gtsam/examples/ABC_EQF.h

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C++

/**
* @file ABC_EQF.h
* @brief Header file for the Attitude-Bias-Calibration Equivariant Filter
*
* This file contains declarations for the Equivariant Filter (EqF) for attitude estimation
* with both gyroscope bias and sensor extrinsic calibration, based on the paper:
* "Overcoming Bias: Equivariant Filter Design for Biased Attitude Estimation
* with Online Calibration" by Fornasier et al.
* Authors: Darshan Rajasekaran & Jennifer Oum
*/
#ifndef ABC_EQF_H
#define ABC_EQF_H
#pragma once
#include <gtsam/base/Matrix.h>
#include <gtsam/base/Vector.h>
#include <gtsam/geometry/Rot3.h>
#include <gtsam/geometry/Unit3.h>
#include <gtsam/nonlinear/Values.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam/slam/dataset.h>
#include <gtsam/navigation/ImuBias.h>
#include <iostream>
#include <fstream>
#include <string>
#include <vector>
#include <cmath>
#include <functional>
#include <chrono>
#include <numeric> // For std::accumulate
// All implementations are wrapped in this namespace to avoid conflicts
namespace abc_eqf_lib {
using namespace std;
using namespace gtsam;
// Global configuration
// Define coordinate type: "EXPONENTIAL" or "NORMAL"
extern const std::string COORDINATE;
//========================================================================
// Utility Functions
//========================================================================
/// Check if a vector is a unit vector
bool checkNorm(const Vector3& x, double tol = 1e-3);
/// Check if vector contains NaN values
bool hasNaN(const Vector3& vec);
/// Create a block diagonal matrix from two matrices
Matrix blockDiag(const Matrix& A, const Matrix& B);
/// Repeat a block matrix n times along the diagonal
Matrix repBlock(const Matrix& A, int n);
/// Calculate numerical differential
Matrix numericalDifferential(std::function<Vector(const Vector&)> f, const Vector& x);
//========================================================================
// Core Data Types
//========================================================================
/// Direction class as a S2 element
class Direction {
public:
Unit3 d; // Direction (unit vector on S2)
/**
* Initialize direction
* @param d_vec Direction vector (must be unit norm)
*/
Direction(const Vector3& d_vec);
// Accessor methods for vector components
double x() const;
double y() const;
double z() const;
// Check if the direction contains NaN values
bool hasNaN() const;
};
/// Input class for the Biased Attitude System
struct Input {
Vector3 w; /// Angular velocity (3-vector)
Matrix Sigma; /// Noise covariance (6x6 matrix)
static Input random(); /// Random input
Matrix3 W() const { /// Return w as a skew symmetric matrix
return Rot3::Hat(w);
}
static Input create(const Vector3& w, const Matrix& Sigma) { /// Initialize w and Sigma
if (Sigma.rows() != 6 || Sigma.cols() != 6) {
throw std::invalid_argument("Input measurement noise covariance must be 6x6");
}
/// Check positive semi-definite
Eigen::SelfAdjointEigenSolver<Matrix> eigensolver(Sigma);
if (eigensolver.eigenvalues().minCoeff() < -1e-10) {
throw std::invalid_argument("Covariance matrix must be semi-positive definite");
}
return Input{w, Sigma}; // use brace initialization
}
};
/// Measurement class
struct Measurement {
Direction y; /// Measurement direction in sensor frame
Direction d; /// Known direction in global frame
Matrix3 Sigma; /// Covariance matrix of the measurement
int cal_idx = -1; /// Calibration index (-1 for calibrated sensor)
Measurement(const Vector3& y_vec, const Vector3& d_vec,
const Matrix3& Sigma, int i = -1);
};
/// State class representing the state of the Biased Attitude System
class State {
public:
Rot3 R; // Attitude rotation matrix R
Vector3 b; // Gyroscope bias b
std::vector<Rot3> S; // Sensor calibrations S
