/**************************************************************************** * * Copyright (c) 2015 Estimation and Control Library (ECL). All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * 3. Neither the name ECL nor the names of its contributors may be * used to endorse or promote products derived from this software * without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * POSSIBILITY OF SUCH DAMAGE. * ****************************************************************************/ /** * @file covariance.cpp * Contains functions for initialising, predicting and updating the state * covariance matrix * equations generated using EKF/python/ekf_derivation/main.py * * @author Roman Bast * */ #include "ekf.h" #include "python/ekf_derivation/generated/predict_covariance.h" #include #include // Sets initial values for the covariance matrix // Do not call before quaternion states have been initialised void Ekf::initialiseCovariance() { P.zero(); resetQuatCov(); // velocity P(4,4) = sq(fmaxf(_params.gps_vel_noise, 0.01f)); P(5,5) = P(4,4); P(6,6) = sq(1.5f) * P(4,4); // position P(7,7) = sq(fmaxf(_params.gps_pos_noise, 0.01f)); P(8,8) = P(7,7); P(9,9) = sq(fmaxf(_params.baro_noise, 0.01f)); if (_control_status.flags.gps_hgt) { P(9,9) = sq(fmaxf(1.5f * _params.gps_pos_noise, 0.01f)); } #if defined(CONFIG_EKF2_RANGE_FINDER) if (_control_status.flags.rng_hgt) { P(9,9) = sq(fmaxf(_params.range_noise, 0.01f)); } #endif // CONFIG_EKF2_RANGE_FINDER // gyro bias _prev_gyro_bias_var(0) = P(10,10) = sq(_params.switch_on_gyro_bias); _prev_gyro_bias_var(1) = P(11,11) = P(10,10); _prev_gyro_bias_var(2) = P(12,12) = P(10,10); // accel bias _prev_accel_bias_var(0) = P(13,13) = sq(_params.switch_on_accel_bias); _prev_accel_bias_var(1) = P(14,14) = P(13,13); _prev_accel_bias_var(2) = P(15,15) = P(13,13); resetMagCov(); // wind P(22,22) = sq(_params.initial_wind_uncertainty); P(23,23) = P(22,22); } void Ekf::predictCovariance(const imuSample &imu_delayed) { // Use average update interval to reduce accumulated covariance prediction errors due to small single frame dt values const float dt = _dt_ekf_avg; const float dt_inv = 1.f / dt; // inhibit learning of imu accel bias if the manoeuvre levels are too high to protect against the effect of sensor nonlinearities or bad accel data is detected // xy accel bias learning is also disabled on ground as those states are poorly observable when perpendicular to the gravity vector const float alpha = math::constrain((dt / _params.acc_bias_learn_tc), 0.0f, 1.0f); const float beta = 1.0f - alpha; _ang_rate_magnitude_filt = fmaxf(dt_inv * imu_delayed.delta_ang.norm(), beta * _ang_rate_magnitude_filt); _accel_magnitude_filt = fmaxf(dt_inv * imu_delayed.delta_vel.norm(), beta * _accel_magnitude_filt); _accel_vec_filt = alpha * dt_inv * imu_delayed.delta_vel + beta * _accel_vec_filt; const bool is_manoeuvre_level_high = _ang_rate_magnitude_filt > _params.acc_bias_learn_gyr_lim || _accel_magnitude_filt > _params.acc_bias_learn_acc_lim; // gyro bias inhibit const bool do_inhibit_all_gyro_axes = !(_params.imu_ctrl & static_cast(ImuCtrl::GyroBias)); for (unsigned stateIndex = 10; stateIndex <= 12; stateIndex++) { const unsigned index = stateIndex - 10; bool is_bias_observable = true; // TODO: gyro bias conditions const bool do_inhibit_axis = do_inhibit_all_gyro_axes || !is_bias_observable; if (do_inhibit_axis) { // store the bias state variances to be reinstated later if (!_gyro_bias_inhibit[index]) { _prev_gyro_bias_var(index) = P(stateIndex, stateIndex); _gyro_bias_inhibit[index] = true; } } else { if (_gyro_bias_inhibit[index]) { // reinstate the bias state variances P(stateIndex, stateIndex) = _prev_gyro_bias_var(index); _gyro_bias_inhibit[index] = false; } } } // accel bias inhibit const bool do_inhibit_all_accel_axes = !