov): """ plots a 2x2 covariance matrix positioned at mean. mean will be plotted in x and y, and the probability in the z axis. Parameters ---------- mean : 2x1 tuple-like object mean for x and y coordinates. For example (2.3, 7.5) cov : 2x2 nd.array the covariance matrix """ # compute width and height of covariance ellipse so we can choose # appropriate ranges for x and y o,w,h = stats.covariance_ellipse(cov,3) # rotate width and height to x,y axis wx = abs(w*np.cos(o) + h*np.sin(o))*1.2 wy = abs(h*np.cos(o) - w*np.sin(o))*1.2 # ensure axis are of the same size so everything is plotted with the same # scale if wx > wy: w = wx else: w = wy minx = mean[0] - w maxx = mean[0] + w miny = mean[1] - w maxy = mean[1] + w xs = np.arange(minx, maxx, (maxx-minx)/40.) ys = np.arange(miny, maxy, (maxy-miny)/40.) xv, yv = np.meshgrid (xs, ys) zs = np.array([100.* stats.multivariate_gaussian(np.array([x,y]),mean,cov) \ for x,y in zip(np.ravel(xv), np.ravel(yv))]) zv = zs.reshape(xv.shape) ax = plt.figure().add_subplot(111, projection='3d') ax.plot_surface(xv, yv, zv, rstride=1, cstride=1, cmap=cm.autumn) ax.set_xlabel('X') ax.set_ylabel('Y') ax.contour(xv, yv, zv, zdir='x', offset=minx-1, cmap=cm.autumn) ax.contour(xv, yv, zv, zdir='y', offset=maxy, cmap=cm.BuGn) if __name__ == "__main__": #show_position_chart() #plot_3d_covariance((2,7), np.array([[8.,0],[0,4.]])) show_residual_chart()