State(const Rot3& R = Rot3::Identity(),
const Vector3& b = Vector3::Zero(),
const std::vector<Rot3>& S = std::vector<Rot3>());
static State identity(int n);
};
/// Data structure for ground-truth, input and output data
struct Data {
State xi; // Ground-truth state
int n_cal; // Number of calibration states
Input u; // Input measurements
std::vector<Measurement> y; // Output measurements
int n_meas; // Number of measurements
double t; // Time
double dt; // Time step
/**
* Initialize Data
* @param xi Ground-truth state
* @param n_cal Number of calibration states
* @param u Input measurements
* @param y Output measurements
* @param n_meas Number of measurements
* @param t Time
* @param dt Time step
*/
Data(const State& xi, int n_cal, const Input& u,
const std::vector<Measurement>& y, int n_meas,
double t, double dt);
};
//========================================================================
// Symmetry Group
//========================================================================
/**
* Symmetry group (SO(3) |x so(3)) x SO(3) x ... x SO(3)
* Each element of the B list is associated with a calibration state
*/
class G {
public:
Rot3 A; // First SO(3) element
Matrix3 a; // so(3) element (skew-symmetric matrix)
std::vector<Rot3> B; // List of SO(3) elements for calibration
/**
* Initialize the symmetry group G
* @param A SO3 element
* @param a so(3) element (skew symmetric matrix)
* @param B list of SO3 elements
*/
G(const Rot3& A = Rot3::Identity(),
const Matrix3& a = Matrix3::Zero(),
const std::vector<Rot3>& B = std::vector<Rot3>());
/**
* Define the group operation (multiplication)
* @param other Another group element
* @return The product of this and other
*/
G operator*(const G& other) const;
/**
* Return the inverse element of the symmetry group
* @return The inverse of this group element
*/
G inv() const;
/**
* Return the identity of the symmetry group
* @param n Number of calibration elements
* @return The identity element with n calibration components
*/
static G identity(int n);
/**
* Return a group element X given by X = exp(x)
* @param x Vector representation of Lie algebra element
* @return Group element given by the exponential of x
*/
static G exp(const Vector& x);
};
//========================================================================
// Helper Functions for EqF
//========================================================================
/**
* Compute the lift of the system (Theorem 3.8, Equation 7)
* @param xi State
* @param u Input
* @return Lift vector
*/
Vector lift(const State& xi, const Input& u);
/**
* Action of the symmetry group on the state space (Equation 4)
* @param X Group element
* @param xi State
* @return New state after group action
*/
State stateAction(const G& X, const State& xi);
/**
* Action of the symmetry group on the input space (Equation 5)
* @param X Group element
* @param u Input
* @return New input after group action
*/
Input velocityAction(const G& X, const Input& u);
/**
* Action of the symmetry group on the output space (Equation 6)
* @param X Group element
* @param y Direction measurement
* @param idx Calibration index
* @return New direction after group action
*/
Vector3 outputAction(const G& X, const Direction& y, int idx);
/**
* Local coordinates assuming xi_0 = identity (Equation 9)
* @param e State representing equivariant error
* @return Local coordinates
*/
Vector local_coords(const State& e);
/**
* Local coordinates inverse assuming xi_0 = identity
* @param eps Local coordinates
* @return Corresponding state
*/
State local_coords_inv(const Vector& eps);
/**
* Differential of the phi action at E = Id in local coordinates
* @param xi State
* @return Differential matrix
*/
Matrix stateActionDiff(const State& xi);
//========================================================================
// Equivariant Filter (EqF)
