-
Notifications
You must be signed in to change notification settings - Fork 367
/
Extended-Kalman-Filter-CTRV.py
745 lines (522 loc) · 21.9 KB
/
Extended-Kalman-Filter-CTRV.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
# coding: utf-8
# In[1]:
import numpy as np
get_ipython().magic(u'matplotlib inline')
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
from scipy.stats import norm
from sympy import Symbol, symbols, Matrix, sin, cos
from sympy import init_printing
init_printing(use_latex=True)
# # Extended Kalman Filter Implementation for Constant Turn Rate and Velocity (CTRV) Vehicle Model in Python
#
# ![Extended Kalman Filter Step](Extended-Kalman-Filter-Step.png)
# [Wikipedia](http://en.wikipedia.org/wiki/Extended_Kalman_filter) writes: In the extended Kalman filter, the state transition and observation models need not be linear functions of the state but may instead be differentiable functions.
#
# $\boldsymbol{x}_{k} = g(\boldsymbol{x}_{k-1}, \boldsymbol{u}_{k-1}) + \boldsymbol{w}_{k-1}$
#
# $\boldsymbol{z}_{k} = h(\boldsymbol{x}_{k}) + \boldsymbol{v}_{k}$
#
# Where $w_k$ and $v_k$ are the process and observation noises which are both assumed to be zero mean Multivariate Gaussian noises with covariance matrix $Q$ and $R$ respectively.
#
# The function $g$ can be used to compute the predicted state from the previous estimate and similarly the function $h$ can be used to compute the predicted measurement from the predicted state. However, $g$ and $h$ cannot be applied to the covariance directly. Instead a matrix of partial derivatives (the Jacobian matrix) is computed.
#
# At each time step, the Jacobian is evaluated with current predicted states. These matrices can be used in the Kalman filter equations. This process essentially linearizes the non-linear function around the current estimate.
# ## State Vector - Constant Turn Rate and Velocity Vehicle Model (CTRV)
#
# Situation covered: You have a velocity sensor, which measures the vehicle speed ($v$) in heading direction ($\psi$) and a yaw rate sensor ($\dot \psi$) which both have to fused with the position ($x$ & $y$) from a GPS sensor.
# Constant Turn Rate, Constant Velocity Model for a vehicle ![CTRV Model](CTRV-Model.png)
#
# $$x_k= \left[ \matrix{ x \\ y \\ \psi \\ v \\ \dot\psi} \right] = \left[ \matrix{ \text{Position X} \\ \text{Position Y} \\ \text{Heading} \\ \text{Velocity} \\ \text{Yaw Rate}} \right]$$
# In[2]:
numstates=5 # States
# We have different frequency of sensor readings.
# In[3]:
dt = 1.0/50.0 # Sample Rate of the Measurements is 50Hz
dtGPS=1.0/10.0 # Sample Rate of GPS is 10Hz
# ### Developing the math behind dynamic model
#
# All symbolic calculations are made with [Sympy](http://nbviewer.ipython.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-5-Sympy.ipynb). Thanks!
# In[4]:
vs, psis, dpsis, dts, xs, ys, lats, lons = symbols('v \psi \dot\psi T x y lat lon')
gs = Matrix([[xs+(vs/dpsis)*(sin(psis+dpsis*dts)-sin(psis))],
[ys+(vs/dpsis)*(-cos(psis+dpsis*dts)+cos(psis))],
[psis+dpsis*dts],
[vs],
[dpsis]])
state = Matrix([xs,ys,psis,vs,dpsis])
# ## Dynamic Function $g$
#
# This formulas calculate how the state is evolving from one to the next time step
# In[5]:
gs
# ### Calculate the Jacobian of the Dynamic function $g$ with respect to the state vector $x$
# In[6]:
state
# In[7]:
gs.jacobian(state)
# It has to be computed on every filter step because it consists of state variables!
#
# To Sympy Team: A `.to_python` and `.to_c` and `.to_matlab` whould be nice to generate code, like it already works with `print latex()`.
