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ekf2: fix function to increase yaw variance
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bresch
Daniel Agar
parent
01fc4c3cf1
commit
de702a2e63
@ -41,6 +41,7 @@
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#include "ekf.h"
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#include "python/ekf_derivation/generated/quat_var_to_rot_var.h"
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#include "python/ekf_derivation/generated/yaw_var_to_lower_triangular_quat_cov.h"
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#include <mathlib/mathlib.h>
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#include <cstdlib>
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@ -1008,46 +1009,12 @@ void Ekf::updateGroundEffect()
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}
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}
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// Increase the yaw error variance of the quaternions
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// Argument is additional yaw variance in rad**2
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void Ekf::increaseQuatYawErrVariance(float yaw_variance)
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{
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// See DeriveYawResetEquations.m for derivation which produces code fragments in C_code4.txt file
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// The auto-code was cleaned up and had terms multiplied by zero removed to give the following:
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// Intermediate variables
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float SG[3];
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SG[0] = sq(_state.quat_nominal(0)) - sq(_state.quat_nominal(1)) - sq(_state.quat_nominal(2)) + sq(_state.quat_nominal(3));
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SG[1] = 2*_state.quat_nominal(0)*_state.quat_nominal(2) - 2*_state.quat_nominal(1)*_state.quat_nominal(3);
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SG[2] = 2*_state.quat_nominal(0)*_state.quat_nominal(1) + 2*_state.quat_nominal(2)*_state.quat_nominal(3);
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float SQ[4];
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SQ[0] = 0.5f * ((_state.quat_nominal(1)*SG[0]) - (_state.quat_nominal(0)*SG[2]) + (_state.quat_nominal(3)*SG[1]));
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SQ[1] = 0.5f * ((_state.quat_nominal(0)*SG[1]) - (_state.quat_nominal(2)*SG[0]) + (_state.quat_nominal(3)*SG[2]));
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SQ[2] = 0.5f * ((_state.quat_nominal(3)*SG[0]) - (_state.quat_nominal(1)*SG[1]) + (_state.quat_nominal(2)*SG[2]));
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SQ[3] = 0.5f * ((_state.quat_nominal(0)*SG[0]) + (_state.quat_nominal(1)*SG[2]) + (_state.quat_nominal(2)*SG[1]));
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// Limit yaw variance increase to prevent a badly conditioned covariance matrix
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yaw_variance = fminf(yaw_variance, 1.0e-2f);
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// Add covariances for additonal yaw uncertainty to existing covariances.
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// This assumes that the additional yaw error is uncorrrelated to existing errors
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P(0,0) += yaw_variance*sq(SQ[2]);
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P(0,1) += yaw_variance*SQ[1]*SQ[2];
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P(1,1) += yaw_variance*sq(SQ[1]);
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P(0,2) += yaw_variance*SQ[0]*SQ[2];
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P(1,2) += yaw_variance*SQ[0]*SQ[1];
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P(2,2) += yaw_variance*sq(SQ[0]);
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P(0,3) -= yaw_variance*SQ[2]*SQ[3];
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P(1,3) -= yaw_variance*SQ[1]*SQ[3];
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P(2,3) -= yaw_variance*SQ[0]*SQ[3];
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P(3,3) += yaw_variance*sq(SQ[3]);
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P(1,0) += yaw_variance*SQ[1]*SQ[2];
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P(2,0) += yaw_variance*SQ[0]*SQ[2];
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P(2,1) += yaw_variance*SQ[0]*SQ[1];
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P(3,0) -= yaw_variance*SQ[2]*SQ[3];
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P(3,1) -= yaw_variance*SQ[1]*SQ[3];
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P(3,2) -= yaw_variance*SQ[0]*SQ[3];
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matrix::SquareMatrix<float, 4> q_cov;
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sym::YawVarToLowerTriangularQuatCov(getStateAtFusionHorizonAsVector(), yaw_variance, &q_cov);
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q_cov.copyLowerToUpperTriangle();
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P.slice<4, 4>(0, 0) += q_cov;
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}
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void Ekf::saveMagCovData()
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@ -511,6 +511,25 @@ def quat_var_to_rot_var(
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rot_cov = J * P * J.T
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return sf.V3(rot_cov[0, 0], rot_cov[1, 1], rot_cov[2, 2])
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def yaw_var_to_lower_triangular_quat_cov(
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state: VState,
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yaw_var: sf.Scalar
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):
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q = sf.V4(state[State.qw], state[State.qx], state[State.qy], state[State.qz])
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attitude = state_to_rot3(state)
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J = q.jacobian(attitude)
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# Convert yaw uncertainty from NED to body frame
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yaw_cov_ned = sf.M33.diag([0, 0, yaw_var])
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adjoint = attitude.to_rotation_matrix() # the adjoint of SO(3) is simply the rotation matrix itself
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yaw_cov_body = adjoint.T * yaw_cov_ned * adjoint
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# Convert yaw (body) to quaternion parameter uncertainty
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q_var = J * yaw_cov_body * J.T
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# Generate lower trangle only and copy it to the upper part in implementation (produces less code)
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return q_var.lower_triangle()
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print("Derive EKF2 equations...")
