[wpimath] Add UnscentedKalmanFilter::Correct() overload (#2966)

This adds an overload of UnscentedKalmanFilter::Correct() that takes a
custom measurement covariance but uses default mean and residual
calculation functions.

Closes #2965.
This commit is contained in:
Tyler Veness
2020-12-24 16:00:36 -08:00
committed by GitHub
parent 4e34f05238
commit df299d6edd
2 changed files with 89 additions and 8 deletions

View File

@@ -329,11 +329,45 @@ public class UnscentedKalmanFilter<States extends Num, Inputs extends Num,
*
* @param u Same control input used in the predict step.
* @param y Measurement vector.
* @param h A vector-valued function of x and u that returns
* the measurement vector.
* @param h A vector-valued function of x and u that returns the measurement vector.
* @param R Measurement noise covariance matrix.
*/
@SuppressWarnings({"ParameterName", "LocalVariableName"})
public <R extends Num> void correct(
Nat<R> rows, Matrix<Inputs, N1> u,
Matrix<R, N1> y,
BiFunction<Matrix<States, N1>, Matrix<Inputs, N1>, Matrix<R, N1>> h,
Matrix<R, R> R) {
BiFunction<Matrix<R, ?>, Matrix<?, N1>, Matrix<R, N1>> meanFuncY =
(sigmas, Wm) -> sigmas.times(Matrix.changeBoundsUnchecked(Wm));
BiFunction<Matrix<States, N1>, Matrix<States, N1>, Matrix<States, N1>> residualFuncX =
Matrix::minus;
BiFunction<Matrix<R, N1>, Matrix<R, N1>, Matrix<R, N1>> residualFuncY = Matrix::minus;
BiFunction<Matrix<States, N1>, Matrix<States, N1>, Matrix<States, N1>> addFuncX = Matrix::plus;
correct(rows, u, y, h, R, meanFuncY, residualFuncY, residualFuncX, addFuncX);
}
/**
* Correct the state estimate x-hat using the measurements in y.
*
* <p>This is useful for when the measurements available during a timestep's
* Correct() call vary. The h(x, u) passed to the constructor is used if one
* is not provided (the two-argument version of this function).
*
* @param u Same control input used in the predict step.
* @param y Measurement vector.
* @param h A vector-valued function of x and u that returns the
* measurement vector.
* @param R Measurement noise covariance matrix.
* @param meanFuncY A function that computes the mean of 2 * States + 1 measurement vectors
* using a given set of weights.
* @param residualFuncX A function that computes the residual of two state vectors (i.e. it
* subtracts them.)
* @param residualFuncY A function that computes the residual of two measurement vectors (i.e. it
* subtracts them.)
* @param addFuncX A function that adds two state vectors.
*/
@SuppressWarnings({"ParameterName", "LocalVariableName"})
public <R extends Num> void correct(
Nat<R> rows, Matrix<Inputs, N1> u,
Matrix<R, N1> y,