Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/SLAM/Old/paskin1.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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-1:000000000000 | 0:e9a9cd732c1e |
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1 % This is like robot1, except we only use a Kalman filter. | |
2 % The goal is to study how the precision matrix changes. | |
3 | |
4 seed = 1; | |
5 rand('state', seed); | |
6 randn('state', seed); | |
7 | |
8 if 0 | |
9 T = 20; | |
10 ctrl_signal = [repmat([1 0]', 1, T/4) repmat([0 1]', 1, T/4) ... | |
11 repmat([-1 0]', 1, T/4) repmat([0 -1]', 1, T/4)]; | |
12 else | |
13 T = 60; | |
14 ctrl_signal = repmat([1 0]', 1, T); | |
15 end | |
16 | |
17 nlandmarks = 6; | |
18 if 0 | |
19 true_landmark_pos = [1 1; | |
20 4 1; | |
21 4 4; | |
22 1 4]'; | |
23 else | |
24 true_landmark_pos = 10*rand(2,nlandmarks); | |
25 end | |
26 if 0 | |
27 figure(1); clf | |
28 hold on | |
29 for i=1:nlandmarks | |
30 %text(true_landmark_pos(1,i), true_landmark_pos(2,i), sprintf('L%d',i)); | |
31 plot(true_landmark_pos(1,i), true_landmark_pos(2,i), '*') | |
32 end | |
33 hold off | |
34 end | |
35 | |
36 init_robot_pos = [0 0]'; | |
37 | |
38 true_robot_pos = zeros(2, T); | |
39 true_data_assoc = zeros(1, T); | |
40 true_rel_dist = zeros(2, T); | |
41 for t=1:T | |
42 if t>1 | |
43 true_robot_pos(:,t) = true_robot_pos(:,t-1) + ctrl_signal(:,t); | |
44 else | |
45 true_robot_pos(:,t) = init_robot_pos + ctrl_signal(:,t); | |
46 end | |
47 nn = argmin(dist2(true_robot_pos(:,t)', true_landmark_pos')); | |
48 %true_data_assoc(t) = nn; | |
49 %true_data_assoc = wrap(t, nlandmarks); % observe 1, 2, 3, 4, 1, 2, ... | |
50 true_data_assoc = sample_discrete(normalise(ones(1,nlandmarks)),1,T); | |
51 true_rel_dist(:,t) = true_landmark_pos(:, nn) - true_robot_pos(:,t); | |
52 end | |
53 | |
54 R = 1e-3*eye(2); % noise added to observation | |
55 Q = 1e-3*eye(2); % noise added to robot motion | |
56 | |
57 % Create data set | |
58 obs_noise_seq = sample_gaussian([0 0]', R, T)'; | |
59 obs_rel_pos = true_rel_dist + obs_noise_seq; | |
60 %obs_rel_pos = true_rel_dist; | |
61 | |
62 | |
63 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
64 % Create params for inference | |
65 | |
66 % X(t) = A X(t-1) + B U(t) + noise(Q) | |
67 | |
68 % [L1] = [1 ] * [L1] + [0] * Ut + [0 ] | |
69 % [L2] [ 1 ] [L2] [0] [ 0 ] | |
70 % [R ]t [ 1] [R ]t-1 [1] [ Q] | |
71 | |
72 % Y(t)|S(t)=s = C(s) X(t) + noise(R) | |
73 % Yt|St=1 = [1 0 -1] * [L1] + R | |
74 % [L2] | |
75 % [R ] | |
76 | |
77 % Create indices into block structure | |
78 bs = 2*ones(1, nlandmarks+1); % sizes of blocks in state space | |
79 robot_block = block(nlandmarks+1, bs); | |
80 for i=1:nlandmarks | |
81 landmark_block(:,i) = block(i, bs)'; | |
82 end | |
83 Xsz = 2*(nlandmarks+1); % 2 values for each landmark plus robot | |
84 Ysz = 2; % observe relative location | |
85 Usz = 2; % input is (dx, dy) | |
86 | |
87 | |
88 % create block-diagonal trans matrix for each switch | |
89 A = zeros(Xsz, Xsz); | |
90 for i=1:nlandmarks | |
91 bi = landmark_block(:,i); | |
92 A(bi, bi) = eye(2); | |
93 end | |
94 bi = robot_block; | |
95 A(bi, bi) = eye(2); | |
96 A = repmat(A, [1 1 nlandmarks]); % same for all switch values | |
97 | |
98 % create block-diagonal system cov | |
99 | |
100 | |
101 Qbig = zeros(Xsz, Xsz); | |
102 bi = robot_block; | |
103 Qbig(bi,bi) = Q; % only add noise to robot motion | |
104 Qbig = repmat(Qbig, [1 1 nlandmarks]); | |
105 | |
106 % create input matrix | |
107 B = zeros(Xsz, Usz); | |
108 B(robot_block,:) = eye(2); % only add input to robot position | |
