import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import norm
from sympy import Symbol,Matrix
from sympy.interactive import printing
x=np.matrix([[0.0,0.0,0.0,0.0]]).T
print(x,x.shape)
P=np.diag([1000.0,1000.0,1000.0,1000.0])
print(P,P.shape)
dt = 0.1
F=np.matrix([[1.0,0.0,dt,0.0],
[0.0,1.0,0.0,dt],
[0.0,0.0,1.0,0.0],
[0.0,0.0,0.0,1.0]])
print(F,F.shape)
H=np.matrix([[0.0,0.0,1.0,0.0],
[0.0,0.0,0.0,1.0]])
print(H,H.shape)
ra = 10.0**2
R=np.matrix([[ra,0.0],
[0.0,ra]])
print(R,R.shape)
ra=0.09
R = np.matrix([[ra,0.0],
[0.0,ra]])
print(R,R.shape)
sv=0.5
G=np.matrix([[0.5*dt**2],
[0.5*dt**2],
[dt],
[dt]])
Q=G*G.T*sv**2
printing.init_printing()
dts = Symbol('dt')
Qs = Matrix([[0.5*dts**2],[0.5*dts**2],[dts],[dts]])
Qs*Qs.T
I = np.eye(4)
print(I,I.shape)
m=200
vx=20
vy = 10
mx = np.array(vx+np.random.randn(m))
my = np.array(vy+np.random.randn(m))
measurements = np.vstack((mx,my))
print(measurements.shape)
print('Standard Deviation of Acceleration Measurements=%.2f'%np.std(mx))
print('You assumed %.2f in R.' %R[0,0])
fig = plt.figure(figsize=(16,5))
plt.step(range(m),mx,label='$\dot x$')
plt.step(range(m),my,label='$\dot y$')
plt.ylabel(r'Velocity $m/s$')
plt.title('Measurements')
plt.legend(loc='best',prop={'size':18})
plt.show()
xt = []
yt = []
dxt= []
dyt= []
Zx = []
Zy = []
Px = []
Py = []
Pdx= []
Pdy= []
Rdx= []
Rdy= []
Kx = []
Ky = []
Kdx= []
Kdy= []
def savestates(x, Z, P, R, K):
xt.append(float(x[0]))
yt.append(float(x[1]))
dxt.append(float(x[2]))
dyt.append(float(x[3]))
Zx.append(float(Z[0]))
Zy.append(float(Z[1]))
Px.append(float(P[0,0]))
Py.append(float(P[1,1]))
Pdx.append(float(P[2,2]))
Pdy.append(float(P[3,3]))
Rdx.append(float(R[0,0]))
Rdy.append(float(R[1,1]))
Kx.append(float(K[0,0]))
Ky.append(float(K[1,0]))
Kdx.append(float(K[2,0]))
Kdy.append(float(K[3,0]))
for n in range(len(measurements[0])):
x=F*x
P = F*P*F.T+Q
S = H*P*H.T+R
K = (P*H.T)*np.linalg.pinv(S)
Z = measurements[:,n].reshape(2,1)
y = Z-(H*x)
x = x+(K*y)
P = (I-(K*H))*P
savestates(x,Z,P,R,K)
def plot_x():
fig = plt.figure(figsize=(16, 9))
plt.step(range(len(measurements[0])), dxt, label='$estimateVx$')
plt.step(range(len(measurements[0])), dyt, label='$estimateVy$')
plt.step(range(len(measurements[0])), measurements[0], label='$measurementVx$')
plt.step(range(len(measurements[0])), measurements[1], label='$measurementVy$')
plt.axhline(vx, color='#999999', label='$trueVx$')
plt.axhline(vy, color='#999999', label='$trueVy$')
plt.xlabel('Filter Step')
plt.title('Estimate (Elements from State Vector $x$)')
plt.legend(loc='best', prop={'size': 11})
plt.ylim([0, 30])
plt.ylabel('Velocity')
plt.show()
plot_x()
def plot_xy():
fig = plt.figure(figsize=(16,16))
plt.scatter(xt,yt, s=20, label='State', c='k')
plt.scatter(xt[0],yt[0], s=100, label='Start', c='g')
plt.scatter(xt[-1],yt[-1], s=100, label='Goal', c='r')
plt.xlabel('X')
plt.ylabel('Y')
plt.title('Position')
plt.legend(loc='best')
plt.axis('equal')
plt.show()
plot_xy()