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EKF: consolidate covariance corrections

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Combines the forced symmetry, variance limiting and zeroing of covariances for unwanted states in the one function.
This ensures a consistent correction is applied after every covariance prediction or correction.
This commit is contained in:
Paul Riseborough
2016-05-07 20:29:50 +10:00
parent 0c6a367e1b
commit 7f5669fb2d
7 changed files with 62 additions and 59 deletions
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EKF/covariance.cpp
+48 -37
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@@ -691,29 +691,13 @@ void Ekf::predictCovariance()
P[i][i] = nextP[i][i];
}
// prevent variances from becoming too large or negative
limitCov();
// ensure coresponding rows and zeros for unwanted states are zero
if ((_params.fusion_mode & MASK_INHIBIT_ACC_BIAS)) {
// deactivate XYZ accel bias states
zeroRows(P,13,15);
zeroCols(P,13,15);
}
if (!_control_status.flags.mag_3D) {
// deactivate magnetic field states
zeroRows(P,16,21);
zeroCols(P,16,21);
}
if (!_control_status.flags.wind) {
// deactivate wind states
zeroRows(P,22,23);
zeroCols(P,22,23);
}
// fix gross errors in the covariance matrix and ensure rows and
// columns for un-used states are zero
fixCovarianceErrors();
}
void Ekf::limitCov()
void Ekf::fixCovarianceErrors()
{
// NOTE: This limiting is a last resort and should not be relied on
// TODO: Split covariance prediction into separate F*P*transpose(F) and Q contributions
@@ -731,43 +715,70 @@ void Ekf::limitCov()
P_lim[7] = 1e6f; // wind max var
for (int i = 0; i <= 3; i++) {
// quaternion states
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[0]);
}
for (int i = 4; i <= 6; i++) {
// NED velocity states
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[1]);
}
for (int i = 7; i <= 9; i++) {
// NED position states
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[2]);
}
for (int i = 10; i <= 12; i++) {
// gyro bias states
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[3]);
}
for (int i = 13; i <= 15; i++) {
// force symmetry on the quaternion, velocity and positon state covariances
makeSymmetrical(P,0,12);
// the following states are optional and are deactivaed when not required
// by ensuring the corresponding covariance matrix values are kept at zero
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[4]);
// accelerometer bias states
if ((_params.fusion_mode & MASK_INHIBIT_ACC_BIAS)) {
zeroRows(P,13,15);
zeroCols(P,13,15);
} else {
// constrain variances
for (int i = 13; i <= 15; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[4]);
}
// force symmetry
makeSymmetrical(P,13,15);
}
for (int i = 16; i <= 18; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[5]);
// magnetic field states
if (!_control_status.flags.mag_3D) {
zeroRows(P,16,21);
zeroCols(P,16,21);
} else {
// constrain variances
for (int i = 16; i <= 18; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[5]);
}
for (int i = 19; i <= 21; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[6]);
}
// force symmetry
makeSymmetrical(P,16,21);
}
for (int i = 19; i <= 21; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[6]);
}
for (int i = 22; i <= 23; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[7]);
// wind velocity states
if (!_control_status.flags.wind) {
zeroRows(P,22,23);
zeroCols(P,22,23);
} else {
// constrain variances
for (int i = 22; i <= 23; i++) {
P[i][i] = math::constrain(P[i][i], 0.0f, P_lim[7]);
}
// force symmetry
makeSymmetrical(P,22,23);
}
}