Docs with o4-mini
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/**
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* @file LIEKF_NavstateExample.cpp
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* @brief A left invariant Extended Kalman Filter example using the LIEKF
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* on NavState using IMU/GPS measurements.
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*
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* This example uses the templated LIEKF class to estimate the state of
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* an object using IMU/GPS measurements. The prediction stage of the LIEKF uses
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* a generic dynamics function to predict the state. This simulates a navigation
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* state of (pose, velocity, position)
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*
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* @date Apr 25, 2025
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* @author Scott Baker
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* @author Matt Kielo
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* @author Frank Dellaert
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* @brief Example of a Left-Invariant Extended Kalman Filter on NavState
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* using IMU (predict) and GPS (update) measurements.
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* @date April 25, 2025
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* @authors Scott Baker, Matt Kielo, Frank Dellaert
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*/
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#include <gtsam/base/Matrix.h>
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#include <gtsam/base/OptionalJacobian.h>
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#include <gtsam/navigation/NavState.h>
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#include <gtsam/nonlinear/LIEKF.h>
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@ -32,85 +27,85 @@
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using namespace std;
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using namespace gtsam;
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// Define a dynamics function.
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// The dynamics function for NavState returns a result vector of
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// size 9 of [angular_velocity, 0, 0, 0, linear_acceleration] as well as
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// a Jacobian of the dynamics function with respect to the state X.
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// Since this is a left invariant EKF, the error dynamics do not rely on the
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// state
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/**
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* @brief Left-invariant dynamics for NavState.
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* @param X Current state (unused for left-invariant error dynamics).
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* @param imu 6×1 vector [a; ω]: linear accel (first 3) and angular vel (last
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* 3).
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* @param H Optional 9×9 Jacobian w.r.t. X (always zero here).
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* @return 9×1 tangent: [ω; 0₃; a].
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*/
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Vector9 dynamics(const NavState& X, const Vector6& imu,
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OptionalJacobian<9, 9> H = {}) {
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const auto a = imu.head<3>();
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const auto w = imu.tail<3>();
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Vector9 result;
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result << w, Z_3x1, a;
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if (H) {
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*H = Matrix::Zero(9, 9);
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}
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return result;
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auto a = imu.head<3>();
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auto w = imu.tail<3>();
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Vector9 xi;
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xi << w, Vector3::Zero(), a;
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if (H) *H = Matrix9::Zero();
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return xi;
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}
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// define a GPS measurement processor. The GPS measurement processor returns
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// the expected measurement h(x) = translation of X with a Jacobian H used in
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// the update stage of the LIEKF.
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/**
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* @brief GPS measurement model: returns position and its Jacobian.
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* @param X Current state.
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* @param H Optional 3×9 Jacobian w.r.t. X.
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* @return 3×1 position vector.
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*/
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Vector3 h_gps(const NavState& X, OptionalJacobian<3, 9> H = {}) {
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if (H) *H << Z_3x3, Z_3x3, X.R();
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if (H) {
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// H = [ 0₃×3, 0₃×3, R ]
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*H << Z_3x3, Z_3x3, X.R();
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}
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return X.t();
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}
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int main() {
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// Initialize the filter's state, covariance, and time interval values.
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// Initial state, covariance, and time step
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NavState X0;
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Matrix9 P0 = Matrix9::Identity() * 0.1;
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double dt = 1.0;
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// Create the filter with the initial state, covariance, and dynamics and
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// measurement functions.
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// Create the filter with the initial state and covariance.
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LIEKF<NavState> ekf(X0, P0);
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// Create the process covariance and measurement covariance matrices Q and R.
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// Process & measurement noise
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Matrix9 Q = Matrix9::Identity() * 0.01;
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Matrix3 R = Matrix3::Identity() * 0.5;
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// Create the IMU measurements of the form (linear_acceleration,
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// angular_velocity)
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Vector6 imu1, imu2;
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imu1 << 0.0, 0.0, 0.0, 0.0, 0.0, 0.0;
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imu2 << 0.0, 0.0, 0.0, 0.0, 0.0, 0.0;
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imu1 << 0.1, 0.0, 0.0, 0.0, 0.2, 0.0;
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imu2 << 0.0, 0.3, 0.0, 0.4, 0.0, 0.0;
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// Create the GPS measurements of the form (px, py, pz)
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Vector3 z1, z2;
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z1 << 0.0, 0.0, 0.0;
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z2 << 0.0, 0.0, 0.0;
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z1 << 0.3, 0.0, 0.0;
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z2 << 0.6, 0.0, 0.0;
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// Run the predict and update stages, and print their results.
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cout << "\nInitialization:\n";
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cout << "X0: " << ekf.state() << endl;
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cout << "P0: " << ekf.covariance() << endl;
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cout << "=== Initialization ===\n"
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<< "X0: " << ekf.state() << "\n"
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<< "P0: " << ekf.covariance() << "\n\n";
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// First prediction stage
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ekf.predict(dynamics, imu1, dt, Q);
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cout << "\nFirst Prediction:\n";
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cout << "X: " << ekf.state() << endl;
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cout << "P: " << ekf.covariance() << endl;
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cout << "--- After first predict ---\n"
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<< "X: " << ekf.state() << "\n"
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<< "P: " << ekf.covariance() << "\n\n";
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// First update stage
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ekf.update(h_gps, z1, R);
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cout << "\nFirst Update:\n";
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cout << "X: " << ekf.state() << endl;
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cout << "P: " << ekf.covariance() << endl;
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cout << "--- After first update ---\n"
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<< "X: " << ekf.state() << "\n"
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<< "P: " << ekf.covariance() << "\n\n";
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// Second prediction stage
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ekf.predict(dynamics, imu2, dt, Q);
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cout << "\nSecond Prediction:\n";
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cout << "X: " << ekf.state() << endl;
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cout << "P: " << ekf.covariance() << endl;
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cout << "--- After second predict ---\n"
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<< "X: " << ekf.state() << "\n"
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<< "P: " << ekf.covariance() << "\n\n";
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// Second update stage
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ekf.update(h_gps, z2, R);
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cout << "\nSecond Update:\n";
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cout << "X: " << ekf.state() << endl;
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cout << "P: " << ekf.covariance() << endl;
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cout << "--- After second update ---\n"
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<< "X: " << ekf.state() << "\n"
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<< "P: " << ekf.covariance() << "\n";
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return 0;
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}
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}
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