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live_kf.py
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#!/usr/bin/env python3
import sys
import numpy as np
from rednose.helpers import KalmanError
if __name__ == '__main__': # Generating sympy
import sympy as sp
from rednose.helpers.sympy_helpers import euler_rotate, quat_matrix_r, quat_rotate
from rednose.helpers.ekf_sym import gen_code
else:
from rednose.helpers.ekf_sym_pyx import EKF_sym_pyx # pylint: disable=no-name-in-module
EARTH_GM = 3.986005e14 # m^3/s^2 (gravitational constant * mass of earth)
class ObservationKind():
UNKNOWN = 0
NO_OBSERVATION = 1
GPS_NED = 2
ODOMETRIC_SPEED = 3
PHONE_GYRO = 4
GPS_VEL = 5
PSEUDORANGE_GPS = 6
PSEUDORANGE_RATE_GPS = 7
SPEED = 8
NO_ROT = 9
PHONE_ACCEL = 10
ORB_POINT = 11
ECEF_POS = 12
CAMERA_ODO_TRANSLATION = 13
CAMERA_ODO_ROTATION = 14
ORB_FEATURES = 15
MSCKF_TEST = 16
FEATURE_TRACK_TEST = 17
LANE_PT = 18
IMU_FRAME = 19
PSEUDORANGE_GLONASS = 20
PSEUDORANGE_RATE_GLONASS = 21
PSEUDORANGE = 22
PSEUDORANGE_RATE = 23
names = [
'Unknown',
'No observation',
'GPS NED',
'Odometric speed',
'Phone gyro',
'GPS velocity',
'GPS pseudorange',
'GPS pseudorange rate',
'Speed',
'No rotation',
'Phone acceleration',
'ORB point',
'ECEF pos',
'camera odometric translation',
'camera odometric rotation',
'ORB features',
'MSCKF test',
'Feature track test',
'Lane ecef point',
'imu frame eulers',
'GLONASS pseudorange',
'GLONASS pseudorange rate',
]
@classmethod
def to_string(cls, kind):
return cls.names[kind]
class States():
ECEF_POS = slice(0, 3) # x, y and z in ECEF in meters
ECEF_ORIENTATION = slice(3, 7) # quat for pose of phone in ecef
ECEF_VELOCITY = slice(7, 10) # ecef velocity in m/s
ANGULAR_VELOCITY = slice(10, 13) # roll, pitch and yaw rates in device frame in radians/s
GYRO_BIAS = slice(13, 16) # roll, pitch and yaw biases
ODO_SCALE = slice(16, 17) # odometer scale
ACCELERATION = slice(17, 20) # Acceleration in device frame in m/s**2
IMU_OFFSET = slice(20, 23) # imu offset angles in radians
# Error-state has different slices because it is an ESKF
ECEF_POS_ERR = slice(0, 3)
ECEF_ORIENTATION_ERR = slice(3, 6) # euler angles for orientation error
ECEF_VELOCITY_ERR = slice(6, 9)
ANGULAR_VELOCITY_ERR = slice(9, 12)
GYRO_BIAS_ERR = slice(12, 15)
ODO_SCALE_ERR = slice(15, 16)
ACCELERATION_ERR = slice(16, 19)
IMU_OFFSET_ERR = slice(19, 22)
class LiveKalman():
name = 'live'
initial_x = np.array([-2.7e6, 4.2e6, 3.8e6,
1, 0, 0, 0,
0, 0, 0,
0, 0, 0,
0, 0, 0,
1,
0, 0, 0,
0, 0, 0])
# state covariance
initial_P_diag = np.array([10000**2, 10000**2, 10000**2,
10**2, 10**2, 10**2,
10**2, 10**2, 10**2,
1**2, 1**2, 1**2,
0.05**2, 0.05**2, 0.05**2,
0.02**2,
1**2, 1**2, 1**2,
(0.01)**2, (0.01)**2, (0.01)**2])
# process noise
Q = np.diag([0.03**2, 0.03**2, 0.03**2,
0.0**2, 0.0**2, 0.0**2,