//========================================================================
/// Equivariant Filter (EqF) implementation
class EqF {
private:
int dof; // Degrees of freedom
int n_cal; // Number of calibration states
G X_hat; // Filter state
Matrix Sigma; // Error covariance
State xi_0; // Origin state
Matrix Dphi0; // Differential of phi at origin
Matrix InnovationLift; // Innovation lift matrix
/**
* Return the state matrix A0t (Equation 14a)
* @param u Input
* @return State matrix A0t
*/
Matrix stateMatrixA(const Input& u) const;
/**
* Return the state transition matrix Phi (Equation 17)
* @param u Input
* @param dt Time step
* @return State transition matrix Phi
*/
Matrix stateTransitionMatrix(const Input& u, double dt) const;
/**
* Return the Input matrix Bt
* @return Input matrix Bt
*/
Matrix inputMatrixBt() const;
/**
* Return the measurement matrix C0 (Equation 14b)
* @param d Known direction
* @param idx Calibration index
* @return Measurement matrix C0
*/
Matrix measurementMatrixC(const Direction& d, int idx) const;
/**
* Return the measurement output matrix Dt
* @param idx Calibration index
* @return Measurement output matrix Dt
*/
Matrix outputMatrixDt(int idx) const;
public:
/**
* Initialize EqF
* @param Sigma Initial covariance
* @param n Number of calibration states
* @param m Number of sensors
*/
EqF(const Matrix& Sigma, int n, int m);
/**
* Return estimated state
* @return Current state estimate
*/
State stateEstimate() const;
/**
* Propagate the filter state
* @param u Angular velocity measurement
* @param dt Time step
*/
void propagation(const Input& u, double dt);
/**
* Update the filter state with a measurement
* @param y Direction measurement
*/
void update(const Measurement& y);
};
// Global configuration
const std::string COORDINATE = "EXPONENTIAL"; // Denotes how the states are mapped to the vector representations
//========================================================================
// Utility Functions
//========================================================================
/**
* @brief Verifies if a vector has unit norm within tolerance
* @param x 3d vector
* @param tol optional tolerance
* @return Bool indicating that the vector norm is approximately 1
* Uses Vector3 norm() method to calculate vector magnitude
*/
bool checkNorm(const Vector3& x, double tol) {
return abs(x.norm() - 1) < tol || std::isnan(x.norm());
}
/**
* @brief Checks if the input vector has any NaNs
* @param vec A 3-D vector
* @return true if present, false otherwise
*/
bool hasNaN(const Vector3& vec) {
return std::isnan(vec[0]) || std::isnan(vec[1]) || std::isnan(vec[2]);
}
/**
* @brief Creates a block diagonal matrix from input matrices
* @param A Matrix A
* @param B Matrix B
* @return A single consolidated matrix with A in the top left and B in the
* bottom right
* Uses Matrix's rows(), cols(), setZero(), and block() methods
*/
Matrix blockDiag(const Matrix& A, const Matrix& B) {
if (A.size() == 0) {
return B;
} else if (B.size() == 0) {
return A;
} else {
Matrix result(A.rows() + B.rows(), A.cols() + B.cols());
result.setZero();
result.block(0, 0, A.rows(), A.cols()) = A;
result.block(A.rows(), A.cols(), B.rows(), B.cols()) = B;
return result;
}
}
/**
* @brief Creates a block diagonal matrix by repeating a matrix 'n' times
* @param A A matrix
* @param n Number of times to be repeated
* @return Block diag matrix with A repeated 'n' times
* Recursively uses blockDiag() function
*/
Matrix repBlock(const Matrix& A, int n) {
if (n <= 0) return Matrix();
Matrix result = A;
for (int i = 1; i < n; i++) {
result = blockDiag(result, A);
}
return result;
}
/**
* @brief Calculates the Jacobian matrix using central difference approximation
* @param f Vector function f
* @param x The point at which Jacobian is evaluated
* @return Matrix containing numerical partial derivatives of f at x
