/* Copyright (c) 2016 Michael Welter * * Permission to use, copy, modify, and/or distribute this software for any * purpose with or without fee is hereby granted, provided that the above * copyright notice and this permission notice appear in all copies. */ #include "kalman.h" #include #include void KalmanFilter::init() { // allocate and initialize matrices measurement_noise_cov = MeasureMatrix::Zero(); process_noise_cov = StateMatrix::Zero(); state_cov = StateMatrix::Zero(); state_cov_prior = StateMatrix::Zero(); transition_matrix = StateMatrix::Zero(); measurement_matrix = StateToMeasureMatrix::Zero(); kalman_gain = MeasureToStateMatrix::Zero(); // initialize state variables state = StateVector::Zero(); state_prior = StateVector::Zero(); innovation = PoseVector::Zero(); } void KalmanFilter::time_update() { state_prior = transition_matrix * state; state_cov_prior = transition_matrix * state_cov * transition_matrix.transpose() + process_noise_cov; } void KalmanFilter::measurement_update(const PoseVector &measurement) { MeasureMatrix tmp = measurement_matrix * state_cov_prior * measurement_matrix.transpose() + measurement_noise_cov; MeasureMatrix tmp_inv = tmp.inverse(); kalman_gain = state_cov_prior * measurement_matrix.transpose() * tmp_inv; innovation = measurement - measurement_matrix * state_prior; state = state_prior + kalman_gain * innovation; state_cov = state_cov_prior - kalman_gain * measurement_matrix * state_cov_prior; } void KalmanProcessNoiseScaler::init() { base_cov = StateMatrix::Zero(NUM_STATE_DOF, NUM_STATE_DOF); innovation_cov_estimate = MeasureMatrix::Zero(NUM_MEASUREMENT_DOF, NUM_MEASUREMENT_DOF); } /* Uses innovation, measurement_matrix, measurement_noise_cov, and state_cov_prior found in KalmanFilter. It sets process_noise_cov */ void KalmanProcessNoiseScaler::update(KalmanFilter &kf, double dt) { MeasureMatrix ddT = kf.innovation * kf.innovation.transpose(); double f = dt / (dt + settings::adaptivity_window_length); innovation_cov_estimate = f * ddT + (1. - f) * innovation_cov_estimate; double T1 = (innovation_cov_estimate - kf.measurement_noise_cov).trace(); double T2 = (kf.measurement_matrix * kf.state_cov_prior * kf.measurement_matrix.transpose()).trace(); double alpha = 0.001; if (T2 > 0. && T1 > 0.) { alpha = T1 / T2; alpha = std::sqrt(alpha); alpha = std::fmin(1000., std::fmax(0.001, alpha)); } kf.process_noise_cov = alpha * base_cov; //qDebug() << "alpha = " << alpha; } void DeadzoneFilter::reset() { last_output = PoseVector::Zero(); } PoseVector DeadzoneFilter::filter(const PoseVector &input) { PoseVector out; for (int i = 0; i < input.rows(); ++i) { const double dz = dz_size[i]; if (dz > 0.) { const double delta = input[i] - last_output[i]; const double f = std::pow(std::fabs(delta) / dz, settings::deadzone_exponent); const double response = f / (f + 1.) * delta; out[i] = last_output[i] + response; } else out[i] = input[i]; last_output[i] = out[i]; } return out; } void kalman::fill_transition_matrix(double dt) { for (int i = 0; i < 6; ++i) { kf.transition_matrix(i, i + 6) = dt; } } void kalman::fill_process_noise_cov_matrix(StateMatrix &target, double dt) const { // This model is like movement at fixed velocity plus superimposed // brownian motion. Unlike standard models for tracking of objects // with a very well predictable trajectory (e.g. // https://en.wikipedia.org/wiki/Kalman_filter#Example_application.2C_technical) double sigma_pos = settings::process_sigma_pos; double sigma_angle = settings::process_sigma_rot; double a_pos = sigma_pos * sigma_pos * dt; double a_ang = sigma_angle * sigma_angle * dt; constexpr double b = 20; constexpr double c = 1.; for (int i = 0; i < 3; ++i) { target(i, i) = a_pos; target(i, i + 6) = a_pos * c; target(i + 6, i) = a_pos * c; target(i + 6, i + 6) = a_pos * b; } for (int i = 3; i < 6; ++i) { target(i, i) = a_ang; target(i, i + 6) = a_ang * c; target(i + 6, i) = a_ang * c; target(i + 6, i + 6) = a_ang * b; } } PoseVector kalman::do_kalman_filter(const PoseVector &input, double dt, bool new_input) { if (new_input) { dt = dt_since_last_input; fill_transition_matrix(dt); fill_process_noise_cov_matrix(kf_adaptive_process_noise_cov.base_cov, dt); kf_adaptive_process_noise_cov.update(kf, dt); kf.time_update(); kf.measurement_update(input); } return kf.state.head(6); } kalman::kalman() { reset(); } // The original code was written by Donovan Baarda // https://sourceforge.net/p/facetracknoir/discussion/1150909/thread/418615e1/?limit=25#af75/084b void kalman::reset() { kf.init(); kf_adaptive_process_noise_cov.init(); for (int i = 0; i < 6; ++i) { // initialize part of the transition matrix that do not change. kf.transition_matrix(i, i) = 1.; kf.transition_matrix(i + 6, i + 6) = 1.; // "extract" positions, i.e. the first 6 state dof. kf.measurement_matrix(i, i) = 1.; } double noise_variance_position = settings::map_slider_value(s.noise_pos_slider_value); double noise_variance_angle = settings::map_slider_value(s.noise_rot_slider_value); for (int i = 0; i < 3; ++i) { kf.measurement_noise_cov(i , i ) = noise_variance_position; kf.measurement_noise_cov(i + 3, i + 3) = noise_variance_angle; } fill_transition_matrix(0.03); fill_process_noise_cov_matrix(kf_adaptive_process_noise_cov.base_cov, 0.03); kf.process_noise_cov = kf_adaptive_process_noise_cov.base_cov; kf.state_cov = kf.process_noise_cov; for (int i = 0; i < 6; i++) { last_input[i] = 0; } dt_since_last_input = 0; prev_slider_pos[0] = s.noise_pos_slider_value; prev_slider_pos[1] = s.noise_rot_slider_value; dz_filter.reset(); } void kalman::filter(const double* input_, double *output_) { // almost non-existent cost, so might as well ... Eigen::Map input(input_, PoseVector::RowsAtCompileTime, 1); Eigen::Map output(output_, PoseVector::RowsAtCompileTime, 1); if (!(prev_slider_pos[0] == s.noise_pos_slider_value && prev_slider_pos[1] == s.noise_rot_slider_value)) { reset(); } // Start the timer on first filter evaluation. if (first_run) { timer.start(); first_run = false; return; } // Note this is a terrible way to detect when there is a new // frame of tracker input, but it is the best we have. bool new_input = input.cwiseNotEqual(last_input).any(); // Get the time in seconds since last run and restart the timer. const double dt = timer.elapsed_seconds(); dt_since_last_input += dt; timer.start(); output = do_kalman_filter(input, dt, new_input); { // Compute deadzone size base on estimated state variance. // Given a constant input plus measurement noise, KF should converge to the true input. // This works well. That is the output pose becomes very still afte some time. // The QScaling adaptive filter makes the state cov vary depending on the estimated noise // and the measured noise of the innovation sequence. After a sudden movement it peaks // and then decays asymptotically to some constant value taken in stationary state. // We can use this to calculate the size of the deadzone, so that in the stationary state the // deadzone size is small. Thus the tracking error due to the dz-filter becomes also small. PoseVector variance = kf.state_cov.diagonal().head(6); dz_filter.dz_size = variance.cwiseSqrt() * settings::deadzone_scale; } output = dz_filter.filter(output); if (new_input) { dt_since_last_input = 0; last_input = input; } } dialog_kalman::dialog_kalman() : filter(nullptr) { ui.setupUi(this); connect(ui.buttonBox, SIGNAL(accepted()), this, SLOT(doOK())); connect(ui.buttonBox, SIGNAL(rejected()), this, SLOT(doCancel())); tie_setting(s.noise_rot_slider_value, ui.noiseRotSlider); tie_setting(s.noise_pos_slider_value, ui.noisePosSlider); connect(&s.noise_rot_slider_value, SIGNAL(valueChanged(const slider_value&)), this, SLOT(updateLabels(const slider_value&))); connect(&s.noise_pos_slider_value, SIGNAL(valueChanged(const slider_value&)), this, SLOT(updateLabels(const slider_value&))); updateLabels(slider_value()); } void dialog_kalman::updateLabels(const slider_value&) { this->ui.noiseRotLabel->setText( QString::number(settings::map_slider_value(s.noise_rot_slider_value), 'f', 3) + "°"); this->ui.noisePosLabel->setText( QString::number(settings::map_slider_value(s.noise_pos_slider_value), 'f', 3) + " cm"); } void dialog_kalman::doOK() { s.b->save(); close(); } void dialog_kalman::doCancel() { close(); } double settings::map_slider_value(const slider_value& v_) { const double v = v_; #if 0 //return std::pow(10., v * 4. - 3.); #else constexpr int min_log10 = -3; constexpr int max_log10 = 1; constexpr int num_divisions = max_log10 - min_log10; /* ascii art representation of slider // ----- // ------// ------// ------- // 4 divisions -3 - 2 -1 0 1 power of 10 | | | f + left_side_log10 | left_side_log10 */ const int k = int(v * num_divisions); // in which division are we?! const double f = v * num_divisions - k; // where in the division are we?! const double ff = f * 9. + 1.; const double multiplier = int(ff * 10.) / 10.; const int left_side_log10 = min_log10 + k; const double val = std::pow(10., left_side_log10) * multiplier; return val; #endif } OPENTRACK_DECLARE_FILTER(kalman, dialog_kalman, kalmanDll)