0.0**2, 0.0**2, 0.0**2,
0.1**2, 0.1**2, 0.1**2,
(0.005 / 100)**2, (0.005 / 100)**2, (0.005 / 100)**2,
(0.02 / 100)**2,
3**2, 3**2, 3**2,
(0.05 / 60)**2, (0.05 / 60)**2, (0.05 / 60)**2])
@staticmethod
def generate_code(generated_dir):
name = LiveKalman.name
dim_state = LiveKalman.initial_x.shape[0]
dim_state_err = LiveKalman.initial_P_diag.shape[0]
state_sym = sp.MatrixSymbol('state', dim_state, 1)
state = sp.Matrix(state_sym)
x, y, z = state[States.ECEF_POS, :]
q = state[States.ECEF_ORIENTATION, :]
v = state[States.ECEF_VELOCITY, :]
vx, vy, vz = v
omega = state[States.ANGULAR_VELOCITY, :]
vroll, vpitch, vyaw = omega
roll_bias, pitch_bias, yaw_bias = state[States.GYRO_BIAS, :]
odo_scale = state[States.ODO_SCALE, :][0,:]
acceleration = state[States.ACCELERATION, :]
imu_angles = state[States.IMU_OFFSET, :]
dt = sp.Symbol('dt')
# calibration and attitude rotation matrices
quat_rot = quat_rotate(*q)
# Got the quat predict equations from here
# A New Quaternion-Based Kalman Filter for
# Real-Time Attitude Estimation Using the Two-Step
# Geometrically-Intuitive Correction Algorithm
A = 0.5 * sp.Matrix([[0, -vroll, -vpitch, -vyaw],
[vroll, 0, vyaw, -vpitch],
[vpitch, -vyaw, 0, vroll],
[vyaw, vpitch, -vroll, 0]])
q_dot = A * q
# Time derivative of the state as a function of state
state_dot = sp.Matrix(np.zeros((dim_state, 1)))
state_dot[States.ECEF_POS, :] = v
state_dot[States.ECEF_ORIENTATION, :] = q_dot
state_dot[States.ECEF_VELOCITY, 0] = quat_rot * acceleration
# Basic descretization, 1st order intergrator
# Can be pretty bad if dt is big
f_sym = state + dt * state_dot
state_err_sym = sp.MatrixSymbol('state_err', dim_state_err, 1)
state_err = sp.Matrix(state_err_sym)
quat_err = state_err[States.ECEF_ORIENTATION_ERR, :]
v_err = state_err[States.ECEF_VELOCITY_ERR, :]
omega_err = state_err[States.ANGULAR_VELOCITY_ERR, :]
acceleration_err = state_err[States.ACCELERATION_ERR, :]
# Time derivative of the state error as a function of state error and state
quat_err_matrix = euler_rotate(quat_err[0], quat_err[1], quat_err[2])
q_err_dot = quat_err_matrix * quat_rot * (omega + omega_err)
state_err_dot = sp.Matrix(np.zeros((dim_state_err, 1)))
state_err_dot[States.ECEF_POS_ERR, :] = v_err
state_err_dot[States.ECEF_ORIENTATION_ERR, :] = q_err_dot
state_err_dot[States.ECEF_VELOCITY_ERR, :] = quat_err_matrix * quat_rot * (acceleration + acceleration_err)
f_err_sym = state_err + dt * state_err_dot
# Observation matrix modifier
H_mod_sym = sp.Matrix(np.zeros((dim_state, dim_state_err)))
H_mod_sym[States.ECEF_POS, States.ECEF_POS_ERR] = np.eye(States.ECEF_POS.stop - States.ECEF_POS.start)
H_mod_sym[States.ECEF_ORIENTATION, States.ECEF_ORIENTATION_ERR] = 0.5 * quat_matrix_r(state[3:7])[:, 1:]
H_mod_sym[States.ECEF_ORIENTATION.stop:, States.ECEF_ORIENTATION_ERR.stop:] = np.eye(dim_state - States.ECEF_ORIENTATION.stop)
