imu_ekf.h

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#ifndef IMU_FILTER_IMU_EKF_H
#define IMU_FILTER_IMU_EKF_H

#include <Eigen/Core>
#include <Eigen/Geometry>

#include <opencv/cv.hpp>

#include <ros/ros.h>

#include <imu_filter/imu_measurement.h>
#include <imu_filter/imu_state.h>
#include <imu_filter/observation.h>

namespace imu_filter 
{
        //* A Extended Kalman Filter class for IMUs
        class ImuEkf
        {
                public:
                        typedef Eigen::Matrix<double, 12, 12> ProcessNoiseMatrix;

                        ImuEkf();

                        ~ImuEkf();

                        void propagate( const ImuMeasurement & measurement,     double deltaT );

                        void correction( const Observation & observation );

                        const ImuState & state() const { return state_; }
                        ImuState & state() { return state_; }

                        void initialize( const Eigen::Quaterniond & rot, 
                                                         const Eigen::Vector3d & pos,
                                                         const Eigen::Quaterniond & calibRot, 
                                                         const Eigen::Vector3d & calibPos,
                                                         const Eigen::Vector3d & measuredAcceleration,
                                                         const ImuState::CovarianceMatrix & covMat,
                                                         bool constrainGravity ); 

                        void setStateCovariance( const ImuState::CovarianceMatrix & covMat ) { state_.covariance() = covMat; }

                        void setStateCovariance( const ImuState::StateVector & diag ) { state_.covariance() = diag.asDiagonal(); }

                        void setProcessNoise( const ProcessNoiseMatrix & noiseMat ) { Q_ = noiseMat; }

                        void setExtrinsicTransform( const Eigen::Quaterniond & rot, const Eigen::Vector3d & trans );


                        void objectTransformation( Eigen::Quaterniond & rot, Eigen::Vector3d & trans, Eigen::Vector3d & grav );

                        void setEstimateGravity( bool v )       { state_.setEstimateGravity( v ); }

                        void setEstimateGyroBias( bool v )      { state_.setEstimateGyroBias( v ); }

                        void setEstimateAccBias( bool v )       { state_.setEstimateAccBias( v ); }

                        void setVelocityDamping( double v )     { velocity_damping_ = v; }

                private:
                        ImuState        state_;
                        cv::RNG         rng_;

                        // reserve space for the jacobians:
                        // F = dpropagate/dstate = [19x19]
                        Eigen::Matrix<double, ImuState::Dimension, ImuState::Dimension> F_;

                        // G = dpropagate/dnoise = [19x12]
                        Eigen::Matrix<double, ImuState::Dimension, 12>  G_;

                        // Q = process noise matrix; 
                        ProcessNoiseMatrix      Q_;

                        // Kalman vars
                        // error between prediction and measurement
                        Observation::Vector                                                             measResidual_;
                        ImuState::StateVector                                                   stateUpdate_;
                        Eigen::Matrix<double, ImuState::Dimension, 7>   kalmanGain_;
                        ImuState::CovarianceMatrix                                              covarianceUpdate_;
                        double                                                                                  velocity_damping_;


                        // the process is continuous time -> update the process noise matrix according to time step
                        void updateProcessNoise( const ImuMeasurement & measurment, double deltaT );

                        void propagateCovariance();

                        void propagateOrientation( Eigen::Quaterniond & qnew,
                                                                           const ImuState & state,
                                                                           const ImuMeasurement & measurement,
                                                                           double deltaT );

                        void propagateTranslation( Eigen::Vector3d & tnew,
                                                                           const Eigen::Quaterniond & rot,
                                                                           const ImuState & state,
                                                                           const ImuMeasurement & measurement,
                                                                           double deltaT );

                        void propagateVelocity( Eigen::Vector3d & vnew,
                                                                    const Eigen::Quaterniond & rot,
                                                                    const ImuState & state,
                                                                    const ImuMeasurement & measurement,
                                                                    double deltaT );

                        // update of perturbation jacobian G
                        void updatePerturbationJacobian( const Eigen::Quaterniond & d, double deltaT );

                        void numericalJacobians( const ImuState & state,
                                                                         const ImuMeasurement & measurement,
                                                                         double deltaT,
                                                                         Eigen::Matrix<double, 19, 19> & F,
                                                                         Eigen::Matrix<double, 19, 12> & G );

                        void numericalJacobians2( const ImuState & state,
                                                                          const ImuMeasurement & measurement,
                                                                          double deltaT,
                                                                          Eigen::Matrix<double, 19, 19> & F,
                                                                          Eigen::Matrix<double, 19, 12> & G );

                        void noiseJacobian( const ImuState & state, 
                                                            const ImuMeasurement & meas,
                                                            double deltaT,
                                                            double step,        
                                                            Eigen::Matrix<double, 19,12> & G );

                        void stateJacobian( const ImuState & state, 
                                                            const ImuMeasurement & meas, 
                                                                double deltaT,
                                                            double step,        
                                                            Eigen::Matrix<double, 19, 19> & F );

                        void propagateState( const ImuState & oldState, 
                                                                 const ImuMeasurement & meas, 
                                                                 double deltaT, ImuState & newState );

                        void normalizeOrientationObservation( Eigen::Quaterniond & q )
                        {
                                q.normalize();

                                // find closest version (in sign) of quaternion w.r.t. to current estimate
                                Eigen::Vector4d a, b;
                                a =  state_.orientation().coeffs();
                                b =  q.coeffs();
                                if( ( a - b ).norm() > ( a + b ).norm() ) {
                                        q.coeffs() *= -1;
                                }
                        }
        };

}

#endif