# ## Initial Uncertainty $P_0$
#
# Initialized with $0$ means you are pretty sure where the vehicle starts
# In[8]:
P = np.diag([1000.0, 1000.0, 1000.0, 1000.0, 1000.0])
print(P, P.shape)
# In[9]:
fig = plt.figure(figsize=(5, 5))
im = plt.imshow(P, interpolation="none", cmap=plt.get_cmap('binary'))
plt.title('Initial Covariance Matrix $P$')
ylocs, ylabels = plt.yticks()
# set the locations of the yticks
plt.yticks(np.arange(6))
# set the locations and labels of the yticks
plt.yticks(np.arange(5),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
xlocs, xlabels = plt.xticks()
# set the locations of the yticks
plt.xticks(np.arange(6))
# set the locations and labels of the yticks
plt.xticks(np.arange(5),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
plt.xlim([-0.5,4.5])
plt.ylim([4.5, -0.5])
from mpl_toolkits.axes_grid1 import make_axes_locatable
divider = make_axes_locatable(plt.gca())
cax = divider.append_axes("right", "5%", pad="3%")
plt.colorbar(im, cax=cax)
plt.tight_layout()
# ## Process Noise Covariance Matrix $Q$
#
# "*The state uncertainty model models the disturbances which excite the linear system. Conceptually, it estimates how bad things can get when the system is run open loop for a given period of time.*" - Kelly, A. (1994). A 3D state space formulation of a navigation Kalman filter for autonomous vehicles, (May). Retrieved from http://oai.dtic.mil/oai/oai?verb=getRecord&metadataPrefix=html&identifier=ADA282853
# In[10]:
sGPS = 0.5*8.8*dt**2 # assume 8.8m/s2 as maximum acceleration, forcing the vehicle
sCourse = 0.1*dt # assume 0.1rad/s as maximum turn rate for the vehicle
sVelocity= 8.8*dt # assume 8.8m/s2 as maximum acceleration, forcing the vehicle
sYaw = 1.0*dt # assume 1.0rad/s2 as the maximum turn rate acceleration for the vehicle
Q = np.diag([sGPS**2, sGPS**2, sCourse**2, sVelocity**2, sYaw**2])
print(Q, Q.shape)
# In[11]:
fig = plt.figure(figsize=(5, 5))
im = plt.imshow(Q, interpolation="none", cmap=plt.get_cmap('binary'))
plt.title('Process Noise Covariance Matrix $Q$')
ylocs, ylabels = plt.yticks()
# set the locations of the yticks
plt.yticks(np.arange(8))
# set the locations and labels of the yticks
plt.yticks(np.arange(7),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
xlocs, xlabels = plt.xticks()
# set the locations of the yticks
plt.xticks(np.arange(8))
# set the locations and labels of the yticks
plt.xticks(np.arange(7),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
plt.xlim([-0.5,4.5])
plt.ylim([4.5, -0.5])
from mpl_toolkits.axes_grid1 import make_axes_locatable
divider = make_axes_locatable(plt.gca())
cax = divider.append_axes("right", "5%", pad="3%")
plt.colorbar(im, cax=cax);
# ## Real Measurements
# In[12]:
#path = './../RaspberryPi-CarPC/TinkerDataLogger/DataLogs/2014/'
datafile = '2014-03-26-000-Data.csv'
date, time, millis, ax, ay, az, rollrate, pitchrate, yawrate, roll, pitch, yaw, speed, course, latitude, longitude, altitude, pdop, hdop, vdop, epe, fix, satellites_view, satellites_used, temp = np.loadtxt(datafile, delimiter=',', unpack=True,
converters={1: mdates.strpdate2num('%H%M%S%f'),
0: mdates.strpdate2num('%y%m%d')},
skiprows=1)
print('Read \'%s\' successfully.' % datafile)
# A course of 0° means the Car is traveling north bound
# and 90° means it is traveling east bound.
# In the Calculation following, East is Zero and North is 90°
# We need an offset.
course =(-course+90.0)
# ## Measurement Function $h$
#
# Matrix $J_H$ is the Jacobian of the Measurement function $h$ with respect to the state. Function $h$ can be used to compute the predicted measurement from the predicted state.
#
# If a GPS measurement is available, the following function maps the state to the measurement.
# In[13]:
hs = Matrix([[xs],
[ys],
[vs],
[dpsis]])
hs
# In[14]:
JHs=hs.jacobian(state)
