Files
allwpilib/wpimath/src/main/native/include/frc/system/NumericalJacobian.h
Tyler Veness 2cb171f6f5 [docs] Set Doxygen extract_all to true and fix Doxygen failures (#3695)
The template argument order for UnscentedTransform was reversed to match
all the other UKF classes. Since UnscentedTransform is intended as a
class for internal use only, this shouldn't cause much breakage.
2021-10-29 15:07:05 -07:00

82 lines
2.8 KiB
C++

// Copyright (c) FIRST and other WPILib contributors.
// Open Source Software; you can modify and/or share it under the terms of
// the WPILib BSD license file in the root directory of this project.
#pragma once
#include "Eigen/Core"
namespace frc {
/**
* Returns numerical Jacobian with respect to x for f(x).
*
* @tparam Rows Number of rows in result of f(x).
* @tparam Cols Number of columns in result of f(x).
* @param f Vector-valued function from which to compute Jacobian.
* @param x Vector argument.
*/
template <int Rows, int Cols, typename F>
auto NumericalJacobian(F&& f, const Eigen::Vector<double, Cols>& x) {
constexpr double kEpsilon = 1e-5;
Eigen::Matrix<double, Rows, Cols> result;
result.setZero();
// It's more expensive, but +- epsilon will be more accurate
for (int i = 0; i < Cols; ++i) {
Eigen::Vector<double, Cols> dX_plus = x;
dX_plus(i) += kEpsilon;
Eigen::Vector<double, Cols> dX_minus = x;
dX_minus(i) -= kEpsilon;
result.col(i) = (f(dX_plus) - f(dX_minus)) / (kEpsilon * 2.0);
}
return result;
}
/**
* Returns numerical Jacobian with respect to x for f(x, u, ...).
*
* @tparam Rows Number of rows in result of f(x, u, ...).
* @tparam States Number of rows in x.
* @tparam Inputs Number of rows in u.
* @tparam F Function object type.
* @tparam Args... Types of remaining arguments to f(x, u, ...).
* @param f Vector-valued function from which to compute Jacobian.
* @param x State vector.
* @param u Input vector.
* @param args Remaining arguments to f(x, u, ...).
*/
template <int Rows, int States, int Inputs, typename F, typename... Args>
auto NumericalJacobianX(F&& f, const Eigen::Vector<double, States>& x,
const Eigen::Vector<double, Inputs>& u,
Args&&... args) {
return NumericalJacobian<Rows, States>(
[&](const Eigen::Vector<double, States>& x) { return f(x, u, args...); },
x);
}
/**
* Returns numerical Jacobian with respect to u for f(x, u, ...).
*
* @tparam Rows Number of rows in result of f(x, u, ...).
* @tparam States Number of rows in x.
* @tparam Inputs Number of rows in u.
* @tparam F Function object type.
* @tparam Args... Types of remaining arguments to f(x, u, ...).
* @param f Vector-valued function from which to compute Jacobian.
* @param x State vector.
* @param u Input vector.
* @param args Remaining arguments to f(x, u, ...).
*/
template <int Rows, int States, int Inputs, typename F, typename... Args>
auto NumericalJacobianU(F&& f, const Eigen::Vector<double, States>& x,
const Eigen::Vector<double, Inputs>& u,
Args&&... args) {
return NumericalJacobian<Rows, Inputs>(
[&](const Eigen::Vector<double, Inputs>& u) { return f(x, u, args...); },
u);
}
} // namespace frc