* Uses Vector's size() and Zero(), Matrix's Zero() and col() methods
*/
Matrix numericalDifferential(std::function<Vector(const Vector&)> f, const Vector& x) {
double h = 1e-6;
Vector fx = f(x);
int n = fx.size();
int m = x.size();
Matrix Df = Matrix::Zero(n, m);
for (int j = 0; j < m; j++) {
Vector ej = Vector::Zero(m);
ej(j) = 1.0;
Vector fplus = f(x + h * ej);
Vector fminus = f(x - h * ej);
Df.col(j) = (fplus - fminus) / (2*h);
}
return Df;
}
//========================================================================
// Direction Class Implementation
//========================================================================
/**
* @brief Initializes a direction object vector from a provided 3D vector input
* @param d_vec A 3-D vector that should have a unit norm(This represents a
* direction in 3D space) Uses Unit3's constructor which normalizes vectors
*/
Direction::Direction(const Vector3& d_vec) : d(d_vec) {
if (!checkNorm(d_vec)) {
throw std::invalid_argument("Direction must be a unit vector");
}
}
/** Access the individual components of the direction vector defined above using this methods below
* Uses the Unit3 object from GTSAM to compute the components
*/
double Direction::x() const {
return d.unitVector()[0];
}
double Direction::y() const {
return d.unitVector()[1];
}
double Direction::z() const {
return d.unitVector()[2];
}
bool Direction::hasNaN() const {
Vector3 vec = d.unitVector();
return std::isnan(vec[0]) || std::isnan(vec[1]) || std::isnan(vec[2]);
}
//========================================================================
// Input Class Implementation
//========================================================================
/**
* @brief Constructs an input object using the Angular velocity vector and the
* covariance matrix
* @param w Angular vector
* @param Sigma 6X6 covariance matrix
* Uses Matrix's rows(), cols() and Eigen's SelfAdjointEigenSolver
*/
// Input::Input(const Vector3& w, const Matrix& Sigma) : w(w), Sigma(Sigma) {
// if (Sigma.rows() != 6 || Sigma.cols() != 6) {
// throw std::invalid_argument("Input measurement noise covariance must be 6x6");
// }
//
// // Check positive semi-definite
// Eigen::SelfAdjointEigenSolver<Matrix> eigensolver(Sigma);
// if (eigensolver.eigenvalues().minCoeff() < -1e-10) {
// throw std::invalid_argument("Covariance matrix must be semi-positive definite");
// }
// }
/**
*
* @return 3X3 skey symmetric matrix when called
* Uses Rot3's Hat() to create skew-symmetric matrix
*/
// Matrix3 Input::W() const {
// return Rot3::Hat(w);
// }
//========================================================================
// Measurement Class Implementation
//========================================================================
/**
* @brief Constructs measurement with directions and covariance.
* @param y_vec A 3D vector representing the measured direction in the sensor frame
* @param d_vec A 3D vector representing the known reference direction in the global frame aka ground truth direction
* @param Sigma 3x3 positive definite covariance vector representing the uncertainty in the measurements
* @param i Calibration index - A non-negative integer specifies the element in the calibration vector
* that corresponds to the sensor of interest. A value of -1 indicates that all the sensors have been calibrated
*
* Creates a measurement object that stores the measured direction(y), reference direction(d), measurement noise covariance(Sigma)
* and Calibration Index cal_idx
*
* Uses Eigen's SelfAdjointEigenSolver
*
*/
Measurement::Measurement(const Vector3& y_vec, const Vector3& d_vec,
const Matrix3& Sigma, int i)
: y(y_vec), d(d_vec), Sigma(Sigma), cal_idx(i) {
// Check positive semi-definite
Eigen::SelfAdjointEigenSolver<Matrix3> eigensolver(Sigma);
if (eigensolver.eigenvalues().minCoeff() < -1e-10) {
throw std::invalid_argument("Covariance matrix must be semi-positive definite");
