rc_test_kalman.c

/**
 * @example    rc_test_kalman.c
 *
 * Tests the linear kalman filter in <rc/math/kalman.h> by simulating pushing a
 * mass of 1kg back and forth with a force of 1N. A noisy position sensor is
 * simulated as well as noisy control input u which just toggles back and forth
 * between +1 and -1.
 *
 * State equations:
 * - x = [position] = [ 1 , dt]x  +  [ 0.5*dt^2 ]u  +  w
 * -     [velocity]   [ 0 , 1 ]      [    dt     ]
 * - y = [pos_est]  = [ 1 ]x   +   w
 * -                  [ 0 ]
 *
 *
 * @author     James Strawson
 * @date       4/26/2018
 */
 
 
#include <stdio.h>
#include <signal.h>
#include <rc/math/kalman.h>
#include <rc/time.h>
 
#define Nx 2
#define Ny 1
#define Nu 1
#define DT 0.05
#define REVERSE_TIME 2.0
 
static int running = 1;
 
// interrupt handler to catch ctrl-c
static void __signal_handler(__attribute__ ((unused)) int dummy)
{
        running=0;
        return;
}
 
int main()
{
        // declare variables
        int counter;
 
        rc_kalman_t kf  = RC_KALMAN_INITIALIZER;
        rc_matrix_t F   = RC_MATRIX_INITIALIZER;
        rc_matrix_t G   = RC_MATRIX_INITIALIZER;
        rc_matrix_t H   = RC_MATRIX_INITIALIZER;
        rc_matrix_t Q   = RC_MATRIX_INITIALIZER;
        rc_matrix_t R   = RC_MATRIX_INITIALIZER;
        rc_matrix_t Pi  = RC_MATRIX_INITIALIZER;
        rc_vector_t u   = RC_VECTOR_INITIALIZER;
        rc_vector_t y   = RC_VECTOR_INITIALIZER;
 
        // allocate appropriate memory for system
        rc_matrix_zeros(&F, Nx, Nx);
        rc_matrix_zeros(&G, Nx, Nu);
        rc_matrix_zeros(&H, Ny, Nx);
        rc_matrix_zeros(&Q, Nx, Nx);
        rc_matrix_zeros(&R, Ny, Ny);
        rc_matrix_zeros(&Pi, Nx, Nx);
        rc_vector_zeros(&u, Nu);
        rc_vector_zeros(&y, Ny);
 
        // define system
        F.d[0][0] = 1;
        F.d[0][1] = DT;
        F.d[1][0] = 0;
        F.d[1][1] = 1;
        G.d[0][0] = 0.5*DT*DT;
        G.d[0][1] = DT;
        H.d[0][0] = 1;
        H.d[0][1] = 0;
 
        // covariance matrices
        Q.d[0][0] = 0.1;
        Q.d[1][1] = 0.0001;
        R.d[0][0] = 1.0;
 
        // initial P
        Pi.d[0][0] = 0.0001;
        Pi.d[1][1] = 0.0001;
 
 
        if(rc_kalman_alloc_lin(&kf,F,G,H,Q,R,Pi)==-1) return -1;
 
        // set signal handler so the loop can exit cleanly
        signal(SIGINT, __signal_handler);
        running = 1;
        counter = REVERSE_TIME/(DT*2.0);
        u.d[0]=1.0;
        while(running){
                // based on time, see if we should reverse u
                if(counter > REVERSE_TIME/DT){
                        counter = 0;
                        if(u.d[0]<1.0) u.d[0]=1.0;
                        else u.d[0]=-1.0;
                        // bump up y to see x_est track
                        y.d[0]+=0.5;
                }
 
                // update filter
                if(rc_kalman_update_lin(&kf, u, y)) running=0;
 
                // print result
                printf("\rpos: %5.2f vel: %5.2f u: %5.2f y: %5.2f    ", kf.x_est.d[0], kf.x_est.d[1], u.d[0], y.d[0]);
                fflush(stdout);
 
 
                counter++;
                rc_usleep(DT*1000000);
        }
        printf("\n");
 
        rc_matrix_free(&F);
        rc_matrix_free(&G);
        rc_matrix_free(&H);
        rc_matrix_free(&Q);
        rc_matrix_free(&R);
        rc_matrix_free(&Pi);
        rc_vector_free(&u);
        rc_vector_free(&y);
        rc_kalman_free(&kf);
        return 0;
}