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Merge pull request #159 from priseborough/pr-ekf2MagBugFix

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EKF: Fix critical bugs in mag fusion and yaw reset
This commit is contained in:
Paul Riseborough
2016-06-08 14:11:47 +10:00
parent 34ffffa021 f26aca55a1
commit e72788bd0f
5 changed files with 157 additions and 142 deletions
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EKF/airspeed_fusion.cpp
+3 -1
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@@ -40,6 +40,7 @@
* @author Paul Riseborough <p_riseborough@live.com.au>
*
*/
#include "../ecl.h"
#include "ekf.h"
#include "mathlib.h"
@@ -92,9 +93,10 @@ void Ekf::fuseAirspeed()
SK_TAS[0] = 1.0f / _airspeed_innov_var_temp;
_fault_status.flags.bad_airspeed = false;
} else { // Reset the estimator
} else { // Reset the estimator covarinace matrix
_fault_status.flags.bad_airspeed = true;
initialiseCovariance();
ECL_ERR("EKF airspeed fusion numerical error - covariance reset");
return;
}
EKF/covariance.cpp
+23 -12
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@@ -91,21 +91,16 @@ void Ekf::initialiseCovariance()
P[15][15] = P[13][13];
// variances for optional states
// these state variances are set to zero until the states are required, then they must be initialised
// earth magnetic field
P[16][16] = 0.0f;
P[17][17] = 0.0f;
P[18][18] = 0.0f;
// body magnetic field
P[19][19] = 0.0f;
P[20][20] = 0.0f;
P[21][21] = 0.0f;
// earth frame and body frame magnetic field
// set to observation variance
for (uint8_t index=16; index <= 21; index ++) {
P[index][index] = sq(_params.mag_noise);
}
// wind
P[22][22] = 0.0f;
P[23][23] = 0.0f;
P[22][22] = 1.0f;
P[23][23] = 1.0f;
}
@@ -783,3 +778,19 @@ void Ekf::fixCovarianceErrors()
makeSymmetrical(P,22,23);
}
}
void Ekf::resetMagCovariance()
{
// set the quaternion covariance terms to zero
zeroRows(P,0,3);
zeroCols(P,0,3);
// set the magnetic field covariance terms to zero
zeroRows(P,16,21);
zeroCols(P,16,21);
// set the field state variance to the observation variance
for (uint8_t rc_index=16; rc_index <= 21; rc_index ++) {
P[rc_index][rc_index] = sq(_params.mag_noise);
}
}
EKF/ekf.h
+3
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@@ -399,4 +399,7 @@ private:
// initialise the quaternion covariances using rotation vector variances
void initialiseQuatCovariances(Vector3f &rot_vec_var);
// perform a limited reset of the magnetic field state covariances
void resetMagCovariance();
};
EKF/ekf_helper.cpp
+5 -1
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@@ -921,7 +921,11 @@ void Ekf::initialiseQuatCovariances(Vector3f &rot_vec_var)
float t43 = t16-t25;
float t44 = t17-t36;
// auto-code generated using matlab symbolic toolbox
// zero all the quaternion covariances
zeroRows(P,0,3);
zeroCols(P,0,3);
// Update the quaternion internal covariances using auto-code generated using matlab symbolic toolbox
P[0][0] = rot_vec_var(0)*t2*t9*t10*0.25f+rot_vec_var(1)*t4*t9*t10*0.25f+rot_vec_var(2)*t5*t9*t10*0.25f;
P[0][1] = t22;
P[0][2] = t35+rotX*rot_vec_var(0)*t3*t11*(t15-rotX*rotY*t10*t12*0.5f)*0.5f-rotY*rot_vec_var(1)*t3*t11*t30*0.5f;
EKF/mag_fusion.cpp
+123 -128
View File
@@ -39,6 +39,7 @@
* @author Paul Riseborough <p_riseborough@live.com.au>
*
*/
#include "../ecl.h"
#include "ekf.h"
#include "mathlib.h"
@@ -60,15 +61,15 @@ void Ekf::fuseMag()
