Kalman-and-Bayesian-Filters.../experiments/ukfloc.py
2015-06-09 19:39:39 -07:00

200 lines
4.1 KiB
Python

# -*- 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())