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EKF: Improve variance limiting for stationary states

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Turn off the process noise if they grow too large and use the hard variance limit as a backup. This is numerically more stable than relying on a hard variance limit which does not deal with the covariances.
This commit is contained in:
Paul Riseborough
2016-02-16 11:08:30 +11:00
parent 1d40507af8
commit 294aca8609
1 changed files with 29 additions and 5 deletions
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EKF/covariance.cpp
+29 -5
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@@ -134,9 +134,33 @@ void Ekf::predictCovariance()
float d_ang_bias_sig = dt * math::constrain(_params.gyro_bias_p_noise, 0.0f, 1e-4f);
float d_vel_bias_sig = dt * math::constrain(_params.accel_bias_p_noise, 0.0f, 1e-2f);
float d_ang_scale_sig = dt * math::constrain(_params.gyro_scale_p_noise, 0.0f, 1e-2f);
float mag_I_sig = dt * math::constrain(_params.mag_p_noise, 0.0f, 1e-1f);
float mag_B_sig = dt * math::constrain(_params.mag_p_noise, 0.0f, 1e-1f);
float wind_vel_sig = dt * math::constrain(_params.wind_vel_p_noise, 0.0f, 1.0f);
float mag_I_sig, mag_B_sig;
// Don't continue to grow the body field variances if they are becoming too large or we are not doing 3-axis fusion as this can make the covariance matrix badly conditioned
if (_control_status.flags.mag_3D && (P[16][16] + P[17][17] + P[18][8]) < 0.1f) {
mag_I_sig = dt * math::constrain(_params.mag_p_noise, 0.0f, 1e-1f);
} else {
mag_I_sig = 0.0f;
}
// Don't continue to grow the earth field variances if they is becoming too large or we are not doing 3-axis fusion as this can make the covariance matrix badly conditioned
if (_control_status.flags.mag_3D && (P[19][19] + P[20][20] + P[21][21]) < 0.1f) {
mag_B_sig = dt * math::constrain(_params.mag_p_noise, 0.0f, 1e-1f);
} else {
mag_B_sig = 0.0f;
}
float wind_vel_sig;
// Don't continue to grow wind velocity state variances if they are becoming too large or we are not using wind velocity states as this can make the covariance matrix badly conditioned
if (_control_status.flags.wind && (P[22][22] + P[22][22]) < 1000.0f) {
wind_vel_sig = dt * math::constrain(_params.wind_vel_p_noise, 0.0f, 1.0f);
} else {
wind_vel_sig = 0.0f;
}
for (unsigned i = 0; i < 9; i++) {
process_noise[i] = 0.0f;
@@ -709,8 +733,8 @@ void Ekf::limitCov()
P_lim[3] = 0.001f; // gyro bias max var
P_lim[4] = 0.01f; // gyro scale max var
P_lim[5] = 0.1f; // delta velocity z bias max var
P_lim[6] = 0.01f; // earth mag field max var
P_lim[7] = 0.01f; // body mag field max var
P_lim[6] = 0.1f; // earth mag field max var
P_lim[7] = 0.1f; // body mag field max var
P_lim[8] = 1000.0f; // wind max var
for (int i = 0; i < 3; i++) {