JHs
# If no GPS measurement is available, simply set the corresponding values in $J_h$ to zero.
# ## Measurement Noise Covariance $R$
#
# "In practical use, the uncertainty estimates take on the significance of relative weights of state estimates and measurements. So it is not so much important that uncertainty is absolutely correct as it is that it be relatively consistent across all models" - Kelly, A. (1994). A 3D state space formulation of a navigation Kalman filter for autonomous vehicles, (May). Retrieved from http://oai.dtic.mil/oai/oai?verb=getRecord&metadataPrefix=html&identifier=ADA282853
# In[15]:
varGPS = 6.0 # Standard Deviation of GPS Measurement
varspeed = 1.0 # Variance of the speed measurement
varyaw = 0.1 # Variance of the yawrate measurement
R = np.matrix([[varGPS**2, 0.0, 0.0, 0.0],
[0.0, varGPS**2, 0.0, 0.0],
[0.0, 0.0, varspeed**2, 0.0],
[0.0, 0.0, 0.0, varyaw**2]])
print(R, R.shape)
# In[16]:
fig = plt.figure(figsize=(4.5, 4.5))
im = plt.imshow(R, interpolation="none", cmap=plt.get_cmap('binary'))
plt.title('Measurement Noise Covariance Matrix $R$')
ylocs, ylabels = plt.yticks()
# set the locations of the yticks
plt.yticks(np.arange(5))
# set the locations and labels of the yticks
plt.yticks(np.arange(4),('$x$', '$y$', '$v$', '$\dot \psi$'), fontsize=22)
xlocs, xlabels = plt.xticks()
# set the locations of the yticks
plt.xticks(np.arange(5))
# set the locations and labels of the yticks
plt.xticks(np.arange(4),('$x$', '$y$', '$v$', '$\dot \psi$'), fontsize=22)
plt.xlim([-0.5,3.5])
plt.ylim([3.5, -0.5])
from mpl_toolkits.axes_grid1 import make_axes_locatable
divider = make_axes_locatable(plt.gca())
cax = divider.append_axes("right", "5%", pad="3%")
plt.colorbar(im, cax=cax);
# ## Identity Matrix
# In[17]:
I = np.eye(numstates)
print(I, I.shape)
# ## Approx. Lat/Lon to Meters to check Location
# In[18]:
RadiusEarth = 6378388.0 # m
arc= 2.0*np.pi*(RadiusEarth+altitude)/360.0 # m/°
dx = arc * np.cos(latitude*np.pi/180.0) * np.hstack((0.0, np.diff(longitude))) # in m
dy = arc * np.hstack((0.0, np.diff(latitude))) # in m
mx = np.cumsum(dx)
my = np.cumsum(dy)
ds = np.sqrt(dx**2+dy**2)
GPS=(ds!=0.0).astype('bool') # GPS Trigger for Kalman Filter
# ## Initial State
# In[19]:
x = np.matrix([[mx[0], my[0], course[0]/180.0*np.pi, speed[0]/3.6+0.001, yawrate[0]/180.0*np.pi]]).T
print(x, x.shape)
U=float(np.cos(x[2])*x[3])
V=float(np.sin(x[2])*x[3])
plt.quiver(x[0], x[1], U, V)
plt.scatter(float(x[0]), float(x[1]), s=100)
plt.title('Initial Location')
plt.axis('equal')
# ### Put everything together as a measurement vector
# In[20]:
measurements = np.vstack((mx, my, speed/3.6, yawrate/180.0*np.pi))
# Lenth of the measurement
m = measurements.shape[1]
print(measurements.shape)
# In[21]:
# Preallocation for Plotting
x0 = []
x1 = []
x2 = []
x3 = []
x4 = []
x5 = []
Zx = []
Zy = []
Px = []
Py = []
Pdx= []
Pdy= []
Pddx=[]
Pddy=[]
Kx = []
Ky = []
Kdx= []
Kdy= []
Kddx=[]
dstate=[]
def savestates(x, Z, P, K):
x0.append(float(x[0]))
x1.append(float(x[1]))
x2.append(float(x[2]))
x3.append(float(x[3]))
x4.append(float(x[4]))
Zx.append(float(Z[0]))
Zy.append(float(Z[1]))
Px.append(float(P[0,0]))
Py.append(float(P[1,1]))
Pdx.append(float(P[2,2]))
Pdy.append(float(P[3,3]))
Pddx.append(float(P[4,4]))
Kx.append(float(K[0,0]))
Ky.append(float(K[1,0]))
Kdx.append(float(K[2,0]))
Kdy.append(float(K[3,0]))
Kddx.append(float(K[4,0]))