// intermediate variables from algebraic optimisation
float SH_MAG[9];
SH_MAG[0] = 2*magD*q3 + 2*magE*q2 + 2*magN*q1;
SH_MAG[1] = 2*magD*q0 - 2*magE*q1 + 2*magN*q2;
SH_MAG[2] = 2*magD*q1 + 2*magE*q0 - 2*magN*q3;
SH_MAG[0] = 2.0f*magD*q3 + 2.0f*magE*q2 + 2.0f*magN*q1;
SH_MAG[1] = 2.0f*magD*q0 - 2.0f*magE*q1 + 2.0f*magN*q2;
SH_MAG[2] = 2.0f*magD*q1 + 2.0f*magE*q0 - 2.0f*magN*q3;
SH_MAG[3] = sq(q3);
SH_MAG[4] = sq(q2);
SH_MAG[5] = sq(q1);
SH_MAG[6] = sq(q0);
SH_MAG[7] = 2*magN*q0;
SH_MAG[8] = 2*magE*q3;
SH_MAG[7] = 2.0f*magN*q0;
SH_MAG[8] = 2.0f*magE*q3;
// rotate magnetometer earth field state into body frame
matrix::Dcm<float> R_to_body(_state.quat_nominal);
@@ -81,127 +82,52 @@ void Ekf::fuseMag()
_mag_innov[1] = (mag_I_rot(1) + _state.mag_B(1)) - _mag_sample_delayed.mag(1);
_mag_innov[2] = (mag_I_rot(2) + _state.mag_B(2)) - _mag_sample_delayed.mag(2);
// Note that although the observation jacobians and kalman gains are decalred as arrays
// sequential fusion of the X,Y and Z components is used.
float H_MAG[3][24] = {};
float Kfusion[24] = {};
// Calculate observation Jacobians and kalman gains for each magnetometer axis
// X Axis
H_MAG[0][0] = SH_MAG[7] + SH_MAG[8] - 2*magD*q2;
H_MAG[0][1] = SH_MAG[0];
H_MAG[0][2] = -SH_MAG[1];
H_MAG[0][3] = SH_MAG[2];
H_MAG[0][16] = SH_MAG[5] - SH_MAG[4] - SH_MAG[3] + SH_MAG[6];
H_MAG[0][17] = 2*q0*q3 + 2*q1*q2;
H_MAG[0][18] = 2*q1*q3 - 2*q0*q2;
H_MAG[0][19] = 1.0f;
// intermediate variables
float SK_MX[5] = {};
// innovation variance
_mag_innov_var[0] = (P[19][19] + R_MAG + P[1][19]*SH_MAG[0] - P[2][19]*SH_MAG[1] + P[3][19]*SH_MAG[2] - P[16][19]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + (2*q0*q3 + 2*q1*q2)*(P[19][17] + P[1][17]*SH_MAG[0] - P[2][17]*SH_MAG[1] + P[3][17]*SH_MAG[2] - P[16][17]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][17]*(2*q0*q3 + 2*q1*q2) - P[18][17]*(2*q0*q2 - 2*q1*q3) + P[0][17]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - (2*q0*q2 - 2*q1*q3)*(P[19][18] + P[1][18]*SH_MAG[0] - P[2][18]*SH_MAG[1] + P[3][18]*SH_MAG[2] - P[16][18]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][18]*(2*q0*q3 + 2*q1*q2) - P[18][18]*(2*q0*q2 - 2*q1*q3) + P[0][18]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + (SH_MAG[7] + SH_MAG[8] - 2*magD*q2)*(P[19][0] + P[1][0]*SH_MAG[0] - P[2][0]*SH_MAG[1] + P[3][0]*SH_MAG[2] - P[16][0]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][0]*(2*q0*q3 + 2*q1*q2) - P[18][0]*(2*q0*q2 - 2*q1*q3) + P[0][0]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + P[17][19]*(2*q0*q3 + 2*q1*q2) - P[18][19]*(2*q0*q2 - 2*q1*q3) + SH_MAG[0]*(P[19][1] + P[1][1]*SH_MAG[0] - P[2][1]*SH_MAG[1] + P[3][1]*SH_MAG[2] - P[16][1]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][1]*(2*q0*q3 + 2*q1*q2) - P[18][1]*(2*q0*q2 - 2*q1*q3) + P[0][1]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - SH_MAG[1]*(P[19][2] + P[1][2]*SH_MAG[0] - P[2][2]*SH_MAG[1] + P[3][2]*SH_MAG[2] - P[16][2]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][2]*(2*q0*q3 + 2*q1*q2) - P[18][2]*(2*q0*q2 - 2*q1*q3) + P[0][2]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + SH_MAG[2]*(P[19][3] + P[1][3]*SH_MAG[0] - P[2][3]*SH_MAG[1] + P[3][3]*SH_MAG[2] - P[16][3]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][3]*(2*q0*q3 + 2*q1*q2) - P[18][3]*(2*q0*q2 - 2*q1*q3) + P[0][3]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - (SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6])*(P[19][16] + P[1][16]*SH_MAG[0] - P[2][16]*SH_MAG[1] + P[3][16]*SH_MAG[2] - P[16][16]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][16]*(2*q0*q3 + 2*q1*q2) - P[18][16]*(2*q0*q2 - 2*q1*q3) + P[0][16]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + P[0][19]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[0] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_x = false;