(_params.imu_ctrl & static_cast(ImuCtrl::AccelBias)) || is_manoeuvre_level_high || _fault_status.flags.bad_acc_vertical; for (unsigned stateIndex = 13; stateIndex <= 15; stateIndex++) { const unsigned index = stateIndex - 13; bool is_bias_observable = true; if (_control_status.flags.vehicle_at_rest) { is_bias_observable = true; } else if (_control_status.flags.fake_hgt) { is_bias_observable = false; } else if (_control_status.flags.fake_pos) { // when using fake position (but not fake height) only consider an accel bias observable if aligned with the gravity vector is_bias_observable = (fabsf(_R_to_earth(2, index)) > 0.966f); // cos 15 degrees ~= 0.966 } const bool do_inhibit_axis = do_inhibit_all_accel_axes || imu_delayed.delta_vel_clipping[index] || !is_bias_observable; if (do_inhibit_axis) { // store the bias state variances to be reinstated later if (!_accel_bias_inhibit[index]) { _prev_accel_bias_var(index) = P(stateIndex, stateIndex); _accel_bias_inhibit[index] = true; } } else { if (_accel_bias_inhibit[index]) { // reinstate the bias state variances P(stateIndex, stateIndex) = _prev_accel_bias_var(index); _accel_bias_inhibit[index] = false; } } } // Don't continue to grow the earth 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 float mag_I_sig; if (_control_status.flags.mag && (P(16, 16) + P(17, 17) + P(18, 18)) < 0.1f) { mag_I_sig = dt * math::constrain(_params.mage_p_noise, 0.0f, 1.0f); } else { mag_I_sig = 0.0f; } // Don't continue to grow the body 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 float mag_B_sig; if (_control_status.flags.mag && (P(19, 19) + P(20, 20) + P(21, 21)) < 0.1f) { mag_B_sig = dt * math::constrain(_params.magb_p_noise, 0.0f, 1.0f); } else { mag_B_sig = 0.0f; } float wind_vel_nsd_scaled; // Calculate low pass filtered height rate float alpha_height_rate_lpf = 0.1f * dt; // 10 seconds time constant _height_rate_lpf = _height_rate_lpf * (1.0f - alpha_height_rate_lpf) + _state.vel(2) * alpha_height_rate_lpf; // 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(23,23)) < sq(_params.initial_wind_uncertainty)) { wind_vel_nsd_scaled = math::constrain(_params.wind_vel_nsd, 0.0f, 1.0f) * (1.0f + _params.wind_vel_nsd_scaler * fabsf(_height_rate_lpf)); } else { wind_vel_nsd_scaled = 0.0f; } // assign IMU noise variances // inputs to the system are 3 delta angles and 3 delta velocities float gyro_noise = math::constrain(_params.gyro_noise, 0.0f, 1.0f); const float d_ang_var = sq(dt * gyro_noise); float accel_noise = math::constrain(_params.accel_noise, 0.0f, 1.0f); Vector3f d_vel_var; for (int i = 0; i <= 2; i++) { if (_fault_status.flags.bad_acc_vertical || imu_delayed.delta_vel_clipping[i]) { // Increase accelerometer process noise if bad accel data is detected d_vel_var(i) = sq(dt * BADACC_BIAS_PNOISE); } else { d_vel_var(i) = sq(dt * accel_noise); } } // predict the covariance SquareMatrix24f nextP; // calculate variances and upper diagonal covariances for quaternion, velocity, position and gyro bias states sym::PredictCovariance(getStateAtFusionHorizonAsVector(), P, imu_delayed.delta_vel, d_vel_var, imu_delayed.delta_ang, d_ang_var, dt, &nextP); // compute noise variance for stationary processes Vector24f process_noise; // Construct the process noise variance diagonal for those states with a stationary process model // These are kinematic states and their error growth is controlled separately by the IMU noise variances // earth frame magnetic field states process_noise.slice<3, 1>(16, 0) = sq(mag_I_sig); // body frame magnetic field states process_noise.slice<3, 1>(19, 0) = sq(mag_B_sig); // wind velocity states process_noise.slice<2, 1>(22, 0) = sq(wind_vel_nsd_scaled) * dt; // add process noise that is not from the IMU for (unsigned i = 16; i <= 23; i++) { nextP(i, i) += process_noise(i); } // gyro bias: add process noise, or restore previous gyro bias var if state inhibited const float gyro_bias_sig = dt * math::constrain(_params.gyro_bias_p_noise, 0.f, 1.f); const float gyro_bias_process_noise = sq(gyro_bias_sig); for (unsigned i = 10; i <= 12; i++) { const int axis_index = i - 10; if (!_gyro_bias_inhibit[axis_index]) { nextP(i, i) += gyro_bias_process_noise; } else { nextP.uncorrelateCovarianceSetVariance<1>(i, _prev_gyro_bias_var(axis_index)); } } // accel bias: add process noise, or restore previous accel bias var if state inhibited const float accel_bias_sig = dt * math::constrain(_params.accel_bias_p_noise, 0.f, 1.f); const float accel_bias_process_noise = sq(accel_bias_sig); for (int i = 13; i <= 15; i++) { const int axis_index = i - 13; if (!