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generate_px4_function(compute_airspeed_innov_and_innov_var, output_names=["innov", "innov_var"])
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generate_px4_function(compute_airspeed_h_and_k, output_names=["H", "K"])
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@ -533,3 +552,4 @@ generate_px4_function(compute_drag_x_innov_var_and_k, output_names=["innov_var",
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generate_px4_function(compute_drag_y_innov_var_and_k, output_names=["innov_var", "K"])
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generate_px4_function(compute_gravity_innov_var_and_k_and_h, output_names=["innov", "innov_var", "Kx", "Ky", "Kz"])
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generate_px4_function(quat_var_to_rot_var, output_names=["rot_var"])
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generate_px4_function(yaw_var_to_lower_triangular_quat_cov, output_names=["q_cov_lower_triangle"])
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@ -0,0 +1,101 @@
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// -----------------------------------------------------------------------------
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// This file was autogenerated by symforce from template:
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// function/FUNCTION.h.jinja
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// Do NOT modify by hand.
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// -----------------------------------------------------------------------------
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#pragma once
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#include <matrix/math.hpp>
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namespace sym {
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/**
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* This function was autogenerated from a symbolic function. Do not modify by hand.
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*
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* Symbolic function: yaw_var_to_lower_triangular_quat_cov
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*
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* Args:
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* state: Matrix24_1
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* yaw_var: Scalar
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*
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* Outputs:
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* q_cov_lower_triangle: Matrix44
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*/
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template <typename Scalar>
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void YawVarToLowerTriangularQuatCov(
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const matrix::Matrix<Scalar, 24, 1>& state, const Scalar yaw_var,
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matrix::Matrix<Scalar, 4, 4>* const q_cov_lower_triangle = nullptr) {
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// Total ops: 136
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// Input arrays
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// Intermediate terms (39)
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const Scalar _tmp0 = (Scalar(1) / Scalar(2)) * state(3, 0);
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const Scalar _tmp1 =
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-2 * std::pow(state(1, 0), Scalar(2)) - 2 * std::pow(state(2, 0), Scalar(2)) + 1;
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const Scalar _tmp2 = std::pow(_tmp1, Scalar(2)) * yaw_var;
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const Scalar _tmp3 = (Scalar(1) / Scalar(2)) * state(1, 0);
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const Scalar _tmp4 = 2 * state(2, 0);
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const Scalar _tmp5 = 2 * state(1, 0);
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const Scalar _tmp6 = -_tmp4 * state(0, 0) + _tmp5 * state(3, 0);
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const Scalar _tmp7 = _tmp1 * _tmp6 * yaw_var;
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const Scalar _tmp8 = -_tmp3 * _tmp7;
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const Scalar _tmp9 = (Scalar(1) / Scalar(2)) * state(2, 0);
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const Scalar _tmp10 = _tmp4 * state(3, 0) + _tmp5 * state(0, 0);
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const Scalar _tmp11 = _tmp10 * yaw_var;
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const Scalar _tmp12 = _tmp1 * _tmp11;
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const Scalar _tmp13 = _tmp12 * _tmp9;
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const Scalar _tmp14 = std::pow(_tmp10, Scalar(2)) * yaw_var;
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const Scalar _tmp15 = _tmp11 * _tmp6;
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const Scalar _tmp16 = _tmp15 * _tmp3;
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const Scalar _tmp17 = -_tmp0 * _tmp12;
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const Scalar _tmp18 = std::pow(_tmp6, Scalar(2)) * yaw_var;
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const Scalar _tmp19 = _tmp0 * _tmp7;