} else {
// the innovation variance contribution from the state covariances is negative which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_x = true;
// we need to reinitialise the covariance matrix and abort this fusion step
initialiseCovariance();
return;
}
// Y axis
H_MAG[1][0] = SH_MAG[2];
H_MAG[1][1] = SH_MAG[1];
H_MAG[1][2] = SH_MAG[0];
H_MAG[1][3] = 2*magD*q2 - SH_MAG[8] - SH_MAG[7];
H_MAG[1][16] = 2*q1*q2 - 2*q0*q3;
H_MAG[1][17] = SH_MAG[4] - SH_MAG[3] - SH_MAG[5] + SH_MAG[6];
H_MAG[1][18] = 2*q0*q1 + 2*q2*q3;
H_MAG[1][20] = 1.0f;
// intermediate variables - note SK_MY[0] is 1/(innovation variance)
float SK_MY[5];
_mag_innov_var[1] = (P[20][20] + R_MAG + P[0][20]*SH_MAG[2] + P[1][20]*SH_MAG[1] + P[2][20]*SH_MAG[0] - P[17][20]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - (2*q0*q3 - 2*q1*q2)*(P[20][16] + P[0][16]*SH_MAG[2] + P[1][16]*SH_MAG[1] + P[2][16]*SH_MAG[0] - P[17][16]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][16]*(2*q0*q3 - 2*q1*q2) + P[18][16]*(2*q0*q1 + 2*q2*q3) - P[3][16]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + (2*q0*q1 + 2*q2*q3)*(P[20][18] + P[0][18]*SH_MAG[2] + P[1][18]*SH_MAG[1] + P[2][18]*SH_MAG[0] - P[17][18]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][18]*(2*q0*q3 - 2*q1*q2) + P[18][18]*(2*q0*q1 + 2*q2*q3) - P[3][18]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - (SH_MAG[7] + SH_MAG[8] - 2*magD*q2)*(P[20][3] + P[0][3]*SH_MAG[2] + P[1][3]*SH_MAG[1] + P[2][3]*SH_MAG[0] - P[17][3]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][3]*(2*q0*q3 - 2*q1*q2) + P[18][3]*(2*q0*q1 + 2*q2*q3) - P[3][3]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - P[16][20]*(2*q0*q3 - 2*q1*q2) + P[18][20]*(2*q0*q1 + 2*q2*q3) + SH_MAG[2]*(P[20][0] + P[0][0]*SH_MAG[2] + P[1][0]*SH_MAG[1] + P[2][0]*SH_MAG[0] - P[17][0]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][0]*(2*q0*q3 - 2*q1*q2) + P[18][0]*(2*q0*q1 + 2*q2*q3) - P[3][0]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + SH_MAG[1]*(P[20][1] + P[0][1]*SH_MAG[2] + P[1][1]*SH_MAG[1] + P[2][1]*SH_MAG[0] - P[17][1]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][1]*(2*q0*q3 - 2*q1*q2) + P[18][1]*(2*q0*q1 + 2*q2*q3) - P[3][1]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + SH_MAG[0]*(P[20][2] + P[0][2]*SH_MAG[2] + P[1][2]*SH_MAG[1] + P[2][2]*SH_MAG[0] - P[17][2]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][2]*(2*q0*q3 - 2*q1*q2) + P[18][2]*(2*q0*q1 + 2*q2*q3) - P[3][2]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - (SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6])*(P[20][17] + P[0][17]*SH_MAG[2] + P[1][17]*SH_MAG[1] + P[2][17]*SH_MAG[0] - P[17][17]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][17]*(2*q0*q3 - 2*q1*q2) + P[18][17]*(2*q0*q1 + 2*q2*q3) - P[3][17]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - P[3][20]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[1] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_y = false;
} else {
