GraftUKFAbsolute.cpp

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/*
 * Copyright (c) 2013, Willow Garage, Inc.
 * All rights reserved.
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 * modification, are permitted provided that the following conditions are met:
 *
 *     * Redistributions of source code must retain the above copyright
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 *     * Redistributions in binary form must reproduce the above copyright
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 *       documentation and/or other materials provided with the distribution.
 *     * Neither the name of the Willow Garage, Inc. nor the names of its
 *       contributors may be used to endorse or promote products derived from
 *       this software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
 * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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 * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
 * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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/* 
 * Author: Chad Rockey
 */
 
 #include <graft/GraftUKFAbsolute.h>
 #include <ros/console.h>
 
 GraftUKFAbsolute::GraftUKFAbsolute(){
        graft_state_.setZero();
        graft_state_(3) = 1.0; // Normalize quaternion
        graft_control_.setZero();
        graft_covariance_.setIdentity();
        Q_.setZero();
 }
 
GraftUKFAbsolute::~GraftUKFAbsolute(){
 
}
 
MatrixXd verticalConcatenate(MatrixXd& m, MatrixXd& n){
        MatrixXd out;
        out.resize(m.rows()+n.rows(), m.cols());
        out << m,n;
        return out;
}
 
MatrixXd matrixSqrt(MatrixXd matrix){ 
        // Use LLT Cholesky decomposiion to create stable Matrix Sqrt
        return Eigen::LLT<Eigen::MatrixXd>(matrix).matrixL();
}
 
std::vector<MatrixXd > generateSigmaPoints(MatrixXd state, MatrixXd covariance, double lambda){
        std::vector<MatrixXd > out;
 
        double gamma = std::sqrt((state.rows()+lambda));
        MatrixXd sig_sqrt = gamma*matrixSqrt(covariance);
 
        // i = 0, push back state as is
        out.push_back(state);
 
        // i = 1,...,n
        for(size_t i = 1; i <= state.rows(); i++){
                out.push_back(state + sig_sqrt.col(i-1));
        }
 
        // i = n + 1,...,2n
        for(size_t i = state.rows() + 1; i <= 2*state.rows(); i++){
                out.push_back(state - sig_sqrt.col(i-(state.rows()+1)));
        }
        return out;
}
 
MatrixXd meanFromSigmaPoints(std::vector<MatrixXd >& sigma_points, double n, double lambda){
        double weight_zero = lambda / (n + lambda);
        MatrixXd out = weight_zero * sigma_points[0];
        double weight_i = 1.0/(2*(n + lambda));
        for(size_t i = 1; i <= 2*n; i++){
                out = out + weight_i * sigma_points[i];
        }
        return out;
}
 
MatrixXd covarianceFromSigmaPoints(std::vector<MatrixXd >& sigma_points, MatrixXd& mean, MatrixXd process_noise, double n, double alpha, double beta, double lambda){
        double cov_weight_zero = lambda / (n + lambda) + (1 - alpha*alpha + beta);
        MatrixXd out = cov_weight_zero * (sigma_points[0] - mean) * (sigma_points[0] - mean).transpose();
        double weight_i = 1.0/(2*(n + lambda));
        for(size_t i = 1; i <= 2*n; i++){
                out = out + weight_i  * (sigma_points[i] - mean) * (sigma_points[i] - mean).transpose();
        }
        return out+process_noise;
}
 
MatrixXd crossCovariance(std::vector<MatrixXd >& sigma_points, MatrixXd& mean, std::vector<MatrixXd >& meas_sigma_points, MatrixXd& meas_mean, double alpha, double beta, double lambda){
        double n = sigma_points[0].rows();
        double cov_weight_zero = lambda / (n + lambda) + (1 - alpha*alpha + beta);
        MatrixXd out = cov_weight_zero * (sigma_points[0] - mean) * (meas_sigma_points[0] - meas_mean).transpose();
        double weight_i = 1.0/(2*(n + lambda));
        for(size_t i = 1; i <= 2*n; i++){
                out = out + weight_i  * (sigma_points[i] - mean) * (meas_sigma_points[i] - meas_mean).transpose();
        }
        return out;
}
 
Matrix<double, 4, 4> quaternionUpdateMatrix(const double wx, const double wy, const double wz){
        Matrix<double, 4, 4> out;
        out <<   0,  wx,  wy,  wz,
               -wx,   0, -wz,  wy,
               -wy,  wz,   0, -wx,
               -wz, -wy,  wx,   0;
   return out;
}
 
Matrix<double, 4, 1> unitQuaternion(const Matrix<double, 4, 1>& q){
        double q_mag = std::sqrt(q(0)*q(0) + q(1)*q(1) + q(2)*q(2) + q(3)*q(3));
        return q / q_mag;
}
 