}
}
//========================================================================
// State Class Implementation
//========================================================================
/**
*
* @param R Rot3 (Attitude)
* @param b Vector (Bias)
* @param S Vector (Rot 3 calibration states)
* Combines the navigation and the calibration states together and provides a
* mechanism to represent the complete system
*
*/
State::State(const Rot3& R, const Vector3& b, const std::vector<Rot3>& S)
: R(R), b(b), S(S) {}
/**
*
* @param n Number of Calibration states
* @return State object intitialized to identity
* Creates a default/ initial state
* Uses GTSAM's Rot3::identity and Vector3 zero function
*/
State State::identity(int n) {
std::vector<Rot3> calibrations(n, Rot3::Identity());
return State(Rot3::Identity(), Vector3::Zero(), calibrations);
}
//========================================================================
// Data Struct Implementation
//========================================================================
/**
*
* @param xi Ground Truth state
* @param n_cal Number of calibration states
* @param u Input measurements
* @param y Vector of y measurements
* @param n_meas number of measurements
* @param t timestamp
* @param dt time step
* Used to organize the state, input and measurement data with timestamps for
* testing Uses Rot3, Vector 3 and Unit3 classes
*/
Data::Data(const State& xi, int n_cal, const Input& u,
const std::vector<Measurement>& y, int n_meas,
double t, double dt)
: xi(xi), n_cal(n_cal), u(u), y(y), n_meas(n_meas), t(t), dt(dt) {}
//========================================================================
// Symmetry Group Implementation - Group Elements and actions
//========================================================================
/**
*
* @param A Attitude element of Rot3 type
* @param a Matrix3 bias element
* @param B Rot3 vector containing calibration elements
* Ouptuts a G object using Rot3 for rotation representation
*/
G::G(const Rot3& A, const Matrix3& a, const std::vector<Rot3>& B)
: A(A), a(a), B(B) {}
/**
* Defines the group operation (multiplication)
* @param other Another Group element
* @return G a product of two group elements
* Uses Rot3 Hat, Rot3 Vee for multiplication
*
*/
G G::operator*(const G& other) const {
if (B.size() != other.B.size()) {
throw std::invalid_argument("Group elements must have the same number of calibration elements");
}
std::vector<Rot3> new_B;
for (size_t i = 0; i < B.size(); i++) {
new_B.push_back(B[i] * other.B[i]);
}
return G(A * other.A,
a + Rot3::Hat(A.matrix() * Rot3::Vee(other.a)),
new_B);
}
/**
* Used to compute the Group inverse
* @return The inverse of group element
* Uses Rot3 inverse, Rot3 matrix, hat and vee functions
* The left invariant property of the semi-direct product group structure is implemented here by using the -ve sign
*/
G G::inv() const {
Matrix3 A_inv = A.inverse().matrix();
std::vector<Rot3> B_inv;
for (const auto& b : B) {
B_inv.push_back(b.inverse());
}
return G(A.inverse(),
-Rot3::Hat(A_inv * Rot3::Vee(a)),
B_inv);
}
/**
* Creates the identity element of the group
* @param n Number of calibration elements
* @return the identity element
* Uses Rot3 Identity and Matrix zero
*/
G G::identity(int n) {
std::vector<Rot3> B(n, Rot3::Identity());
return G(Rot3::Identity(), Matrix3::Zero(), B);
}
/**
* Maps the tangent space elements to the group
* @param x Vector in lie algebra
* @return the group element G
* Uses Rot3 expmap and Expmapderivative function
*/
G G::exp(const Vector& x) {
if (x.size() < 6 || x.size() % 3 != 0) {
throw std::invalid_argument("Wrong size, a vector with size multiple of 3 and at least 6 must be provided");
}
int n = (x.size() - 6) / 3;
Rot3 A = Rot3::Expmap(x.head<3>());
Vector3 a_vee = Rot3::ExpmapDerivative(-x.head<3>()) * x.segment<3>(3);