// the innovation variance contribution from the state covariances is negtive which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_y = true;
// we need to reinitialise the covariance matrix and abort this fusion step
initialiseCovariance();
return;
}
// Z axis
H_MAG[2][0] = SH_MAG[1];
H_MAG[2][1] = -SH_MAG[2];
H_MAG[2][2] = SH_MAG[7] + SH_MAG[8] - 2*magD*q2;
H_MAG[2][3] = SH_MAG[0];
H_MAG[2][16] = 2*q0*q2 + 2*q1*q3;
H_MAG[2][17] = 2*q2*q3 - 2*q0*q1;
H_MAG[2][18] = SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6];
H_MAG[2][21] = 1.0f;
// intermediate variables
float SK_MZ[5];
_mag_innov_var[2] = (P[21][21] + R_MAG + P[0][21]*SH_MAG[1] - P[1][21]*SH_MAG[2] + P[3][21]*SH_MAG[0] + P[18][21]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + (2*q0*q2 + 2*q1*q3)*(P[21][16] + P[0][16]*SH_MAG[1] - P[1][16]*SH_MAG[2] + P[3][16]*SH_MAG[0] + P[18][16]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][16]*(2*q0*q2 + 2*q1*q3) - P[17][16]*(2*q0*q1 - 2*q2*q3) + P[2][16]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - (2*q0*q1 - 2*q2*q3)*(P[21][17] + P[0][17]*SH_MAG[1] - P[1][17]*SH_MAG[2] + P[3][17]*SH_MAG[0] + P[18][17]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][17]*(2*q0*q2 + 2*q1*q3) - P[17][17]*(2*q0*q1 - 2*q2*q3) + P[2][17]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + (SH_MAG[7] + SH_MAG[8] - 2*magD*q2)*(P[21][2] + P[0][2]*SH_MAG[1] - P[1][2]*SH_MAG[2] + P[3][2]*SH_MAG[0] + P[18][2]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][2]*(2*q0*q2 + 2*q1*q3) - P[17][2]*(2*q0*q1 - 2*q2*q3) + P[2][2]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + P[16][21]*(2*q0*q2 + 2*q1*q3) - P[17][21]*(2*q0*q1 - 2*q2*q3) + SH_MAG[1]*(P[21][0] + P[0][0]*SH_MAG[1] - P[1][0]*SH_MAG[2] + P[3][0]*SH_MAG[0] + P[18][0]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][0]*(2*q0*q2 + 2*q1*q3) - P[17][0]*(2*q0*q1 - 2*q2*q3) + P[2][0]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) - SH_MAG[2]*(P[21][1] + P[0][1]*SH_MAG[1] - P[1][1]*SH_MAG[2] + P[3][1]*SH_MAG[0] + P[18][1]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][1]*(2*q0*q2 + 2*q1*q3) - P[17][1]*(2*q0*q1 - 2*q2*q3) + P[2][1]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + SH_MAG[0]*(P[21][3] + P[0][3]*SH_MAG[1] - P[1][3]*SH_MAG[2] + P[3][3]*SH_MAG[0] + P[18][3]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][3]*(2*q0*q2 + 2*q1*q3) - P[17][3]*(2*q0*q1 - 2*q2*q3) + P[2][3]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + (SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6])*(P[21][18] + P[0][18]*SH_MAG[1] - P[1][18]*SH_MAG[2] + P[3][18]*SH_MAG[0] + P[18][18]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][18]*(2*q0*q2 + 2*q1*q3) - P[17][18]*(2*q0*q1 - 2*q2*q3) + P[2][18]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2)) + P[2][21]*(SH_MAG[7] + SH_MAG[8] - 2*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[2] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_z = false;
} else {
// the innovation variance contribution from the state covariances is negtive which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_z = true;
// we need to reinitialise the covariance matrix and abort this fusion step
initialiseCovariance();
return;
}
// Perform an innovation consistency check on each measurement and if one axis fails
// do not fuse any data from the sensor because the most common errors affect multiple axes.