Matrix<double, 4, 1> updatedQuaternion(const Matrix<double, 4, 1>& q, const double wx, const double wy, const double wz, double dt){
        Matrix<double, 4, 1> out;
        Matrix<double, 4, 4> I = Matrix<double, 4, 4>::Identity();
        double s = 1.0/2.0 * std::sqrt(wx*wx*dt*dt + wy*wy*dt*dt + wz*wz*dt*dt);
        double k = 0.0;
        double q_mag = std::sqrt(q(0)*q(0) + q(1)*q(1) + q(2)*q(2) + q(3)*q(3));
        double err = 1.0 - q_mag*q_mag;
        
        double correction_factor = 1 - 1.0/2.0*s*s + 1.0/24.0*s*s*s*s + k * dt * err; // Cosine taylor series
        MatrixXd correction = I*(correction_factor);
        double update_factor = 1.0/2.0*dt*(1.0 - 1.0/6.0*s*s + 1.0/120.0*s*s*s*s); // Sinc taylor series
        Matrix<double, 4, 4> quaterion_update_matrix = quaternionUpdateMatrix(wx, wy, wz);
        MatrixXd update = update_factor*quaterion_update_matrix;
        out = (correction-update)*q;
 
 
        double out_mag = std::sqrt(out(0)*out(0) + out(1)*out(1) + out(2)*out(2) + out(3)*out(3));
        double out_err = 1.0 - out_mag*out_mag;
 
        return out;
}
 
MatrixXd transformVelocitites(const MatrixXd vel, const MatrixXd quaternion){
        Matrix<double, 3, 1> out;
        geometry_msgs::Quaternion gquat;
        gquat.w = quaternion(0);
        gquat.x = quaternion(1);
        gquat.y = quaternion(2);
        gquat.z = quaternion(3);
        tf::Quaternion tfq;
        tf::quaternionMsgToTF(gquat, tfq);
        tf::Transform tft(tfq, tf::Vector3(0, 0, 0));
        tf::Vector3 vel_vector(vel(0), vel(1), vel(2));
        tf::Vector3 transformed = tft*vel_vector; // .inverse()
        
        out(0) = transformed.getX();
        out(1) = transformed.getY();
        out(2) = transformed.getZ();
 
        return out;
}
 
MatrixXd GraftUKFAbsolute::f(MatrixXd x, double dt){
        Matrix<double, SIZE, 1> out;
        out.setZero();
        MatrixXd rotated_linear_velocity = transformVelocitites(x.block(7, 0, 3, 1), x.block(3, 0, 4, 1));
        out(0) = x(0)+rotated_linear_velocity(0)*dt; // x + v_absx*dt
        out(1) = x(1)+rotated_linear_velocity(1)*dt; // y + v_absy*dt
        out(2) = x(2)+rotated_linear_velocity(2)*dt; // z + v_absz*dt
        Matrix<double, 4, 1> new_q = updatedQuaternion(x.block(3, 0, 4, 1), x(10), x(11), x(12), dt);
        out.block(3, 0, 4, 1) = new_q; // quaternion
        out(7) = x(7); // vx
        out(8) = x(8); // vy
        out(9) = x(9); // vz
        out(10) = x(10); // wz
        out(11) = x(11); // wy
        out(12) = x(12); // wz
        return out;
}
 
graft::GraftState::ConstPtr stateMsgFromMatrix(const MatrixXd& state){
        graft::GraftState::Ptr out(new graft::GraftState());
        out->pose.position.x = state(0);
        out->pose.position.y = state(1);
        out->pose.position.z = state(2);
        out->pose.orientation.w = state(3);
        out->pose.orientation.x = state(4);
        out->pose.orientation.y = state(5);
        out->pose.orientation.z = state(6);
        out->twist.linear.x = state(7);
        out->twist.linear.y = state(8);
        out->twist.linear.z = state(9);
        out->twist.angular.x = state(10);
        out->twist.angular.y = state(11);
        out->twist.angular.z = state(12);
        return out;
}
 
std::vector<MatrixXd > GraftUKFAbsolute::predict_sigma_points(std::vector<MatrixXd >& sigma_points, double dt){
        std::vector<MatrixXd > out;
        for(size_t i = 0; i < sigma_points.size(); i++){
                out.push_back(f(sigma_points[i], dt));
        }
        return out;
}
 
graft::GraftStatePtr GraftUKFAbsolute::getMessageFromState(){
        return GraftUKFAbsolute::getMessageFromState(graft_state_, graft_covariance_);
}
 