Matrix3 a = Rot3::Hat(a_vee);
std::vector<Rot3> B;
for (int i = 0; i < n; i++) {
B.push_back(Rot3::Expmap(x.segment<3>(6 + 3*i)));
}
return G(A, a, B);
}
//========================================================================
// Helper Functions Implementation
//========================================================================
/**
* Maps system dynamics to the symmetry group
* @param xi State
* @param u Input
* @return Lifted input in Lie Algebra
* Uses Vector zero & Rot3 inverse, matrix functions
*/
Vector lift(const State& xi, const Input& u) {
int n = xi.S.size();
Vector L = Vector::Zero(6 + 3 * n);
// First 3 elements
L.head<3>() = u.w - xi.b;
// Next 3 elements
L.segment<3>(3) = -u.W() * xi.b;
// Remaining elements
for (int i = 0; i < n; i++) {
L.segment<3>(6 + 3*i) = xi.S[i].inverse().matrix() * L.head<3>();
}
return L;
}
/**
* Implements group actions on the states
* @param X A symmetry group element G consisting of the attitude, bias and the
* calibration components X.a -> Rotation matrix containing the attitude X.b ->
* A skew-symmetric matrix representing bias X.B -> A vector of Rotation
* matrices for the calibration components
* @param xi State object
* xi.R -> Attitude (Rot3)
* xi.b -> Gyroscope Bias(Vector 3)
* xi.S -> Vector of calibration matrices(Rot3)
* @return Transformed state
* Uses the Rot3 inverse and Vee functions
*/
State stateAction(const G& X, const State& xi) {
if (xi.S.size() != X.B.size()) {
throw std::invalid_argument("Number of calibration states and B elements must match");
}
std::vector<Rot3> new_S;
for (size_t i = 0; i < X.B.size(); i++) {
new_S.push_back(X.A.inverse() * xi.S[i] * X.B[i]);
}
return State(xi.R * X.A,
X.A.inverse().matrix() * (xi.b - Rot3::Vee(X.a)),
new_S);
}
/**
* Transforms the angular velocity measurements b/w frames
* @param X A symmetry group element X with the components
* @param u Inputs
* @return Transformed inputs
* Uses Rot3 Inverse, matrix and Vee functions and is critical for maintaining
* the input equivariance
*/
Input velocityAction(const G& X, const Input& u) {
return Input{X.A.inverse().matrix() * (u.w - Rot3::Vee(X.a)), u.Sigma};
}
/**
* Transforms the Direction measurements based on the calibration type ( Eqn 6)
* @param X Group element X
* @param y Direction measurement y
* @param idx Calibration index
* @return Transformed direction
* Uses Rot3 inverse, matric and Unit3 unitvector functions
*/
Vector3 outputAction(const G& X, const Direction& y, int idx) {
if (idx == -1) {
return X.A.inverse().matrix() * y.d.unitVector();
} else {
if (idx >= static_cast<int>(X.B.size())) {
throw std::out_of_range("Calibration index out of range");
}
return X.B[idx].inverse().matrix() * y.d.unitVector();
}
}
/**
* Maps the error states to vector representations through exponential
* coordinates
* @param e error state
* @return Vector with local coordinates
* Uses Rot3 logamo for mapping rotations to the tangent space
*/
Vector local_coords(const State& e) {
if (COORDINATE == "EXPONENTIAL") {
Vector eps(6 + 3 * e.S.size());
// First 3 elements
eps.head<3>() = Rot3::Logmap(e.R);
// Next 3 elements
eps.segment<3>(3) = e.b;
// Remaining elements
for (size_t i = 0; i < e.S.size(); i++) {
eps.segment<3>(6 + 3*i) = Rot3::Logmap(e.S[i]);
}
return eps;
} else if (COORDINATE == "NORMAL") {
throw std::runtime_error("Normal coordinate representation is not implemented yet");
} else {
throw std::invalid_argument("Invalid coordinate representation");
}
}
/**
* Used to convert the vectorized errors back to state space
* @param eps Local coordinates in the exponential parameterization
* @return State object corresponding to these coordinates
* Uses Rot3 expmap through the G::exp() function
*/
State local_coords_inv(const Vector& eps) {
G X = G::exp(eps);
if (COORDINATE == "EXPONENTIAL") {
std::vector<Rot3> S = X.B;