bool mag_fail = false;
for (uint8_t index = 0; index <= 2; index++) {
_mag_test_ratio[index] = sq(_mag_innov[index]) / (sq(math::max(_params.mag_innov_gate, 1.0f)) * _mag_innov_var[index]);
if (_mag_test_ratio[index] > 1.0f) {
mag_fail = false;
_innov_check_fail_status.value |= (1 << (index + 3));
} else {
_innov_check_fail_status.value &= !(1 << (index + 3));
}
}
if (mag_fail) {
return;
}
// Observation jacobian and Kalman gain vectors
float H_MAG[24];
float Kfusion[24];
// update the states and covariance using sequential fusion of the magnetometer components
for (uint8_t index = 0; index <= 2; index++) {
// Calculate Kalman gains
// Calculate Kalman gains and observation jacobians
if (index == 0) {
// Calculate X axis observation jacobians
memset(H_MAG, 0, sizeof(H_MAG));
H_MAG[0] = SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2;
H_MAG[1] = SH_MAG[0];
H_MAG[2] = -SH_MAG[1];
H_MAG[3] = SH_MAG[2];
H_MAG[16] = SH_MAG[5] - SH_MAG[4] - SH_MAG[3] + SH_MAG[6];
H_MAG[17] = 2.0f*q0*q3 + 2.0f*q1*q2;
H_MAG[18] = 2.0f*q1*q3 - 2.0f*q0*q2;
H_MAG[19] = 1.0f;
// intermediate variables
// innovation variance
_mag_innov_var[0] = (P[19][19] + R_MAG + P[1][19]*SH_MAG[0] - P[2][19]*SH_MAG[1] + P[3][19]*SH_MAG[2] - P[16][19]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + (2.0f*q0*q3 + 2.0f*q1*q2)*(P[19][17] + P[1][17]*SH_MAG[0] - P[2][17]*SH_MAG[1] + P[3][17]*SH_MAG[2] - P[16][17]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][17]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][17]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][17]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - (2.0f*q0*q2 - 2.0f*q1*q3)*(P[19][18] + P[1][18]*SH_MAG[0] - P[2][18]*SH_MAG[1] + P[3][18]*SH_MAG[2] - P[16][18]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][18]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][18]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][18]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + (SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)*(P[19][0] + P[1][0]*SH_MAG[0] - P[2][0]*SH_MAG[1] + P[3][0]*SH_MAG[2] - P[16][0]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][0]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][0]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][0]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + P[17][19]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][19]*(2.0f*q0*q2 - 2.0f*q1*q3) + SH_MAG[0]*(P[19][1] + P[1][1]*SH_MAG[0] - P[2][1]*SH_MAG[1] + P[3][1]*SH_MAG[2] - P[16][1]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][1]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][1]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][1]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - SH_MAG[1]*(P[19][2] + P[1][2]*SH_MAG[0] - P[2][2]*SH_MAG[1] + P[3][2]*SH_MAG[2] - P[16][2]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][2]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][2]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][2]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + SH_MAG[2]*(P[19][3] + P[1][3]*SH_MAG[0] - P[2][3]*SH_MAG[1] + P[3][3]*SH_MAG[2] - P[16][3]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][3]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][3]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][3]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - (SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6])*(P[19][16] + P[1][16]*SH_MAG[0] - P[2][16]*SH_MAG[1] + P[3][16]*SH_MAG[2] - P[16][16]*(SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6]) + P[17][16]*(2.0f*q0*q3 + 2.0f*q1*q2) - P[18][16]*(2.0f*q0*q2 - 2.0f*q1*q3) + P[0][16]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + P[0][19]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[0] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_x = false;
