Kalman-and-Bayesian-Filters.../experiments/fusion.py

66 lines
1.5 KiB
Python

# -*- coding: utf-8 -*-
"""
Created on Fri Feb 13 17:47:56 2015
@author: rlabbe
"""
import numpy as np
from filterpy.kalman import UnscentedKalmanFilter as UKF
from math import atan2, radians,degrees
from filterpy.common import stats
import matplotlib.pyplot as plt
p = (-10, -10)
def hx(x):
dx = x[0] - hx.p[0]
dy = x[1] - hx.p[1]
return np.array([atan2(dy,dx), (dx**2 + dy**2)**.5])
def fx(x,dt):
return x
kf = UKF(2, 2, dt=0.1, hx=hx, fx=fx, kappa=2.)
kf.x = np.array([100, 100.])
kf.P *= 40
hx.p = kf.x - np.array([50,50])
d = ((kf.x[0] - hx.p[0])**2 + (kf.x[1] - hx.p[1])**2)**.5
stats.plot_covariance_ellipse(
kf.x, cov=kf.P, axis_equal=True,
facecolor='y', edgecolor=None, alpha=0.6)
plt.scatter([100], [100], c='y', label='Initial')
kf.R[0,0] = radians (1)**2
kf.R[1,1] = 2.**2
kf.predict()
kf.update(np.array([radians(45), d]))
print(kf.x)
print(kf.P)
stats.plot_covariance_ellipse(
kf.x, cov=kf.P, axis_equal=True,
facecolor='g', edgecolor=None, alpha=0.6)
plt.scatter([100], [100], c='g', label='45 degrees')
p = (13, -11)
hx.p = kf.x - np.array([-50,50])
d = ((kf.x[0] - hx.p[0])**2 + (kf.x[1] - hx.p[1])**2)**.5
kf.predict()
kf.update(np.array([radians(135), d]))
stats.plot_covariance_ellipse(
kf.x, cov=kf.P, axis_equal=True,
facecolor='b', edgecolor=None, alpha=0.6)
plt.scatter([100], [100], c='b', label='135 degrees')
plt.legend(scatterpoints=1, markerscale=3)