# # Extended Kalman Filter
#
# ![Extended Kalman Filter Step](Extended-Kalman-Filter-Step.png)
# $$x_k= \begin{bmatrix} x \\ y \\ \psi \\ v \\ \dot\psi \end{bmatrix} = \begin{bmatrix} \text{Position X} \\ \text{Position Y} \\ \text{Heading} \\ \text{Velocity} \\ \text{Yaw Rate} \end{bmatrix} = \underbrace{\begin{matrix}x[0] \\ x[1] \\ x[2] \\ x[3] \\ x[4] \end{matrix}}_{\textrm{Python Nomenclature}}$$
# In[22]:
for filterstep in range(m):
# Time Update (Prediction)
# ========================
# Project the state ahead
# see "Dynamic Matrix"
if np.abs(yawrate[filterstep])<0.0001: # Driving straight
x[0] = x[0] + x[3]*dt * np.cos(x[2])
x[1] = x[1] + x[3]*dt * np.sin(x[2])
x[2] = x[2]
x[3] = x[3]
x[4] = 0.0000001 # avoid numerical issues in Jacobians
dstate.append(0)
else: # otherwise
x[0] = x[0] + (x[3]/x[4]) * (np.sin(x[4]*dt+x[2]) - np.sin(x[2]))
x[1] = x[1] + (x[3]/x[4]) * (-np.cos(x[4]*dt+x[2])+ np.cos(x[2]))
x[2] = (x[2] + x[4]*dt + np.pi) % (2.0*np.pi) - np.pi
x[3] = x[3]
x[4] = x[4]
dstate.append(1)
# Calculate the Jacobian of the Dynamic Matrix A
# see "Calculate the Jacobian of the Dynamic Matrix with respect to the state vector"
a13 = float((x[3]/x[4]) * (np.cos(x[4]*dt+x[2]) - np.cos(x[2])))
a14 = float((1.0/x[4]) * (np.sin(x[4]*dt+x[2]) - np.sin(x[2])))
a15 = float((dt*x[3]/x[4])*np.cos(x[4]*dt+x[2]) - (x[3]/x[4]**2)*(np.sin(x[4]*dt+x[2]) - np.sin(x[2])))
a23 = float((x[3]/x[4]) * (np.sin(x[4]*dt+x[2]) - np.sin(x[2])))
a24 = float((1.0/x[4]) * (-np.cos(x[4]*dt+x[2]) + np.cos(x[2])))
a25 = float((dt*x[3]/x[4])*np.sin(x[4]*dt+x[2]) - (x[3]/x[4]**2)*(-np.cos(x[4]*dt+x[2]) + np.cos(x[2])))
JA = np.matrix([[1.0, 0.0, a13, a14, a15],
[0.0, 1.0, a23, a24, a25],
[0.0, 0.0, 1.0, 0.0, dt],
[0.0, 0.0, 0.0, 1.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 1.0]])
# Project the error covariance ahead
P = JA*P*JA.T + Q
# Measurement Update (Correction)
# ===============================
# Measurement Function
hx = np.matrix([[float(x[0])],
[float(x[1])],
[float(x[3])],
[float(x[4])]])
if GPS[filterstep]: # with 10Hz, every 5th step
JH = np.matrix([[1.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 1.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 1.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 1.0]])
else: # every other step
JH = np.matrix([[0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 1.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 1.0]])
S = JH*P*JH.T + R
K = (P*JH.T) * np.linalg.inv(S)
# Update the estimate via
Z = measurements[:,filterstep].reshape(JH.shape[0],1)
y = Z - (hx) # Innovation or Residual
x = x + (K*y)
# Update the error covariance
P = (I - (K*JH))*P
# Save states for Plotting
savestates(x, Z, P, K)
# ## Lets take a look at the filter performance
# In[23]:
def plotP():
fig = plt.figure(figsize=(16,9))
plt.semilogy(range(m),Px, label='$x$')
plt.step(range(m),Py, label='$y$')
plt.step(range(m),Pdx, label='$\psi$')
plt.step(range(m),Pdy, label='$v$')
plt.step(range(m),Pddx, label='$\dot \psi$')
plt.xlabel('Filter Step')
plt.ylabel('')
plt.title('Uncertainty (Elements from Matrix $P$)')
plt.legend(loc='best',prop={'size':22})
# ### Uncertainties in $P$
# In[24]:
plotP()
# In[25]:
fig = plt.figure(figsize=(6, 6))
im = plt.imshow(P, interpolation="none", cmap=plt.get_cmap('binary'))
plt.title('Covariance Matrix $P$ (after %i Filter Steps)' % (m))
ylocs, ylabels = plt.yticks()
# set the locations of the yticks
plt.yticks(np.arange(6))
# set the locations and labels of the yticks
plt.yticks(np.arange(5),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
