filter_base.h

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/*
 * Copyright (c) 2014, Charles River Analytics, Inc.
 * All rights reserved.
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 * modification, are permitted provided that the following conditions
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 *
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 * 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.
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 * contributors may be used to endorse or promote products derived
 * from this software without specific prior written permission.
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 */

#ifndef RobotLocalization_FilterBase_h
#define RobotLocalization_FilterBase_h

#include <Eigen/Dense>

#include <ostream>
#include <vector>
#include <set>
#include <map>
#include <queue>

namespace RobotLocalization
{
  struct Measurement
  {
    // The topic name for this measurement. Needed
    // for capturing previous state values for new
    // measurements.
    std::string topicName_;

    // The measurement and its associated covariance
    Eigen::VectorXd measurement_;
    Eigen::MatrixXd covariance_;

    // This defines which variables within this measurement
    // actually get passed into the filter. std::vector<bool>
    // is generally frowned upon, so we use ints.
    std::vector<int> updateVector_;

    // The real-valued time, in seconds, since some epoch
    // (presumably the start of execution, but any will do)
    double time_;

    // We want earlier times to have greater priority
    bool operator()(const Measurement &a, const Measurement &b)
    {
      return a.time_ > b.time_;
    }

    Measurement() :
      topicName_(""),
      time_(0)
    {
    }
  };

  class FilterBase
  {
    public:

      FilterBase();

      ~FilterBase();

      virtual void enqueueMeasurement(const std::string &topicName,
                                      const Eigen::VectorXd &measurement,
                                      const Eigen::MatrixXd &measurementCovariance,
                                      const std::vector<int> &updateVector,
                                      const double time);

      virtual void integrateMeasurements(double currentTime,
                                         std::map<std::string, Eigen::VectorXd> &postUpdateStates);

      bool getDebug();

      const Eigen::MatrixXd& getEstimateErrorCovariance();

      bool getInitializedStatus();

      double getLastMeasurementTime();

      double getLastUpdateTime();

      const Eigen::MatrixXd& getProcessNoiseCovariance();

      double getSensorTimeout();

      const Eigen::VectorXd& getState();

      void setDebug(const bool debug, std::ostream *outStream = NULL);

      void setEstimateErrorCovariance(const Eigen::MatrixXd &estimateErrorCovariance);

      void setLastMeasurementTime(const double lastMeasurementTime);

      void setLastUpdateTime(const double lastUpdateTime);

      void setProcessNoiseCovariance(const Eigen::MatrixXd &processNoiseCovariance);

      void setSensorTimeout(const double sensorTimeout);

      void setState(const Eigen::VectorXd &state);

    protected:

      virtual void correct(const Measurement &measurement) = 0;

      virtual void predict(const double delta) = 0;

      virtual void processMeasurement(const Measurement &measurement);

      void validateDelta(double &delta);

      virtual void wrapStateAngles();

      bool initialized_;

      std::ostream *debugStream_;

      Eigen::VectorXd state_;

      Eigen::MatrixXd transferFunction_;

      Eigen::MatrixXd transferFunctionJacobian_;

      Eigen::MatrixXd estimateErrorCovariance_;

      Eigen::MatrixXd covarianceEpsilon_;

      Eigen::MatrixXd processNoiseCovariance_;

      Eigen::MatrixXd identity_;

      double sensorTimeout_;

      const double pi_;

      const double tau_;

      std::priority_queue<Measurement, std::vector<Measurement>, Measurement> measurementQueue_;

      double lastUpdateTime_;

      double lastMeasurementTime_;

    private:

      bool debug_;
  };
}

// Handy methods for debug output
std::ostream& operator<<(std::ostream& os, const Eigen::MatrixXd &mat);
std::ostream& operator<<(std::ostream& os, const Eigen::VectorXd &vec);
std::ostream& operator<<(std::ostream& os, const std::vector<size_t> &vec);
std::ostream& operator<<(std::ostream& os, const std::vector<int> &vec);

#endif