graft::GraftStatePtr GraftUKFAbsolute::getMessageFromState(Matrix<double, SIZE, 1>& state, Matrix<double, SIZE, SIZE>& covariance){
        graft::GraftStatePtr msg(new graft::GraftState());
        msg->pose.position.x = state(0);
        msg->pose.position.y = state(1);
        msg->pose.position.z = state(2);
        msg->pose.orientation.w = state(3);
        msg->pose.orientation.x = state(4);
        msg->pose.orientation.y = state(5);
        msg->pose.orientation.z = state(6);
        msg->twist.linear.x = state(7);
        msg->twist.linear.y = state(8);
        msg->twist.linear.z = state(9);
        msg->twist.angular.x = state(10);
        msg->twist.angular.y = state(11);
        msg->twist.angular.z = state(12);
 
        for(size_t i = 0; i < SIZE*SIZE; i++){
                msg->covariance[i] = covariance(i);
        }
        return msg;
}
 
VectorXd addElementToVector(const VectorXd& vec, const double& element){
        VectorXd out(vec.size() + 1);
        out << vec, element;
        return out;
}
 
MatrixXd addElementToColumnMatrix(const MatrixXd& mat, const double& element){
        MatrixXd out(mat.rows() + 1, 1);
        MatrixXd small(1, 1);
        small(0,0) = element;
        if(mat.rows() == 0){
                return small;
        }
        out << mat, small;
        return out;
}
 
// Returns measurement vector
VectorXd getMeasurements(const std::vector<boost::shared_ptr<GraftSensor> >& topics, const std::vector<MatrixXd>& predicted_sigma_points, std::vector<MatrixXd>& output_measurement_sigmas, MatrixXd& output_innovation_covariance){
        VectorXd actual_measurement;
        output_measurement_sigmas.clear();
        VectorXd innovation_covariance_diagonal;
        innovation_covariance_diagonal.resize(0);
        // Convert the predicted_sigma_points into messages
        std::vector<graft::GraftState::ConstPtr> predicted_sigma_msgs;
        for(size_t i = 0; i < predicted_sigma_points.size(); i++){
                predicted_sigma_msgs.push_back(stateMsgFromMatrix(predicted_sigma_points[i]));
                output_measurement_sigmas.push_back(MatrixXd());
        }
 
        
        // For each topic
        for(size_t i = 0; i < topics.size(); i++){
                // Get the measurement msg and covariance
                graft::GraftSensorResidual::ConstPtr meas = topics[i]->z();
                // Get the predicted measurements
                std::vector<graft::GraftSensorResidual::ConstPtr> residuals_msgs;
                for(size_t j = 0; j < predicted_sigma_msgs.size(); j++){
                        residuals_msgs.push_back(topics[i]->h(*predicted_sigma_msgs[j]));
                }
                // Assemble outputs for this topic
                if(meas == NULL){ // Timeout or not received or invalid, skip
                        continue;
                }
                // Position X
                if(meas->pose_covariance[0] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->pose.position.x);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->pose_covariance[0]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->pose.position.x);
                        }
                }
                // Position Y
                if(meas->pose_covariance[7] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->pose.position.y);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->pose_covariance[7]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->pose.position.y);
                        }
                }
                // Position Z
                if(meas->pose_covariance[14] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->pose.position.z);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->pose_covariance[14]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->pose.position.z);
                        }
                }
                // Linear Velocity X
                if(meas->twist_covariance[0] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.linear.x);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[0]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.linear.x);
                        }
                }
                // Linear Velocity Y
                if(meas->twist_covariance[7] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.linear.y);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[7]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.linear.y);
                        }
                }
                // Linear Velocity Z
                if(meas->twist_covariance[14] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.linear.z);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[14]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.linear.z);
                        }
                }
                // Angular Velocity X
                if(meas->twist_covariance[21] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.angular.x);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[21]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.angular.x);
                        }
                }
                // Angular Velocity Y
                if(meas->twist_covariance[28] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.angular.y);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[28]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.angular.y);
                        }
                }
                // Angular Velocity Z
                if(meas->twist_covariance[35] > 1e-20){
                        actual_measurement = addElementToVector(actual_measurement, meas->twist.angular.z);
                        innovation_covariance_diagonal = addElementToVector(innovation_covariance_diagonal, meas->twist_covariance[35]);
                        for(size_t j = 0; j < residuals_msgs.size(); j++){
                                output_measurement_sigmas[j] = addElementToColumnMatrix(output_measurement_sigmas[j], residuals_msgs[j]->twist.angular.z);
                        }
                }
        }
 