xlocs, xlabels = plt.xticks()
# set the locations of the yticks
plt.xticks(np.arange(6))
# set the locations and labels of the yticks
plt.xticks(np.arange(5),('$x$', '$y$', '$\psi$', '$v$', '$\dot \psi$'), fontsize=22)
plt.xlim([-0.5,4.5])
plt.ylim([4.5, -0.5])
from mpl_toolkits.axes_grid1 import make_axes_locatable
divider = make_axes_locatable(plt.gca())
cax = divider.append_axes("right", "5%", pad="3%")
plt.colorbar(im, cax=cax)
plt.tight_layout()
# ### Kalman Gains
# In[26]:
fig = plt.figure(figsize=(16,9))
plt.step(range(len(measurements[0])),Kx, label='$x$')
plt.step(range(len(measurements[0])),Ky, label='$y$')
plt.step(range(len(measurements[0])),Kdx, label='$\psi$')
plt.step(range(len(measurements[0])),Kdy, label='$v$')
plt.step(range(len(measurements[0])),Kddx, label='$\dot \psi$')
plt.xlabel('Filter Step')
plt.ylabel('')
plt.title('Kalman Gain (the lower, the more the measurement fullfill the prediction)')
plt.legend(prop={'size':18})
plt.ylim([-0.1,0.1]);
# ## State Vector
# In[27]:
def plotx():
fig = plt.figure(figsize=(16,16))
plt.subplot(411)
plt.step(range(len(measurements[0])),x0-mx[0], label='$x$')
plt.step(range(len(measurements[0])),x1-my[0], label='$y$')
plt.title('Extended Kalman Filter State Estimates (State Vector $x$)')
plt.legend(loc='best',prop={'size':22})
plt.ylabel('Position (relative to start) [m]')
plt.subplot(412)
plt.step(range(len(measurements[0])),x2, label='$\psi$')
plt.step(range(len(measurements[0])),(course/180.0*np.pi+np.pi)%(2.0*np.pi) - np.pi, label='$\psi$ (from GPS as reference)')
plt.ylabel('Course')
plt.legend(loc='best',prop={'size':16})
plt.subplot(413)
plt.step(range(len(measurements[0])),x3, label='$v$')
plt.step(range(len(measurements[0])),speed/3.6, label='$v$ (from GPS as reference)')
plt.ylabel('Velocity')
plt.ylim([0, 30])
plt.legend(loc='best',prop={'size':16})
plt.subplot(414)
plt.step(range(len(measurements[0])),x4, label='$\dot \psi$')
plt.step(range(len(measurements[0])),yawrate/180.0*np.pi, label='$\dot \psi$ (from IMU as reference)')
plt.ylabel('Yaw Rate')
plt.ylim([-0.6, 0.6])
plt.legend(loc='best',prop={'size':16})
plt.xlabel('Filter Step')
plt.savefig('Extended-Kalman-Filter-CTRV-State-Estimates.png', dpi=72, transparent=True, bbox_inches='tight')
# In[28]:
plotx()
# ## Position x/y
# In[29]:
#%pylab --no-import-all
# In[30]:
def plotxy():
fig = plt.figure(figsize=(16,9))
# EKF State
plt.quiver(x0,x1,np.cos(x2), np.sin(x2), color='#94C600', units='xy', width=0.05, scale=0.5)
plt.plot(x0,x1, label='EKF Position', c='k', lw=5)
# Measurements
plt.scatter(mx[::5],my[::5], s=50, label='GPS Measurements', marker='+')
#cbar=plt.colorbar(ticks=np.arange(20))
#cbar.ax.set_ylabel(u'EPE', rotation=270)
#cbar.ax.set_xlabel(u'm')
# Start/Goal
plt.scatter(x0[0],x1[0], s=60, label='Start', c='g')
plt.scatter(x0[-1],x1[-1], s=60, label='Goal', c='r')
plt.xlabel('X [m]')
plt.ylabel('Y [m]')
plt.title('Position')
plt.legend(loc='best')
plt.axis('equal')
#plt.tight_layout()
#plt.savefig('Extended-Kalman-Filter-CTRV-Position.png', dpi=72, transparent=True, bbox_inches='tight')
# In[31]:
plotxy()
# ### Detailed View
# In[32]:
def plotxydetails():
fig = plt.figure(figsize=(12,9))
plt.subplot(221)
# EKF State
#plt.quiver(x0,x1,np.cos(x2), np.sin(x2), color='#94C600', units='xy', width=0.05, scale=0.5)
plt.plot(x0,x1, label='EKF Position', c='g', lw=5)