} else {
// the innovation variance contribution from the state covariances is negative which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_x = true;
// we need to re-initialise covariances and abort this fusion step
resetMagCovariance();
ECL_ERR("EKF magX fusion numerical error - covariance reset");
return;
}
// Calculate X axis Kalman gains
float SK_MX[5];
SK_MX[0] = 1.0f / _mag_innov_var[0];
SK_MX[1] = SH_MAG[3] + SH_MAG[4] - SH_MAG[5] - SH_MAG[6];
SK_MX[2] = SH_MAG[7] + SH_MAG[8] - 2*magD*q2;
SK_MX[3] = 2*q0*q2 - 2*q1*q3;
SK_MX[4] = 2*q0*q3 + 2*q1*q2;
SK_MX[2] = SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2;
SK_MX[3] = 2.0f*q0*q2 - 2.0f*q1*q3;
SK_MX[4] = 2.0f*q0*q3 + 2.0f*q1*q2;
Kfusion[0] = SK_MX[0]*(P[0][19] + P[0][1]*SH_MAG[0] - P[0][2]*SH_MAG[1] + P[0][3]*SH_MAG[2] + P[0][0]*SK_MX[2] - P[0][16]*SK_MX[1] + P[0][17]*SK_MX[4] - P[0][18]*SK_MX[3]);
Kfusion[1] = SK_MX[0]*(P[1][19] + P[1][1]*SH_MAG[0] - P[1][2]*SH_MAG[1] + P[1][3]*SH_MAG[2] + P[1][0]*SK_MX[2] - P[1][16]*SK_MX[1] + P[1][17]*SK_MX[4] - P[1][18]*SK_MX[3]);
@@ -229,12 +155,41 @@ void Ekf::fuseMag()
Kfusion[23] = SK_MX[0]*(P[23][19] + P[23][1]*SH_MAG[0] - P[23][2]*SH_MAG[1] + P[23][3]*SH_MAG[2] + P[23][0]*SK_MX[2] - P[23][16]*SK_MX[1] + P[23][17]*SK_MX[4] - P[23][18]*SK_MX[3]);
} else if (index == 1) {
// Calculate Y axis observation jacobians
memset(H_MAG, 0, sizeof(H_MAG));
H_MAG[0] = SH_MAG[2];
H_MAG[1] = SH_MAG[1];
H_MAG[2] = SH_MAG[0];
H_MAG[3] = 2.0f*magD*q2 - SH_MAG[8] - SH_MAG[7];
H_MAG[16] = 2.0f*q1*q2 - 2.0f*q0*q3;
H_MAG[17] = SH_MAG[4] - SH_MAG[3] - SH_MAG[5] + SH_MAG[6];
H_MAG[18] = 2.0f*q0*q1 + 2.0f*q2*q3;
H_MAG[20] = 1.0f;
// intermediate variables - note SK_MY[0] is 1/(innovation variance)
_mag_innov_var[1] = (P[20][20] + R_MAG + P[0][20]*SH_MAG[2] + P[1][20]*SH_MAG[1] + P[2][20]*SH_MAG[0] - P[17][20]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - (2.0f*q0*q3 - 2.0f*q1*q2)*(P[20][16] + P[0][16]*SH_MAG[2] + P[1][16]*SH_MAG[1] + P[2][16]*SH_MAG[0] - P[17][16]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][16]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][16]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][16]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + (2.0f*q0*q1 + 2.0f*q2*q3)*(P[20][18] + P[0][18]*SH_MAG[2] + P[1][18]*SH_MAG[1] + P[2][18]*SH_MAG[0] - P[17][18]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][18]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][18]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][18]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - (SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)*(P[20][3] + P[0][3]*SH_MAG[2] + P[1][3]*SH_MAG[1] + P[2][3]*SH_MAG[0] - P[17][3]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][3]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][3]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][3]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - P[16][20]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][20]*(2.0f*q0*q1 + 2.0f*q2*q3) + SH_MAG[2]*(P[20][0] + P[0][0]*SH_MAG[2] + P[1][0]*SH_MAG[1] + P[2][0]*SH_MAG[0] - P[17][0]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][0]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][0]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][0]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + SH_MAG[1]*(P[20][1] + P[0][1]*SH_MAG[2] + P[1][1]*SH_MAG[1] + P[2][1]*SH_MAG[0] - P[17][1]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][1]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][1]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][1]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + SH_MAG[0]*(P[20][2] + P[0][2]*SH_MAG[2] + P[1][2]*SH_MAG[1] + P[2][2]*SH_MAG[0] - P[17][2]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][2]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][2]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][2]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - (SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6])*(P[20][17] + P[0][17]*SH_MAG[2] + P[1][17]*SH_MAG[1] + P[2][17]*SH_MAG[0] - P[17][17]*(SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6]) - P[16][17]*(2.0f*q0*q3 - 2.0f*q1*q2) + P[18][17]*(2.0f*q0*q1 + 2.0f*q2*q3) - P[3][17]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - P[3][20]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[1] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_y = false;
} else {
// the innovation variance contribution from the state covariances is negtive which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_y = true;
// we need to re-initialise covariances and abort this fusion step
resetMagCovariance();
ECL_ERR("EKF magY fusion numerical error - covariance reset");
return;
}
// Calculate Y axis Kalman gains
float SK_MY[5];
SK_MY[0] = 1.0f / _mag_innov_var[1];
SK_MY[1] = SH_MAG[3] - SH_MAG[4] + SH_MAG[5] - SH_MAG[6];
SK_MY[2] = SH_MAG[7] + SH_MAG[8] - 2*magD*q2;
SK_MY[3] = 2*q0*q3 - 2*q1*q2;
SK_MY[4] = 2*q0*q1 + 2*q2*q3;
SK_MY[2] = SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2;
SK_MY[3] = 2.0f*q0*q3 - 2.0f*q1*q2;
SK_MY[4] = 2.0f*q0*q1 + 2.0f*q2*q3;
Kfusion[0] = SK_MY[0]*(P[0][20] + P[0][0]*SH_MAG[2] + P[0][1]*SH_MAG[1] + P[0][2]*SH_MAG[0] - P[0][3]*SK_MY[2] - P[0][17]*SK_MY[1] - P[0][16]*SK_MY[3] + P[0][18]*SK_MY[4]);
Kfusion[1] = SK_MY[0]*(P[1][20] + P[1][0]*SH_MAG[2] + P[1][1]*SH_MAG[1] + P[1][2]*SH_MAG[0] - P[1][3]*SK_MY[2] - P[1][17]*SK_MY[1] - P[1][16]*SK_MY[3] + P[1][18]*SK_MY[4]);
@@ -262,12 +217,42 @@ void Ekf::fuseMag()
Kfusion[23] = SK_MY[0]*(P[23][20] + P[23][0]*SH_MAG[2] + P[23][1]*SH_MAG[1] + P[23][2]*SH_MAG[0] - P[23][3]*SK_MY[2] - P[23][17]*SK_MY[1] - P[23][16]*SK_MY[3] + P[23][18]*SK_MY[4]);
} else if (index == 2) {
// calculate Z axis observation jacobians
memset(H_MAG, 0, sizeof(H_MAG));
H_MAG[0] = SH_MAG[1];
H_MAG[1] = -SH_MAG[2];
H_MAG[2] = SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2;
H_MAG[3] = SH_MAG[0];
H_MAG[16] = 2.0f*q0*q2 + 2.0f*q1*q3;
H_MAG[17] = 2.0f*q2*q3 - 2.0f*q0*q1;
H_MAG[18] = SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6];
H_MAG[21] = 1.0f;
// intermediate variables
_mag_innov_var[2] = (P[21][21] + R_MAG + P[0][21]*SH_MAG[1] - P[1][21]*SH_MAG[2] + P[3][21]*SH_MAG[0] + P[18][21]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + (2.0f*q0*q2 + 2.0f*q1*q3)*(P[21][16] + P[0][16]*SH_MAG[1] - P[1][16]*SH_MAG[2] + P[3][16]*SH_MAG[0] + P[18][16]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][16]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][16]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][16]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - (2.0f*q0*q1 - 2.0f*q2*q3)*(P[21][17] + P[0][17]*SH_MAG[1] - P[1][17]*SH_MAG[2] + P[3][17]*SH_MAG[0] + P[18][17]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][17]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][17]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][17]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + (SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)*(P[21][2] + P[0][2]*SH_MAG[1] - P[1][2]*SH_MAG[2] + P[3][2]*SH_MAG[0] + P[18][2]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][2]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][2]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][2]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + P[16][21]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][21]*(2.0f*q0*q1 - 