        // Convert covariance vector to matrix
        output_innovation_covariance = innovation_covariance_diagonal.asDiagonal();
        
        return actual_measurement;
}
 
void clearMessages(std::vector<boost::shared_ptr<GraftSensor> >& topics){
        for(size_t i = 0; i < topics.size(); i++){
                topics[i]->clearMessage();
        }
}
 
double GraftUKFAbsolute::predictAndUpdate(){
        if(topics_.size() == 0 || topics_[0] == NULL){
                return 0;
        }
        ros::Time t = ros::Time::now();
        double dt = (t - last_update_time_).toSec();
        if(last_update_time_.toSec() < 0.0001){ // No previous updates
                ROS_WARN("Negative dt - odom");
                last_update_time_ = t;
                return 0.0;
        }
        last_update_time_ = t;
 
        // Prediction
        double lambda = alpha_*alpha_*(SIZE + kappa_) - SIZE;
        std::vector<MatrixXd > previous_sigma_points = generateSigmaPoints(graft_state_, graft_covariance_, lambda);
        std::vector<MatrixXd > predicted_sigma_points = predict_sigma_points(previous_sigma_points, dt);
        MatrixXd predicted_mean = meanFromSigmaPoints(predicted_sigma_points, graft_state_.rows(), lambda);
        MatrixXd predicted_covariance = covarianceFromSigmaPoints(predicted_sigma_points, predicted_mean, Q_, graft_state_.rows(), alpha_, beta_, lambda);
 
        // Update
        std::vector<MatrixXd> observation_sigma_points = generateSigmaPoints(predicted_mean, predicted_covariance, lambda);
        std::vector<MatrixXd> predicted_observation_sigma_points;
        MatrixXd measurement_noise;
        MatrixXd z = getMeasurements(topics_, observation_sigma_points, predicted_observation_sigma_points, measurement_noise);
        if(z.size() == 0){ // No measurements
                return 0.0;
        }
        MatrixXd predicted_measurement = meanFromSigmaPoints(predicted_observation_sigma_points, graft_state_.rows(), lambda);
        MatrixXd predicted_measurement_uncertainty = covarianceFromSigmaPoints(predicted_observation_sigma_points, predicted_measurement, measurement_noise, graft_state_.rows(), alpha_, beta_, lambda);
        MatrixXd cross_covariance = crossCovariance(observation_sigma_points, predicted_mean, predicted_observation_sigma_points, predicted_measurement, alpha_, beta_, lambda);
        MatrixXd K = cross_covariance * predicted_measurement_uncertainty.partialPivLu().inverse();
        graft_state_ = predicted_mean + K*(z - predicted_measurement);
        graft_state_.block(3, 0, 4, 1) = unitQuaternion(graft_state_.block(3, 0, 4, 1));
 
        graft_covariance_ = predicted_covariance - K*predicted_measurement_uncertainty*K.transpose();
 
        clearMessages(topics_);
        return dt;
}
 
void GraftUKFAbsolute::setTopics(std::vector<boost::shared_ptr<GraftSensor> >& topics){
        topics_ = topics;
}
 
void GraftUKFAbsolute::setInitialCovariance(std::vector<double>& P){
        graft_covariance_.setZero();
        size_t diagonal_size = std::sqrt(graft_covariance_.size());
        if(P.size() == graft_covariance_.size()){ // Full matrix
                for(size_t i = 0; i < P.size(); i++){
                        graft_covariance_(i) = P[i];
                }
        } else if(P.size() == diagonal_size){ // Diagonal matrix
                for(size_t i = 0; i < P.size(); i++){
                        graft_covariance_(i*(diagonal_size+1)) = P[i];
                }
        } else { // Not specified correctly
                ROS_ERROR("initial_covariance is size %zu, expected %zu.\nUsing 0.1*Identity.\nThis probably won't work well.", P.size(), graft_covariance_.size());
                graft_covariance_.setIdentity();
                graft_covariance_ = 0.1 * graft_covariance_;
        }
}
 
void GraftUKFAbsolute::setProcessNoise(std::vector<double>& Q){
        Q_.setZero();
        size_t diagonal_size = std::sqrt(Q_.size());
        if(Q.size() == Q_.size()){ // Full process nosie matrix
                for(size_t i = 0; i < Q.size(); i++){
                        Q_(i) = Q[i];
                }
        } else if(Q.size() == diagonal_size){ // Diagonal matrix
                for(size_t i = 0; i < Q.size(); i++){
                        Q_(i*(diagonal_size+1)) = Q[i];
                }
        } else { // Not specified correctly
                ROS_ERROR("process_noise parameter is size %zu, expected %zu.\nUsing 0.1*Identity.\nThis probably won't work well.", Q.size(), Q_.size());
                Q_.setIdentity();
                Q_ = 0.1 * Q_;
        }
}
 
void GraftUKFAbsolute::setAlpha(const double alpha){
        alpha_ = alpha;
}
 
void GraftUKFAbsolute::setKappa(const double kappa){
        kappa_ = kappa;
}
 
void GraftUKFAbsolute::setBeta(const double beta){
        beta_ = beta;
}