# these error functions are defined so that say there
# is a nominal x and true x:
# true x = err_function(nominal x, delta x)
# delta x = inv_err_function(nominal x, true x)
nom_x = sp.MatrixSymbol('nom_x', dim_state, 1)
true_x = sp.MatrixSymbol('true_x', dim_state, 1)
delta_x = sp.MatrixSymbol('delta_x', dim_state_err, 1)
err_function_sym = sp.Matrix(np.zeros((dim_state, 1)))
delta_quat = sp.Matrix(np.ones(4))
delta_quat[1:, :] = sp.Matrix(0.5 * delta_x[States.ECEF_ORIENTATION_ERR, :])
err_function_sym[States.ECEF_POS, :] = sp.Matrix(nom_x[States.ECEF_POS, :] + delta_x[States.ECEF_POS_ERR, :])
err_function_sym[States.ECEF_ORIENTATION, 0] = quat_matrix_r(nom_x[States.ECEF_ORIENTATION, 0]) * delta_quat
err_function_sym[States.ECEF_ORIENTATION.stop:, :] = sp.Matrix(nom_x[States.ECEF_ORIENTATION.stop:, :] + delta_x[States.ECEF_ORIENTATION_ERR.stop:, :])
inv_err_function_sym = sp.Matrix(np.zeros((dim_state_err, 1)))
inv_err_function_sym[States.ECEF_POS_ERR, 0] = sp.Matrix(-nom_x[States.ECEF_POS, 0] + true_x[States.ECEF_POS, 0])
delta_quat = quat_matrix_r(nom_x[States.ECEF_ORIENTATION, 0]).T * true_x[States.ECEF_ORIENTATION, 0]
inv_err_function_sym[States.ECEF_ORIENTATION_ERR, 0] = sp.Matrix(2 * delta_quat[1:])
inv_err_function_sym[States.ECEF_ORIENTATION_ERR.stop:, 0] = sp.Matrix(-nom_x[States.ECEF_ORIENTATION.stop:, 0] + true_x[States.ECEF_ORIENTATION.stop:, 0])
eskf_params = [[err_function_sym, nom_x, delta_x],
[inv_err_function_sym, nom_x, true_x],
H_mod_sym, f_err_sym, state_err_sym]
#
# Observation functions
#
imu_rot = euler_rotate(*imu_angles)
h_gyro_sym = imu_rot * sp.Matrix([vroll + roll_bias,
vpitch + pitch_bias,
vyaw + yaw_bias])
pos = sp.Matrix([x, y, z])
gravity = quat_rot.T * ((EARTH_GM / ((x**2 + y**2 + z**2)**(3.0 / 2.0))) * pos)
h_acc_sym = imu_rot * (gravity + acceleration)
h_phone_rot_sym = sp.Matrix([vroll, vpitch, vyaw])
speed = sp.sqrt(vx**2 + vy**2 + vz**2)
h_speed_sym = sp.Matrix([speed * odo_scale])
h_pos_sym = sp.Matrix([x, y, z])
h_imu_frame_sym = sp.Matrix(imu_angles)
h_relative_motion = sp.Matrix(quat_rot.T * v)
obs_eqs = [[h_speed_sym, ObservationKind.ODOMETRIC_SPEED, None],
[h_gyro_sym, ObservationKind.PHONE_GYRO, None],
[h_phone_rot_sym, ObservationKind.NO_ROT, None],
[h_acc_sym, ObservationKind.PHONE_ACCEL, None],
[h_pos_sym, ObservationKind.ECEF_POS, None],
[h_relative_motion, ObservationKind.CAMERA_ODO_TRANSLATION, None],
[h_phone_rot_sym, ObservationKind.CAMERA_ODO_ROTATION, None],
[h_imu_frame_sym, ObservationKind.IMU_FRAME, None]]
gen_code(generated_dir, name, f_sym, dt, state_sym, obs_eqs, dim_state, dim_state_err, eskf_params)
def __init__(self, generated_dir):
self.dim_state = self.initial_x.shape[0]
self.dim_state_err = self.initial_P_diag.shape[0]