# Measurements
plt.scatter(mx[::5],my[::5], s=50, label='GPS Measurements', alpha=0.5, marker='+')
#cbar=plt.colorbar(ticks=np.arange(20))
#cbar.ax.set_ylabel(u'EPE', rotation=270)
#cbar.ax.set_xlabel(u'm')
plt.xlabel('X [m]')
plt.xlim(70, 130)
plt.ylabel('Y [m]')
plt.ylim(140, 200)
plt.title('Position')
plt.legend(loc='best')
plt.subplot(222)
# EKF State
#plt.quiver(x0,x1,np.cos(x2), np.sin(x2), color='#94C600', units='xy', width=0.05, scale=0.5)
plt.plot(x0,x1, label='EKF Position', c='g', lw=5)
# Measurements
plt.scatter(mx[::5],my[::5], s=50, label='GPS Measurements', alpha=0.5, marker='+')
#cbar=plt.colorbar(ticks=np.arange(20))
#cbar.ax.set_ylabel(u'EPE', rotation=270)
#cbar.ax.set_xlabel(u'm')
plt.xlabel('X [m]')
plt.xlim(160, 260)
plt.ylabel('Y [m]')
plt.ylim(110, 160)
plt.title('Position')
plt.legend(loc='best')
# In[33]:
plotxydetails()
# # Conclusion
# As you can see, complicated analytic calculation of the Jacobian Matrices, but it works pretty well.
# ## Write Google Earth KML
# ### Convert back from Meters to Lat/Lon (WGS84)
# In[34]:
latekf = latitude[0] + np.divide(x1,arc)
lonekf = longitude[0]+ np.divide(x0,np.multiply(arc,np.cos(latitude*np.pi/180.0)))
# ### Create Data for KML Path
# Coordinates and timestamps to be used to locate the car model in time and space
# The value can be expressed as yyyy-mm-ddThh:mm:sszzzzzz, where T is the separator between the date and the time, and the time zone is either Z (for UTC) or zzzzzz, which represents ±hh:mm in relation to UTC.
# In[35]:
import datetime
car={}
car['when']=[]
car['coord']=[]
car['gps']=[]
for i in range(len(millis)):
d=datetime.datetime.fromtimestamp(millis[i]/1000.0)
car["when"].append(d.strftime("%Y-%m-%dT%H:%M:%SZ"))
car["coord"].append((lonekf[i], latekf[i], 0))
car["gps"].append((longitude[i], latitude[i], 0))
# In[36]:
from simplekml import Kml, Model, AltitudeMode, Orientation, Scale, Style, Color
# In[37]:
# The model path and scale variables
car_dae = r'https://raw.githubusercontent.com/balzer82/Kalman/master/car-model.dae'
car_scale = 1.0
# Create the KML document
kml = Kml(name=d.strftime("%Y-%m-%d %H:%M"), open=1)
# Create the model
model_car = Model(altitudemode=AltitudeMode.clamptoground,
orientation=Orientation(heading=75.0),
scale=Scale(x=car_scale, y=car_scale, z=car_scale))
# Create the track
trk = kml.newgxtrack(name="EKF", altitudemode=AltitudeMode.clamptoground,
description="State Estimation from Extended Kalman Filter with CTRV Model")
# Attach the model to the track
trk.model = model_car
trk.model.link.href = car_dae
# Add all the information to the track
trk.newwhen(car["when"])
trk.newgxcoord(car["coord"])
# Style of the Track
trk.iconstyle.icon.href = ""
trk.labelstyle.scale = 1
trk.linestyle.width = 4
trk.linestyle.color = '7fff0000'
# Add GPS measurement marker
fol = kml.newfolder(name="GPS Measurements")
sharedstyle = Style()
sharedstyle.iconstyle.icon.href = 'http://maps.google.com/mapfiles/kml/shapes/placemark_circle.png'
for m in range(len(latitude)):
if GPS[m]:
pnt = fol.newpoint(coords = [(longitude[m],latitude[m])])
pnt.style = sharedstyle
# Saving
#kml.save("Extended-Kalman-Filter-CTRV.kml")
kml.savekmz("Extended-Kalman-Filter-CTRV.kmz")
# In[38]:
print('Exported KMZ File for Google Earth')
# To use this notebook as a presentation type:
#
# `jupyter-nbconvert --to slides Extended-Kalman-Filter-CTRV.ipynb --reveal-prefix=reveal.js --post serve`
#
# Questions? [@Balzer82](https://twitter.com/balzer82)