/// import yakf crate extern crate yakf; /// import State trait, DUKF filter struct, and MSSS sampling method struct. use yakf::kf::{DMinimalSkewSimplexSampling as DMSSS, DState, DUKF}; /// import Re-exports of hifitime (for time) and nalgebra (for matrix) use yakf::{ linalg, time::{Duration, Epoch, Unit}, }; fn main() { use crate::linalg::{DMatrix, DVector}; use rand::prelude::*; #[derive(Debug)] /// define a custom struct to be the state. e.g., BikeState, has a 2-D vector x (x[0]: position, x[1]: velocity) and a timestamped time t. pub struct BikeState { pub x: DVector, pub t: Epoch, } /// for example, you can define your own methods. impl BikeState { pub fn new(state: DVector, epoch: Epoch) -> Self { BikeState { x: state, t: epoch } } pub fn zeros() -> Self { Self { x: DVector::::zeros(2), t: Epoch::from_gregorian_tai(2022, 5, 10, 0, 0, 0, 0), } } } /// you **MUST** implement State for your custom state struct. /// impl DState for BikeState { fn state(&self) -> &DVector { &self.x } fn set_state(&mut self, state: DVector) { self.x = state; } fn epoch(&self) -> Epoch { self.t } fn set_epoch(&mut self, epoch: Epoch) { self.t = epoch; } } // you SHOULD provide a function `dynamics` for UKF propagating the state. // // for example, let dynamics = |x: &DVector, _ext: &DVector, dt: Duration| { DVector::::from_row_slice(&[x[0] + x[1] * dt.in_seconds(), x[1]]) }; // you SHOULD ALSO provide a function for UKF yielding measurements based on given state. // // for example, assume the measuring has a 2-D measurement. let measure_model = |x: &DVector| DVector::::from_row_slice(&[x[0], x[1]]); // you SHOULD ALSO specify a sampling method for UKF. // for example, you can specify a MSSS method let n = 2_usize; let n2 = 4_usize; let m = 2_usize; let samling_method = DMSSS::build(0.6, n).unwrap(); // // or you can specify a SDS method as an alternative. // type _T2 = Const<5>; // let _samling_method = SDS::::build(1e-3, None, None).unwrap(); // finally, build the UKF. let mut dukf = DUKF::::build( n, n2, m, Box::new(dynamics), Box::new(measure_model), Box::new(samling_method), BikeState::zeros(), DMatrix::::from_diagonal(&DVector::::from_row_slice(&[10.0, 10.0])), DMatrix::::from_diagonal(&DVector::::from_row_slice(&[1.0, 1.0])), DMatrix::::from_diagonal(&DVector::::from_row_slice(&[1.0, 0.001])), ) .unwrap(); // you can then use ukf to estimate the state vector. let mut rng = rand::thread_rng(); let mut add_noisies = |mut y: DVector| { y[0] += rng.gen_range(-3.0..3.0); y[1] += rng.gen_range(-0.1..0.1); y }; let s = DVector::::from_row_slice(&[-5.0, 1.0]); let t = Epoch::from_gpst_nanoseconds(0); let mut bike_actual = BikeState::new(s, t); println!( "bike actual = {:?}, ukf estimate = {:?}", &bike_actual, &dukf.current_estimate() ); // you can set an arbitary time base for ukf. // a timing system would help in aligning data. let ukf_base_epoch = dukf.current_estimate().epoch(); let mut actual_normed_noise: Vec = Vec::new(); let mut estimate_normed_error: Vec = Vec::new(); let nums_measure = 500_usize; for i in 0..nums_measure { let dt = Duration::from_f64(1.0, Unit::Second); let m_epoch = ukf_base_epoch + dt; /* Remark 1. Note that the actual dynamics doesn't need to be exactly the same with that used by ukf. Actually, the dynamics used by ukf is only a Model abstracted from the actual one. But in this example, assume they are the same. Case is the same for measuring model. Remark 2. For the same reason, the delta_t used by actual dynamics is not neccesarily the same with dt (the one used by ukf estimation) and, actually, delta_t should be much smaller than dt in real world. However, for simplity, this example just let them be the same, i.e. delta_t = dt. */ let _ = bike_actual.propagate(&dynamics, dt, DVector::::from_row_slice(&[0.0])); // use measuring model to simulate a measurement, and add some noises on it. let mut meas = measure_model(&bike_actual.state()); meas = add_noisies(meas); // every time the measurement is ready, ukf is trigger to update. dukf.feed_and_update( meas.clone(), m_epoch, DVector::::from_row_slice(&[0.0]), ); if i > nums_measure / 3 { actual_normed_noise.push((&meas - bike_actual.state()).norm()); estimate_normed_error .push((dukf.current_estimate().state() - bike_actual.state()).norm()); } println!( "bike actual = {:?}, meas = {:.3?}, ukf estimate = {:.3?}", &bike_actual.state().as_slice(), meas.as_slice(), &dukf.current_estimate().state().as_slice(), ); } let nums = actual_normed_noise.len(); let noise_metric: f64 = actual_normed_noise .into_iter() .fold(0.0, |acc, x| acc + x / nums as f64); let error_metric: f64 = estimate_normed_error .into_iter() .fold(0.0, |acc, x| acc + x / nums as f64); println!( "noise_metric = {:?}, error_metric = {:?}", noise_metric, error_metric ); assert!(error_metric < noise_metric); }