return State(X.A, eps.segment<3>(3), S);
} else if (COORDINATE == "NORMAL") {
throw std::runtime_error("Normal coordinate representation is not implemented yet");
} else {
throw std::invalid_argument("Invalid coordinate representation");
}
}
/**
* Computes the differential of a state action at the identity of the symmetry
* group
* @param xi State object Xi representing the point at which to evaluate the
* differential
* @return A matrix representing the jacobian of the state action
* Uses numericalDifferential, and Rot3 expmap, logmap
*/
Matrix stateActionDiff(const State& xi) {
std::function<Vector(const Vector&)> coordsAction =
[&xi](const Vector& U) {
return local_coords(stateAction(G::exp(U), xi));
};
Vector zeros = Vector::Zero(6 + 3 * xi.S.size());
Matrix differential = numericalDifferential(coordsAction, zeros);
return differential;
}
//========================================================================
// Equivariant Filter (EqF) Implementation
//========================================================================
/**
* Initializes the EqF with state dimension validation and computes lifted
* innovation mapping
* @param Sigma Initial covariance
* @param n Number of calibration states
* @param m Number of sensors
* Uses SelfAdjointSolver, completeOrthoganalDecomposition().pseudoInverse()
*/
EqF::EqF(const Matrix& Sigma, int n, int m)
: dof(6 + 3 * n), n_cal(n), X_hat(G::identity(n)),
Sigma(Sigma), xi_0(State::identity(n)) {
if (Sigma.rows() != dof || Sigma.cols() != dof) {
throw std::invalid_argument("Initial covariance dimensions must match the degrees of freedom");
}
// Check positive semi-definite
Eigen::SelfAdjointEigenSolver<Matrix> eigensolver(Sigma);
if (eigensolver.eigenvalues().minCoeff() < -1e-10) {
throw std::invalid_argument("Covariance matrix must be semi-positive definite");
}
if (n < 0) {
throw std::invalid_argument("Number of calibration states must be non-negative");
}
if (m <= 1) {
throw std::invalid_argument("Number of direction sensors must be at least 2");
}
// Compute differential of phi
Dphi0 = stateActionDiff(xi_0);
InnovationLift = Dphi0.completeOrthogonalDecomposition().pseudoInverse();
}
/**
* Computes the internal group state to a physical state estimate
* @return Current state estimate
*/
State EqF::stateEstimate() const {
return stateAction(X_hat, xi_0);
}
/**
* Implements the prediction step of the EqF using system dynamics and
* covariance propagation and advances the filter state by symmtery-preserving
* dynamics.Uses a Lie group integrator scheme for discrete time propagation
* @param u Angular velocity measurements
* @param dt time steps
* Updated internal state and covariance
*/
void EqF::propagation(const Input& u, double dt) {
State state_est = stateEstimate();
Vector L = lift(state_est, u);
Matrix Phi_DT = stateTransitionMatrix(u, dt);
Matrix Bt = inputMatrixBt();
Matrix tempSigma = blockDiag(u.Sigma,
repBlock(1e-9 * Matrix3::Identity(), n_cal));
Matrix M_DT = (Bt * tempSigma * Bt.transpose()) * dt;
X_hat = X_hat * G::exp(L * dt);
Sigma = Phi_DT * Sigma * Phi_DT.transpose() + M_DT;
}
/**
* Implements the correction step of the filter using discrete measurements
* Computes the measurement residual, Kalman gain and the updates both the state
* and covariance
*
* @param y Measurements
*/
void EqF::update(const Measurement& y) {
if (y.cal_idx > n_cal) {
throw std::invalid_argument("Calibration index out of range");
}
// Get vector representations for checking
Vector3 y_vec = y.y.d.unitVector();
Vector3 d_vec = y.d.d.unitVector();
// Skip update if any NaN values are present
if (std::isnan(y_vec[0]) || std::isnan(y_vec[1]) || std::isnan(y_vec[2]) ||
std::isnan(d_vec[0]) || std::isnan(d_vec[1]) || std::isnan(d_vec[2])) {
return; // Skip this measurement
}
Matrix Ct = measurementMatrixC(y.d, y.cal_idx);
Vector3 action_result = outputAction(X_hat.inv(), y.y, y.cal_idx);