2.0f*q2*q3) + SH_MAG[1]*(P[21][0] + P[0][0]*SH_MAG[1] - P[1][0]*SH_MAG[2] + P[3][0]*SH_MAG[0] + P[18][0]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][0]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][0]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][0]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) - SH_MAG[2]*(P[21][1] + P[0][1]*SH_MAG[1] - P[1][1]*SH_MAG[2] + P[3][1]*SH_MAG[0] + P[18][1]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][1]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][1]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][1]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + SH_MAG[0]*(P[21][3] + P[0][3]*SH_MAG[1] - P[1][3]*SH_MAG[2] + P[3][3]*SH_MAG[0] + P[18][3]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][3]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][3]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][3]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + (SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6])*(P[21][18] + P[0][18]*SH_MAG[1] - P[1][18]*SH_MAG[2] + P[3][18]*SH_MAG[0] + P[18][18]*(SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6]) + P[16][18]*(2.0f*q0*q2 + 2.0f*q1*q3) - P[17][18]*(2.0f*q0*q1 - 2.0f*q2*q3) + P[2][18]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2)) + P[2][21]*(SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2));
// check for a badly conditioned covariance matrix
if (_mag_innov_var[2] >= R_MAG) {
// the innovation variance contribution from the state covariances is non-negative - no fault
_fault_status.flags.bad_mag_z = false;
} else if (_mag_innov_var[2] > 0.0f) {
// the innovation variance contribution from the state covariances is negative which means the covariance matrix is badly conditioned
_fault_status.flags.bad_mag_z = true;
// we need to re-initialise covariances and abort this fusion step
resetMagCovariance();
ECL_ERR("EKF magZ fusion numerical error - covariance reset");
return;
}
// Calculate Z axis Kalman gains
float SK_MZ[5];
SK_MZ[0] = 1.0f / _mag_innov_var[2];
SK_MZ[1] = SH_MAG[3] - SH_MAG[4] - SH_MAG[5] + SH_MAG[6];
SK_MZ[2] = SH_MAG[7] + SH_MAG[8] - 2*magD*q2;
SK_MZ[3] = 2*q0*q1 - 2*q2*q3;
SK_MZ[4] = 2*q0*q2 + 2*q1*q3;
SK_MZ[2] = SH_MAG[7] + SH_MAG[8] - 2.0f*magD*q2;
SK_MZ[3] = 2.0f*q0*q1 - 2.0f*q2*q3;
SK_MZ[4] = 2.0f*q0*q2 + 2.0f*q1*q3;
Kfusion[0] = SK_MZ[0]*(P[0][21] + P[0][0]*SH_MAG[1] - P[0][1]*SH_MAG[2] + P[0][3]*SH_MAG[0] + P[0][2]*SK_MZ[2] + P[0][18]*SK_MZ[1] + P[0][16]*SK_MZ[4] - P[0][17]*SK_MZ[3]);
Kfusion[1] = SK_MZ[0]*(P[1][21] + P[1][0]*SH_MAG[1] - P[1][1]*SH_MAG[2] + P[1][3]*SH_MAG[0] + P[1][2]*SK_MZ[2] + P[1][18]*SK_MZ[1] + P[1][16]*SK_MZ[4] - P[1][17]*SK_MZ[3]);
@@ -298,16 +283,26 @@ void Ekf::fuseMag()
return;
}
// Perform an innovation consistency check and report the result
bool healthy = true;
_mag_test_ratio[index] = sq(_mag_innov[index]) / (sq(math::max(_params.mag_innov_gate, 1.0f)) * _mag_innov_var[index]);
if (_mag_test_ratio[index] > 1.0f) {
healthy = false;
_innov_check_fail_status.value |= (1 << (index + 3));
} else {
_innov_check_fail_status.value &= !(1 << (index + 3));
}
// apply covariance correction via P_new = (I -K*H)*P
// first calculate expression for KHP
// then calculate P - KHP
for (unsigned row = 0; row < _k_num_states; row++) {
for (unsigned column = 0; column <= 3; column++) {
KH[row][column] = Kfusion[row] * H_MAG[index][column];
KH[row][column] = Kfusion[row] * H_MAG[column];
}
for (unsigned column = 16; column <= 21; column++) {
KH[row][column] = Kfusion[row] * H_MAG[index][column];
KH[row][column] = Kfusion[row] * H_MAG[column];
}
}
@@ -330,7 +325,6 @@ void Ekf::fuseMag()
// if the covariance correction will result in a negative variance, then
// the covariance marix is unhealthy and must be corrected
bool healthy = true;
_fault_status.flags.bad_mag_x = false;
_fault_status.flags.bad_mag_y = false;
_fault_status.flags.bad_mag_z = false;
@@ -562,6 +556,7 @@ void Ekf::fuseHeading()
// we reinitialise the covariance matrix and abort this fusion step
initialiseCovariance();
ECL_ERR("EKF mag yaw fusion numerical error - covariance reset");
return;
}