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EKFilter.h
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EKFilter.h
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// -*- coding:utf-8-unix; mode: c++; indent-tabs-mode: nil; c-basic-offset: 2; -*-
#ifndef EKFILTER_H
#define EKFILTER_H
#include <hrpUtil/EigenTypes.h>
#include <iostream>
#include "hrpsys/util/Hrpsys.h"
namespace hrp{
typedef Eigen::Matrix<double, 7, 7> Matrix77;
typedef Eigen::Matrix<double, 7, 1> Vector7;
};
class EKFilter {
public:
EKFilter()
: P(hrp::Matrix77::Identity() * 0.1),
Qg(Eigen::Matrix3d::Identity() * 0.001),
Q(hrp::Matrix77::Identity() * 0.001 * 0.005),
R(Eigen::Matrix3d::Identity() * 0.03),
g_vec(Eigen::Vector3d(0.0, 0.0, 9.80665)),
z_k(Eigen::Vector3d(0.0, 0.0, 9.80665)),
min_mag_thre_acc(0.005), max_mag_thre_acc(0.05),
min_mag_thre_gyro(0.0075), max_mag_thre_gyro(0.035),
dt(0.005),
Q_quot(0.001),
Q_rate(0.001),
Q_gyro(0.001),
R_k1(400),
R_k2(0.03),
drift_T(3.0)
{
x << 1, 0, 0, 0, 0, 0, 0;
}
hrp::Vector7 getx() const { return x; }
void calcOmega(Eigen::Matrix4d& omega, const Eigen::Vector3d& w) const {
/* \dot{q} = \frac{1}{2} omega q */
omega <<
0, -w[0], -w[1], -w[2],
w[0], 0, w[2], -w[1],
w[1], -w[2], 0, w[0],
w[2], w[1], -w[0], 0;
}
void calcPredictedState(hrp::Vector7& _x_a_priori,
const Eigen::Vector4d& q,
const Eigen::Vector3d& gyro,
const Eigen::Vector3d& drift) const {
/* x_a_priori = f(x, u) */
Eigen::Vector4d q_a_priori;
Eigen::Vector3d gyro_compensated = gyro - drift;
Eigen::Matrix4d omega;
calcOmega(omega, gyro_compensated);
q_a_priori = q + dt / 2 * omega * q;
_x_a_priori.head<4>() = q_a_priori.normalized();
_x_a_priori.tail<3>() = drift;
}
void calcF(hrp::Matrix77& F,
const Eigen::Vector4d& q,
const Eigen::Vector3d& gyro,
const Eigen::Vector3d& drift) const {
F = hrp::Matrix77::Identity();
if(drift_T!=0.0){
for(int i=4;i<7;i++) F(i,i)=1.0-dt/drift_T;
}
Eigen::Vector3d gyro_compensated = gyro - drift;
Eigen::Matrix4d omega;
calcOmega(omega, gyro_compensated);
F.block<4, 4>(0, 0) += dt / 2 * omega;
F.block<4, 3>(0, 4) <<
+ q[1], + q[2], + q[3],
- q[0], + q[3], - q[2],
- q[3], - q[0], + q[1],
+ q[2], - q[1], - q[0];
F.block<4, 3>(0, 4) *= dt / 2;
}
void calcPredictedCovariance(hrp::Matrix77& _P_a_priori,
const hrp::Matrix77& F,
const Eigen::Vector4d& q) const {
/* P_a_priori = F P F^T + V Q V^T */
Eigen::Matrix<double, 4, 3> V_upper;
V_upper <<
- q[1], - q[2], - q[3],
+ q[0], - q[3], + q[2],
+ q[3], + q[0], - q[1],
- q[2], + q[1], + q[0];
V_upper *= dt / 2;
hrp::Matrix77 VQgVt = hrp::Matrix77::Zero();
VQgVt.block<4, 4>(0, 0) = V_upper * Qg * V_upper.transpose();
_P_a_priori = F * P * F.transpose() + VQgVt + Q;
}
Eigen::Vector3d calcAcc(const Eigen::Vector4d& q) const {
Eigen::Quaternion<double> q_tmp(q[0], q[1], q[2], q[3]);
Eigen::Vector3d acc = q_tmp.conjugate()._transformVector(g_vec);
return acc;
}
void calcH(Eigen::Matrix<double, 3, 7>& H, const Eigen::Vector4d& q) const {
double w = q[0], x = q[1], y = q[2], z = q[3];
H <<
-y, +z, -w, +x, 0, 0, 0,
+x, +w, +z, +y, 0, 0, 0,
+w, -x, -y, +z, 0, 0, 0;
H *= 2 * g_vec[2];
}
Eigen::Vector3d calcMeasurementResidual(const Eigen::Vector3d& acc_measured,
const Eigen::Vector4d& q) const {
/* y = z - h(x) */
Eigen::Vector3d y = acc_measured - calcAcc(q);
return y;
}
void prediction(const Eigen::Vector3d& u) {
Eigen::Vector4d q = x.head<4>();
Eigen::Vector3d drift = x.tail<3>();
hrp::Matrix77 F;
calcF(F, q, u, drift);
hrp::Vector7 x_tmp;
calcPredictedState(x_tmp, q, u, drift);
x_a_priori = x_tmp;
hrp::Matrix77 P_tmp;
calcPredictedCovariance(P_tmp, F, q);
P_a_priori = P_tmp;
}
void correction(const Eigen::Vector3d& z, const Eigen::Matrix3d& fuzzyR) {
Eigen::Vector4d q_a_priori = x_a_priori.head<4>();
Eigen::Matrix<double, 3, 7> H;
z_k = z;
Eigen::Vector3d y = calcMeasurementResidual(z, q_a_priori);
calcH(H, q_a_priori);
Eigen::Matrix3d S = H * P_a_priori * H.transpose() + fuzzyR;
Eigen::Matrix<double, 7, 3> K = P_a_priori * H.transpose() * S.inverse();
hrp::Vector7 x_tmp = x_a_priori + K * y;
x.head<4>() = x_tmp.head<4>().normalized(); /* quaternion */
x.tail<3>() = x_tmp.tail<3>(); /* bias */
P = (hrp::Matrix77::Identity() - K * H) * P_a_priori;
}
void printAll() const {
std::cerr << "x" << std::endl << x << std::endl;
std::cerr << "x_a_priori" << std::endl << x_a_priori << std::endl;
std::cerr << "P" << std::endl << P << std::endl << std::endl;
std::cerr << "P_a_priori" << std::endl << P_a_priori << std::endl << std::endl;
}
// Basically Equation (23), (24) and (25) in the paper [1]
// [1] Chul Woo Kang and Chan Gook Park. Attitude estimation with accelerometers and gyros using fuzzy tuned Kalman filter.