self.obs_noise = {ObservationKind.ODOMETRIC_SPEED: np.atleast_2d(0.2**2),
ObservationKind.PHONE_GYRO: np.diag([0.025**2, 0.025**2, 0.025**2]),
ObservationKind.PHONE_ACCEL: np.diag([.5**2, .5**2, .5**2]),
ObservationKind.CAMERA_ODO_ROTATION: np.diag([0.05**2, 0.05**2, 0.05**2]),
ObservationKind.IMU_FRAME: np.diag([0.05**2, 0.05**2, 0.05**2]),
ObservationKind.NO_ROT: np.diag([0.00025**2, 0.00025**2, 0.00025**2]),
ObservationKind.ECEF_POS: np.diag([5**2, 5**2, 5**2])}
# init filter
self.filter = EKF_sym_pyx(generated_dir, self.name, self.Q, self.initial_x, np.diag(self.initial_P_diag), self.dim_state, self.dim_state_err)
@property
def x(self):
return self.filter.state()
@property
def t(self):
return self.filter.filter_time
@property
def P(self):
return self.filter.covs()
def rts_smooth(self, estimates):
return self.filter.rts_smooth(estimates, norm_quats=True)
def init_state(self, state, covs_diag=None, covs=None, filter_time=None):
if covs_diag is not None:
P = np.diag(covs_diag)
elif covs is not None:
P = covs
else:
P = self.filter.covs()
self.filter.init_state(state, P, filter_time)
def predict_and_observe(self, t, kind, data):
if len(data) > 0:
data = np.atleast_2d(data)
if kind == ObservationKind.CAMERA_ODO_TRANSLATION:
r = self.predict_and_update_odo_trans(data, t, kind)
elif kind == ObservationKind.CAMERA_ODO_ROTATION:
r = self.predict_and_update_odo_rot(data, t, kind)
elif kind == ObservationKind.ODOMETRIC_SPEED:
r = self.predict_and_update_odo_speed(data, t, kind)
else:
r = self.filter.predict_and_update_batch(t, kind, data, self.get_R(kind, len(data)))
# Normalize quats
quat_norm = np.linalg.norm(self.filter.x[3:7, 0])
# Should not continue if the quats behave this weirdly
if not (0.1 < quat_norm < 10):
raise KalmanError("Kalman filter quaternions unstable")
self.filter.x[States.ECEF_ORIENTATION, 0] = self.filter.x[States.ECEF_ORIENTATION, 0] / quat_norm
return r
def get_R(self, kind, n):
obs_noise = self.obs_noise[kind]
dim = obs_noise.shape[0]
R = np.zeros((n, dim, dim))
for i in range(n):
R[i, :, :] = obs_noise
return R
def predict_and_update_odo_speed(self, speed, t, kind):
z = np.array(speed)
R = np.zeros((len(speed), 1, 1))
for i, _ in enumerate(z):
R[i, :, :] = np.diag([0.2**2])
return self.filter.predict_and_update_batch(t, kind, z, R)
def predict_and_update_odo_trans(self, trans, t, kind):
z = trans[:, :3]
R = np.zeros((len(trans), 3, 3))
for i, _ in enumerate(z):
R[i, :, :] = np.diag(trans[i, 3:]**2)
return self.filter.predict_and_update_batch(t, kind, z, R)
def predict_and_update_odo_rot(self, rot, t, kind):
z = rot[:, :3]
R = np.zeros((len(rot), 3, 3))
for i, _ in enumerate(z):
R[i, :, :] = np.diag(rot[i, 3:]**2)
return self.filter.predict_and_update_batch(t, kind, z, R)
if __name__ == "__main__":
generated_dir = sys.argv[2]
LiveKalman.generate_code(generated_dir)