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const Scalar _tmp20 = -_tmp15 * _tmp9;
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const Scalar _tmp21 = (Scalar(1) / Scalar(2)) * state(0, 0);
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const Scalar _tmp22 = _tmp21 * _tmp7;
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const Scalar _tmp23 = _tmp17 + _tmp2 * _tmp9 + _tmp22;
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const Scalar _tmp24 = _tmp15 * _tmp21;
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const Scalar _tmp25 = -_tmp0 * _tmp14 + _tmp13 + _tmp24;
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const Scalar _tmp26 = _tmp7 * _tmp9;
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const Scalar _tmp27 = _tmp0 * _tmp15;
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const Scalar _tmp28 = _tmp18 * _tmp21 + _tmp26 - _tmp27;
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const Scalar _tmp29 = _tmp12 * _tmp21;
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const Scalar _tmp30 = _tmp19 - _tmp2 * _tmp3 + _tmp29;
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const Scalar _tmp31 = _tmp12 * _tmp3;
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const Scalar _tmp32 = _tmp14 * _tmp21 + _tmp27 - _tmp31;
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const Scalar _tmp33 = _tmp0 * _tmp18 + _tmp24 + _tmp8;
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const Scalar _tmp34 = _tmp2 * _tmp21 - _tmp26 + _tmp31;
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const Scalar _tmp35 = _tmp14 * _tmp3 + _tmp20 + _tmp29;
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const Scalar _tmp36 = (Scalar(1) / Scalar(2)) * _tmp35;
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const Scalar _tmp37 = _tmp16 - _tmp18 * _tmp9 + _tmp22;
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const Scalar _tmp38 = (Scalar(1) / Scalar(2)) * _tmp34;
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// Output terms (1)
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if (q_cov_lower_triangle != nullptr) {
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matrix::Matrix<Scalar, 4, 4>& _q_cov_lower_triangle = (*q_cov_lower_triangle);
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_q_cov_lower_triangle(0, 0) = -_tmp0 * (-_tmp0 * _tmp2 - _tmp13 + _tmp8) -
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_tmp3 * (-_tmp18 * _tmp3 - _tmp19 + _tmp20) -
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_tmp9 * (-_tmp14 * _tmp9 - _tmp16 + _tmp17);
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_q_cov_lower_triangle(1, 0) = -_tmp0 * _tmp23 - _tmp25 * _tmp9 - _tmp28 * _tmp3;
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_q_cov_lower_triangle(2, 0) = -_tmp0 * _tmp30 - _tmp3 * _tmp33 - _tmp32 * _tmp9;
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_q_cov_lower_triangle(3, 0) = -_tmp0 * _tmp34 - _tmp3 * _tmp37 - _tmp36 * state(2, 0);
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_q_cov_lower_triangle(0, 1) = 0;
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_q_cov_lower_triangle(1, 1) = -_tmp0 * _tmp25 + _tmp21 * _tmp28 + _tmp23 * _tmp9;
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_q_cov_lower_triangle(2, 1) = -_tmp0 * _tmp32 + _tmp21 * _tmp33 + _tmp30 * _tmp9;
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_q_cov_lower_triangle(3, 1) = -_tmp0 * _tmp35 + _tmp21 * _tmp37 + _tmp34 * _tmp9;
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_q_cov_lower_triangle(0, 2) = 0;
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_q_cov_lower_triangle(1, 2) = 0;
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_q_cov_lower_triangle(2, 2) = _tmp0 * _tmp33 + _tmp21 * _tmp32 - _tmp3 * _tmp30;
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_q_cov_lower_triangle(3, 2) = _tmp0 * _tmp37 + _tmp36 * state(0, 0) - _tmp38 * state(1, 0);
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_q_cov_lower_triangle(0, 3) = 0;
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_q_cov_lower_triangle(1, 3) = 0;
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_q_cov_lower_triangle(2, 3) = 0;
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_q_cov_lower_triangle(3, 3) = _tmp36 * state(1, 0) - _tmp37 * _tmp9 + _tmp38 * state(0, 0);
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}
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} // NOLINT(readability/fn_size)
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// NOLINTNEXTLINE(readability/fn_size)
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} // namespace sym
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@ -36,6 +36,9 @@
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#include "test_helper/comparison_helper.h"
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#include "../EKF/python/ekf_derivation/generated/quat_var_to_rot_var.h"
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#include "../EKF/python/ekf_derivation/generated/yaw_var_to_lower_triangular_quat_cov.h"
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#include "../EKF/python/ekf_derivation/generated/compute_yaw_321_innov_var_and_h.h"
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#include "../EKF/python/ekf_derivation/generated/compute_yaw_312_innov_var_and_h.h"
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using namespace matrix;
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@ -130,3 +133,80 @@ TEST(AttitudeVariance, matlabVsSymforceZeroTilt)