_accel_bias_inhibit[axis_index]) { nextP(i, i) += accel_bias_process_noise; } else { nextP.uncorrelateCovarianceSetVariance<1>(i, _prev_accel_bias_var(axis_index)); } } // covariance matrix is symmetrical, so copy upper half to lower half for (unsigned row = 0; row <= 15; row++) { for (unsigned column = 0 ; column < row; column++) { P(row, column) = P(column, row) = nextP(column, row); } P(row, row) = nextP(row, row); } if (_control_status.flags.mag) { for (unsigned row = 16; row <= 21; row++) { for (unsigned column = 0 ; column < row; column++) { P(row, column) = P(column, row) = nextP(column, row); } P(row, row) = nextP(row, row); } } if (_control_status.flags.wind) { for (unsigned row = 22; row <= 23; row++) { for (unsigned column = 0 ; column < row; column++) { P(row, column) = P(column, row) = nextP(column, row); } P(row, row) = nextP(row, row); } } // fix gross errors in the covariance matrix and ensure rows and // columns for un-used states are zero fixCovarianceErrors(false); } void Ekf::fixCovarianceErrors(bool force_symmetry) { // 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 // and set corresponding entries in Q to zero when states exceed 50% of the limit // Covariance diagonal limits. Use same values for states which // belong to the same group (e.g. vel_x, vel_y, vel_z) float P_lim[8] = {}; P_lim[0] = 1.0f; // quaternion max var P_lim[1] = 1e6f; // velocity max var P_lim[2] = 1e6f; // position max var P_lim[3] = 1.0f; // gyro bias max var P_lim[4] = 1.0f; // delta velocity z bias max var P_lim[5] = 1.0f; // earth mag field max var P_lim[6] = 1.0f; // body mag field max var 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), 1e-6f, P_lim[1]); } for (int i = 7; i <= 9; i++) { // NED position states P(i, i) = math::constrain(P(i, i), 1e-6f, 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]); } // force symmetry on the quaternion, velocity and position state covariances if (force_symmetry) { P.makeRowColSymmetric<13>(0); } // the following states are optional and are deactivated when not required // by ensuring the corresponding covariance matrix values are kept at zero // accelerometer bias states if (!_accel_bias_inhibit[0] || !_accel_bias_inhibit[1] || !_accel_bias_inhibit[2]) { // Find the maximum delta velocity bias state variance and request a covariance reset if any variance is below the safe minimum const float minSafeStateVar = 1e-9f / sq(_dt_ekf_avg); float maxStateVar = minSafeStateVar; bool resetRequired = false; for (uint8_t stateIndex = 13; stateIndex <= 15; stateIndex++) { if (_accel_bias_inhibit[stateIndex - 13]) { // Skip the check for the inhibited axis continue; } if (P(stateIndex, stateIndex) > maxStateVar) { maxStateVar = P(stateIndex, stateIndex); } else if (P(stateIndex, stateIndex) < minSafeStateVar) { resetRequired = true; } } // To ensure stability of the covariance matrix operations, the ratio of a max and min variance must // not exceed 100 and the minimum variance must not fall below the target minimum // Also limit variance to a maximum equivalent to a 0.1g uncertainty const float minStateVarTarget = 5E-8f / sq(_dt_ekf_avg); float minAllowedStateVar = fmaxf(0.01f * maxStateVar, minStateVarTarget); for (uint8_t stateIndex = 13; stateIndex <= 15; stateIndex++) { if (_accel_bias_inhibit[stateIndex - 13]) { // Skip the check for the inhibited axis continue; } P(stateIndex, stateIndex) = math::constrain(P(stateIndex, stateIndex), minAllowedStateVar, sq(0.1f * CONSTANTS_ONE_G)); } // If any one axis has fallen below the safe minimum, all delta velocity covariance terms must be reset to zero if (resetRequired) { P.uncorrelateCovariance<3>(13); } // Run additional checks to see if the delta velocity bias has hit limits in a direction that is clearly wrong // calculate accel bias term aligned with the gravity vector const float dVel_bias_lim = 0.9f * _params.acc_bias_lim * _dt_ekf_avg; const