// In European Control Conference, 2009.
void calcRWithFuzzyRule(Eigen::Matrix3d& fuzzyR, const hrp::Vector3& acc, const hrp::Vector3& gyro) const {
double alpha = std::min(std::fabs(acc.norm() - g_vec.norm()) / g_vec.norm(), 0.1);
double beta = std::min(gyro.norm(), 0.05);
double large_mu_acc = std::max(std::min((alpha - min_mag_thre_acc) / (max_mag_thre_acc - min_mag_thre_acc), 1.0), 0.0);
double large_mu_gyro = std::max(std::min((beta - min_mag_thre_gyro) / (max_mag_thre_gyro - min_mag_thre_gyro), 1.0), 0.0);
double w1, w2, w3, w4;
w1 = (1.0 - large_mu_acc) * (1.0 - large_mu_gyro);
w2 = (1.0 - large_mu_acc) * large_mu_gyro;
w3 = large_mu_acc * (1.0 - large_mu_gyro);
w4 = large_mu_acc * large_mu_gyro;
double z = (w1 * 0.0 + w2 * (3.5 * alpha + 8.0 * beta + 0.5) + w3 * (3.5 * alpha + 8.0 * beta + 0.5) + w4 * 1.0) / (w1 + w2 + w3 + w4);
fuzzyR = R + R_k1 * z * z * Eigen::Matrix3d::Identity();
};
void main_one (hrp::Vector3& rpy, hrp::Vector3& rpyRaw, const hrp::Vector3& acc, const hrp::Vector3& gyro)
{
Eigen::Matrix3d fuzzyR;
calcRWithFuzzyRule(fuzzyR, acc, gyro);
prediction(gyro);
correction(acc, fuzzyR);
/* ekf_filter.printAll(); */
Eigen::Quaternion<double> q(x[0], x[1], x[2], x[3]);
rpy = hrp::rpyFromRot(q.toRotationMatrix());
};
void setdt (const double _dt) { dt = _dt;};
void setParam (const double _dt, const double _Q_quot, const double _Q_rate, const double _Q_gyro, const double _R_k1, const double _R_k2, const double _drift_T, const std::string print_str = "")
{
setdt(_dt);
Q_quot = _Q_quot;
Q_rate = _Q_rate;
Q_gyro = _Q_gyro;
R_k1 = _R_k1;
R_k2 = _R_k2;
drift_T = _drift_T;
for(int i=0;i<3;i++) Qg(i,i)=Q_gyro;
for(int i=0;i<4;i++) Q(i,i)=Q_quot*dt;
for(int i=4;i<7;i++) Q(i,i)=Q_rate*dt;
for(int i=0;i<3;i++) R(i,i)=R_k2;
std::cerr << "[" << print_str << "] Q_quot=" << Q_quot << ", Q_rate=" << Q_rate << ", Q_gyro= " << Q_gyro << ", R_k1=" << R_k1 << ", R_k2=" << R_k2 << ", drift_T=" << drift_T << std::endl;
};
void resetKalmanFilterState() {
Eigen::Quaternion<double> tmp_q;
tmp_q.setFromTwoVectors(z_k, g_vec);
x << tmp_q.w(), tmp_q.x(), tmp_q.y(), tmp_q.z(), 0, 0, 0;
};
double getQquot () const {return Q_quot;};
double getQrate () const {return Q_rate;};
double getQgyro () const {return Q_gyro;};
double getR_k1 () const {return R_k1;};
double getR_k2 () const {return R_k2;};
double getdrift_T () const {return drift_T;};
private:
hrp::Vector7 x, x_a_priori;
hrp::Matrix77 P, P_a_priori;
Eigen::Matrix3d Qg, R;
hrp::Matrix77 Q;
double Q_quot, Q_rate, Q_gyro ,R_k1, R_k2;
Eigen::Vector3d g_vec, z_k;
double dt, drift_T;
double min_mag_thre_acc, max_mag_thre_acc, min_mag_thre_gyro, max_mag_thre_gyro;
};
#endif /* EKFILTER_H */