Vector3 delta_vec = Rot3::Hat(y.d.d.unitVector()) * action_result;
Matrix Dt = outputMatrixDt(y.cal_idx);
Matrix S = Ct * Sigma * Ct.transpose() + Dt * y.Sigma * Dt.transpose();
Matrix K = Sigma * Ct.transpose() * S.inverse();
Vector Delta = InnovationLift * K * delta_vec;
X_hat = G::exp(Delta) * X_hat;
Sigma = (Matrix::Identity(dof, dof) - K * Ct) * Sigma;
}
/**
* Computes linearized continuous time state matrix
* @param u Angular velocity
* @return Linearized state matrix
* Uses Matrix zero and Identity functions
*/
Matrix EqF::stateMatrixA(const Input& u) const {
Matrix3 W0 = velocityAction(X_hat.inv(), u).W();
Matrix A1 = Matrix::Zero(6, 6);
if (COORDINATE == "EXPONENTIAL") {
A1.block<3, 3>(0, 3) = -Matrix3::Identity();
A1.block<3, 3>(3, 3) = W0;
Matrix A2 = repBlock(W0, n_cal);
return blockDiag(A1, A2);
} else if (COORDINATE == "NORMAL") {
throw std::runtime_error("Normal coordinate representation is not implemented yet");
} else {
throw std::invalid_argument("Invalid coordinate representation");
}
}
/**
* Computes the discrete time state transition matrix
* @param u Angular velocity
* @param dt time step
* @return State transition matrix in discrete time
*/
Matrix EqF::stateTransitionMatrix(const Input& u, double dt) const {
Matrix3 W0 = velocityAction(X_hat.inv(), u).W();
Matrix Phi1 = Matrix::Zero(6, 6);
Matrix3 Phi12 = -dt * (Matrix3::Identity() + (dt / 2) * W0 + ((dt*dt) / 6) * W0 * W0);
Matrix3 Phi22 = Matrix3::Identity() + dt * W0 + ((dt*dt) / 2) * W0 * W0;
if (COORDINATE == "EXPONENTIAL") {
Phi1.block<3, 3>(0, 0) = Matrix3::Identity();
Phi1.block<3, 3>(0, 3) = Phi12;
Phi1.block<3, 3>(3, 3) = Phi22;
Matrix Phi2 = repBlock(Phi22, n_cal);
return blockDiag(Phi1, Phi2);
} else if (COORDINATE == "NORMAL") {
throw std::runtime_error("Normal coordinate representation is not implemented yet");
} else {
throw std::invalid_argument("Invalid coordinate representation");
}
}
/**
* Computes the input uncertainty propagation matrix
* @return
* Uses the blockdiag matrix
*/
Matrix EqF::inputMatrixBt() const {
if (COORDINATE == "EXPONENTIAL") {
Matrix B1 = blockDiag(X_hat.A.matrix(), X_hat.A.matrix());
Matrix B2;
for (const auto& B : X_hat.B) {
if (B2.size() == 0) {
B2 = B.matrix();
} else {
B2 = blockDiag(B2, B.matrix());
}
}
return blockDiag(B1, B2);
} else if (COORDINATE == "NORMAL") {
throw std::runtime_error("Normal coordinate representation is not implemented yet");
} else {
throw std::invalid_argument("Invalid coordinate representation");
}
}
/**
* Computes the linearized measurement matrix. The structure depends on whether
* the sensor has a calibration state
* @param d reference direction
* @param idx Calibration index
* @return Measurement matrix
* Uses the matrix zero, Rot3 hat and the Unitvector functions
*/
Matrix EqF::measurementMatrixC(const Direction& d, int idx) const {
Matrix Cc = Matrix::Zero(3, 3 * n_cal);
// If the measurement is related to a sensor that has a calibration state
if (idx >= 0) {
// Set the correct 3x3 block in Cc
Cc.block<3, 3>(0, 3 * idx) = Rot3::Hat(d.d.unitVector());
}
Matrix3 wedge_d = Rot3::Hat(d.d.unitVector());
// Create the combined matrix
Matrix temp(3, 6 + 3 * n_cal);
temp.block<3, 3>(0, 0) = wedge_d;
temp.block<3, 3>(0, 3) = Matrix3::Zero();
temp.block(0, 6, 3, 3 * n_cal) = Cc;
return wedge_d * temp;
}
/**
* Computes the measurement uncertainty propagation matrix
* @param idx Calibration index
* @return Returns B[idx] for calibrated sensors, A for uncalibrated
*/
Matrix EqF::outputMatrixDt(int idx) const {
// If the measurement is related to a sensor that has a calibration state
if (idx >= 0) {
if (idx >= static_cast<int>(X_hat.B.size())) {
throw std::out_of_range("Calibration index out of range");
}
return X_hat.B[idx].matrix();
} else {
return X_hat.A.matrix();
}
}
} // namespace abc_eqf_lib
#endif // ABC_EQF_H