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const Vector3f rot_var_true = 4.0f * P.slice<3, 3>(1, 1).diag(); // special case
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EXPECT_EQ(rot_var_symforce, rot_var_true);
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}
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void increaseYawVar(const Vector24f &state_vector, SquareMatrix24f &P, const float yaw_var)
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{
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SquareMatrix<float, 4> q_cov;
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sym::YawVarToLowerTriangularQuatCov(state_vector, yaw_var, &q_cov);
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q_cov.copyLowerToUpperTriangle();
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P.slice<4, 4>(0, 0) += q_cov;
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}
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float getYawVar(const Vector24f &state_vector, const SquareMatrix24f &P)
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{
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Vector24f H_YAW;
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float yaw_var = 0.f;
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sym::ComputeYaw312InnovVarAndH(state_vector, P, 0.f, FLT_EPSILON, &yaw_var, &H_YAW);
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return yaw_var;
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}
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TEST(AttitudeVariance, increaseYawVarNoTilt)
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{
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Quatf q;
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SquareMatrix24f P;
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Vector24f state_vector{};
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state_vector(0) = q(0);
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state_vector(1) = q(1);
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state_vector(2) = q(2);
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state_vector(3) = q(3);
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const float yaw_var = radians(25.f);
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increaseYawVar(state_vector, P, yaw_var);
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const float var_new = getYawVar(state_vector, P);
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EXPECT_NEAR(var_new, yaw_var, 1e-6f);
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}
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TEST(AttitudeVariance, increaseYawVarPitch90)
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{
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Quatf q(Eulerf(M_PI_F / 2.f, M_PI_F / 2.f, M_PI_F / 3.f));
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SquareMatrix24f P;
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Vector24f state_vector{};
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state_vector(0) = q(0);
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state_vector(1) = q(1);
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state_vector(2) = q(2);
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state_vector(3) = q(3);
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const float yaw_var = radians(25.f);
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increaseYawVar(state_vector, P, yaw_var);
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const float var_new = getYawVar(state_vector, P);
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EXPECT_NEAR(var_new, yaw_var, 1e-6f);
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}
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TEST(AttitudeVariance, increaseYawWithTilt)
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{
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Quatf q(Eulerf(-M_PI_F, M_PI_F / 3.f, -M_PI_F / 5.f));
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SquareMatrix24f P;
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Vector24f state_vector{};
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state_vector(0) = q(0);
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state_vector(1) = q(1);
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state_vector(2) = q(2);
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state_vector(3) = q(3);
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// Set the yaw variance (from 0)
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const float yaw_var_1 = radians(25.f);
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increaseYawVar(state_vector, P, yaw_var_1);
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const float var_1 = getYawVar(state_vector, P);
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EXPECT_NEAR(var_1, yaw_var_1, 1e-6f);
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// Increase it even more
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const float yaw_var_2 = radians(12.f);
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increaseYawVar(state_vector, P, yaw_var_2);
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const float var_2 = getYawVar(state_vector, P);
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EXPECT_NEAR(var_2, yaw_var_1 + yaw_var_2, 1e-6f);
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}
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