109 B = repmat(B, [1 1 nlandmarks]); | |
110 | |
111 % create observation matrix for each value of the switch node | |
112 % C(:,:,i) = (0 ... I ... -I) where the I is in the i'th posn. | |
113 % This computes L(i) - R | |
114 C = zeros(Ysz, Xsz, nlandmarks); | |
115 for i=1:nlandmarks | |
116 C(:, landmark_block(:,i), i) = eye(2); | |
117 C(:, robot_block, i) = -eye(2); | |
118 end | |
119 | |
120 % create observation cov for each value of the switch node | |
121 Rbig = repmat(R, [1 1 nlandmarks]); | |
122 | |
123 % initial conditions | |
124 init_x = zeros(Xsz, 1); | |
125 init_v = zeros(Xsz, Xsz); | |
126 bi = robot_block; | |
127 init_x(bi) = init_robot_pos; | |
128 %init_V(bi, bi) = 1e-5*eye(2); % very sure of robot posn | |
129 init_V(bi, bi) = Q; % simualate uncertainty due to 1 motion step | |
130 for i=1:nlandmarks | |
131 bi = landmark_block(:,i); | |
132 init_V(bi,bi)= 1e5*eye(2); % very uncertain of landmark psosns | |
133 %init_x(bi) = true_landmark_pos(:,i); | |
134 %init_V(bi,bi)= 1e-5*eye(2); % very sure of landmark psosns | |
135 end | |
136 | |
137 %k = nlandmarks-1; % exact | |
138 k = 3; | |
139 ndx = {}; | |
140 for t=1:T | |
141 landmarks = unique(true_data_assoc(t:-1:max(t-k,1))); | |
142 tmp = [landmark_block(:, landmarks) robot_block']; | |
143 ndx{t} = tmp(:); | |
144 end | |
145 | |
146 [xa, Va] = kalman_filter(obs_rel_pos, A, C, Qbig, Rbig, init_x, init_V, ... | |
147 'model', true_data_assoc, 'u', ctrl_signal, 'B', B, ... | |
148 'ndx', ndx); | |
149 | |
150 [xe, Ve] = kalman_filter(obs_rel_pos, A, C, Qbig, Rbig, init_x, init_V, ... | |
151 'model', true_data_assoc, 'u', ctrl_signal, 'B', B); | |
152 | |
153 | |
154 if 0 | |
155 est_robot_pos = x(robot_block, :); | |
156 est_robot_pos_cov = V(robot_block, robot_block, :); | |
157 | |
158 for i=1:nlandmarks | |
159 bi = landmark_block(:,i); | |
160 est_landmark_pos(:,i) = x(bi, T); | |
161 est_landmark_pos_cov(:,:,i) = V(bi, bi, T); | |
162 end | |
163 end | |
164 | |
165 | |
166 | |
167 nrows = 10; | |
168 stepsize = T/(2*nrows); | |
169 ts = 1:stepsize:T; | |
170 | |
171 if 1 % plot | |
172 | |
173 clim = [0 max(max(Va(:,:,end)))]; | |
174 | |
175 figure(2) | |
176 if 0 | |
177 imagesc(Ve(1:2:end,1:2:end, T)) | |
178 clim = get(gca,'clim'); | |
179 else | |
180 i = 1; | |
181 for t=ts(:)' | |
182 subplot(nrows,2,i) | |
183 i = i + 1; | |
184 imagesc(Ve(1:2:end,1:2:end, t)) | |
185 set(gca, 'clim', clim) | |
186 colorbar | |
187 end | |
188 end | |
189 suptitle('exact') | |
190 | |
191 | |
192 figure(3) | |
193 if 0 | |
194 imagesc(Va(1:2:end,1:2:end, T)) | |
195 set(gca,'clim', clim) | |
196 else | |
197 i = 1; | |
198 for t=ts(:)' | |
199 subplot(nrows,2,i) | |
200 i = i+1; | |
201 imagesc(Va(1:2:end,1:2:end, t)) | |
202 set(gca, 'clim', clim) | |
203 colorbar | |
204 end | |
205 end | |
206 suptitle('approx') | |
207 | |
208 | |
209 figure(4) | |
210 i = 1; | |
211 for t=ts(:)' | |
212 subplot(nrows,2,i) | |
213 i = i+1; | |
214 Vd = Va(1:2:end,1:2:end, t) - Ve(1:2:end,1:2:end,t); | |
215 imagesc(Vd) | |
216 set(gca, 'clim', clim) | |
217 colorbar | |
218 end | |
219 suptitle('diff') | |
220 | |
221 end % all plot | |
222 | |
223 | |
224 for t=1:T | |
225 i = 1:2*nlandmarks; | |
226 denom = Ve(i,i,t) + (Ve(i,i,t)==0); | |
227 Vd =(Va(i,i,t)-Ve(i,i,t)) ./ denom; | |
228 Verr(t) = max(Vd(:)); | |
229 end | |
230 figure(6); plot(Verr) | |
231 title('max relative Verr') | |
232 | |
233 for t=1:T | |
234 %err(t)=rms(xa(:,t), xe(:,t)); | |
235 err(t)=rms(xa(1:end-2,t), xe(1:end-2,t)); % exclude robot | |
236 end | |
237 figure(5);plot(err) | |
238 title('rms mean pos') |