Vector3f delta_vel_bias = _state.accel_bias * _dt_ekf_avg; const float down_dvel_bias = delta_vel_bias.dot(Vector3f(_R_to_earth.row(2))); // check that the vertical component of accel bias is consistent with both the vertical position and velocity innovation bool bad_acc_bias = false; if (fabsf(down_dvel_bias) > dVel_bias_lim) { bool bad_vz_gps = _control_status.flags.gps && (down_dvel_bias * _aid_src_gnss_vel.innovation[2] < 0.0f); #if defined(CONFIG_EKF2_EXTERNAL_VISION) bool bad_vz_ev = _control_status.flags.ev_vel && (down_dvel_bias * _aid_src_ev_vel.innovation[2] < 0.0f); #else bool bad_vz_ev = false; #endif // CONFIG_EKF2_EXTERNAL_VISION if (bad_vz_gps || bad_vz_ev) { bool bad_z_baro = _control_status.flags.baro_hgt && (down_dvel_bias * _aid_src_baro_hgt.innovation < 0.0f); bool bad_z_gps = _control_status.flags.gps_hgt && (down_dvel_bias * _aid_src_gnss_hgt.innovation < 0.0f); #if defined(CONFIG_EKF2_RANGE_FINDER) bool bad_z_rng = _control_status.flags.rng_hgt && (down_dvel_bias * _aid_src_rng_hgt.innovation < 0.0f); #else bool bad_z_rng = false; #endif // CONFIG_EKF2_RANGE_FINDER #if defined(CONFIG_EKF2_EXTERNAL_VISION) bool bad_z_ev = _control_status.flags.ev_hgt && (down_dvel_bias * _aid_src_ev_hgt.innovation < 0.0f); #else bool bad_z_ev = false; #endif // CONFIG_EKF2_EXTERNAL_VISION if (bad_z_baro || bad_z_gps || bad_z_rng || bad_z_ev) { bad_acc_bias = true; } } } // record the pass/fail if (!bad_acc_bias) { _fault_status.flags.bad_acc_bias = false; _time_acc_bias_check = _time_delayed_us; } else { _fault_status.flags.bad_acc_bias = true; } // if we have failed for 7 seconds continuously, reset the accel bias covariances to fix bad conditioning of // the covariance matrix but preserve the variances (diagonals) to allow bias learning to continue if (isTimedOut(_time_acc_bias_check, (uint64_t)7e6)) { P.uncorrelateCovariance<3>(13); _time_acc_bias_check = _time_delayed_us; _fault_status.flags.bad_acc_bias = false; _warning_events.flags.invalid_accel_bias_cov_reset = true; ECL_WARN("invalid accel bias - covariance reset"); } else if (force_symmetry) { // ensure the covariance values are symmetrical P.makeRowColSymmetric<3>(13); } } // magnetic field states if (!_control_status.flags.mag) { P.uncorrelateCovarianceSetVariance<3>(16, 0.0f); P.uncorrelateCovarianceSetVariance<3>(19, 0.0f); } 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 if (force_symmetry) { P.makeRowColSymmetric<3>(16); P.makeRowColSymmetric<3>(19); } } // wind velocity states if (!_control_status.flags.wind) { P.uncorrelateCovarianceSetVariance<2>(22, 0.0f); } 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 if (force_symmetry) { P.makeRowColSymmetric<2>(22); } } } // if the covariance correction will result in a negative variance, then // the covariance matrix is unhealthy and must be corrected bool Ekf::checkAndFixCovarianceUpdate(const SquareMatrix24f &KHP) { bool healthy = true; for (int i = 0; i < _k_num_states; i++) { if (P(i, i) < KHP(i, i)) { P.uncorrelateCovarianceSetVariance<1>(i, 0.0f); healthy = false; } } return healthy; } void Ekf::resetQuatCov() { zeroQuatCov(); // define the initial angle uncertainty as variances for a rotation vector Vector3f rot_vec_var; rot_vec_var.setAll(sq(_params.initial_tilt_err)); initialiseQuatCovariances(rot_vec_var); // update the yaw angle variance using the variance of the measurement if (_params.mag_fusion_type != MagFuseType::NONE) { // using magnetic heading tuning parameter increaseQuatYawErrVariance(sq(fmaxf(_params.mag_heading_noise, 1.0e-2f))); } } void Ekf::zeroQuatCov() { P.uncorrelateCovarianceSetVariance<2>(0, 0.0f); P.uncorrelateCovarianceSetVariance<2>(2, 0.0f); } void Ekf::resetMagCov() { if (_mag_decl_cov_reset) { ECL_INFO("reset mag covariance"); _mag_decl_cov_reset = false; } P.uncorrelateCovarianceSetVariance<3>(16, sq(_params.mag_noise)); P.uncorrelateCovarianceSetVariance<3>(19, sq(_params.mag_noise)); saveMagCovData(); } void Ekf::resetGyroBiasZCov() { const float init_gyro_bias_var = sq(_params.switch_on_gyro_bias); P.uncorrelateCovarianceSetVariance<1>(12, init_gyro_bias_var); }