Mercurial > hg > ltpda

annotate m-toolbox/classes/@ssm/kalman.m @ 24:056f8e1e995e database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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0
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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1 % KALMAN applies Kalman filtering to a discrete ssm with given i/o
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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4 % DESCRIPTION: KALMAN applies Kalman filtering to a discrete ssm with
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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5 % given i/o.
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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6 % CALL: [mat_out pl_out] = kalman(sys, plist_inputs)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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7 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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8 % INPUTS:
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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9 % - sys, (array of) ssm object
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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10 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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11 % OUTPUTS:
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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12 % _ mat_out contains specified returned aos
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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13 % _ pl_out contains 'lastX', the last state position
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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14 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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15 % <a href="matlab:utils.helper.displayMethodInfo('ssm', 'kalman')">Parameters Description</a>
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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16 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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17 % VERSION: $Id: kalman.m,v 1.51 2011/04/17 21:28:05 adrien Exp $
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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18 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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19 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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20
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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21 function varargout = kalman(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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22
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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23 %% starting initial checks
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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24
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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25 % use the caller is method flag
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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26 callerIsMethod = utils.helper.callerIsMethod;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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27
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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28 % Check if this is a call for parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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29 if utils.helper.isinfocall(varargin{:})
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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30 varargout{1} = getInfo(varargin{3});
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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31 return
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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32 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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33
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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34 utils.helper.msg(utils.const.msg.MNAME, ['running ', mfilename]);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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35
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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36 % Collect input variable names
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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37 in_names = cell(size(varargin));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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38 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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39
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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40 % Collect all SSMs and plists
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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41 [sys, ssm_invars, rest] = utils.helper.collect_objects(varargin(:), 'ssm', in_names);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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42 [pl, invars2, rest] = utils.helper.collect_objects(rest(:), 'plist');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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43 if ~isempty(rest)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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44 pl = combine(pl, plist(rest{:}));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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45 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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46 pl = combine(pl, getDefaultPlist());
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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47
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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48 %% retrieve system infos
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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49 if ~all(sys.isnumerical)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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50 error(['error because system ', sys.name, ' is not numerical']);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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51 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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52 timestep = sys.timestep;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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53 if timestep==0
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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54 error('timestep should not be 0 in simulate!!')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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55 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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56 if ~callerIsMethod
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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57 inhist = sys(:).hist;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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58 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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59 if pl.isparam('white noise variable names')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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60 error('The noise option used must be split between "covariance" and "cpsd". "noise variable names" does not exist anymore!')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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61 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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62
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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63 %% display time ?
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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64 displayTime = find(pl, 'displayTime');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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65
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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66 %% initial state
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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67 ssini = find(pl,'ssini');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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68 if isempty(ssini)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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69 ssini = cell(sys.Nss,1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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70 for i=1:sys.Nss
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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71 ssini{i} = zeros(sys.sssizes(i),1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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72 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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73 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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74 ssSizesIni = sys.statesizes;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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75 ssini = ssm.blockMatFusion(ssini,ssSizesIni,1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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76
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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77 %% modifying system's ordering
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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78 if find(pl, 'reorganize')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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79 sys = sys.reorganize(pl, 'set', 'for kalman', 'internal', 'internal');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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80 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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81 sys_est = sys(1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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82 sys_exp = sys(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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83
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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84 %% getting system's i/o sizes
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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85 Naos_in = sys_est.inputsizes(1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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86 Nnoise = sys_est.inputsizes(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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87 Nconstants = sys_est.inputsizes(3);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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88 NstatesOut = sys_est.outputsizes(1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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89 NoutputsOut = sys_est.outputsizes(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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90 Nknown = sys_exp.outputsizes(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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91
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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92 aos_in = find(pl, 'aos');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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93 known_out = find(pl, 'known outputs');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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94 constants_in = find(pl, 'constants');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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95 cov_in = find(pl, 'covariance');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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96 cpsd_in = find(pl, 'CPSD');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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97 noise_in = blkdiag(cov_in, cpsd_in/(timestep*2));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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98
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
99 if numel(aos_in)~=Naos_in
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
100 error(['There are ' num2str(numel(aos_in)) ' input aos and ' num2str(Naos_in) ' corresponding inputs indexed.' ])
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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101 elseif numel(known_out)~=Nknown
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
102 error(['There are ' num2str(numel(known_out)) ' known output aos and ' num2str(Nknown) ' corresponding inputs indexed.' ])
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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103 elseif numel(diag(noise_in))~=Nnoise
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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104 error(['There are ' num2str(numel(noise_in)) ' input noise variances and ' num2str(Naos_in) ' corresponding inputs indexed.' ])
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
105 elseif numel(constants_in)~=Nconstants
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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106 error(['There are ' num2str(numel(constants_in)) ' input constants and ' num2str(Nconstants) ' corresponding inputs indexed.' ])
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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107 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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108 [U1,S1,V1] = svd(noise_in.'); %#ok<NASGU>
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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109 noise_mat = U1*sqrt(S1)/sqrt(timestep*2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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110
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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111 A = sys_est.amats{1,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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112 Cstates = sys_est.cmats{1,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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113 Coutputs = sys_est.cmats{2,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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114 Baos = sys_est.bmats{1,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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115 Daos = sys_est.dmats{2,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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116 Bnoise = sys_est.bmats{1,2}*noise_mat;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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117 % Dnoise = sys_est.dmats{1,2}*noise_mat;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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118 Bcst = sys_est.bmats{1,3};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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119 Dcst = sys_est.dmats{2,3};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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120
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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121 CoutputsK = sys_exp.cmats{2,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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122 DaosK = sys_exp.dmats{2,1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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123 DnoiseK = sys_exp.dmats{2,2}*noise_mat;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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124 DcstK = sys_exp.dmats{2,3};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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125
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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126 %% getting correct number of samples
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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127 Nsamples = find(pl, 'Nsamples');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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128 f0 = 1/timestep;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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129 for i=1:Naos_in
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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130 Nsamples = min(Nsamples,length(aos_in(i).y));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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131 try
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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132 if ~(f0==aos_in(i).fs)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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133 str = ['WARNING : ssm frequency is ',num2str(f0),...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
134 ' but sampling frequency of ao named ',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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135 aos_in(i).name, ' is ', num2str(aos_in(i).fs) ];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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136 utils.helper.msg(utils.const.msg.MNAME, str);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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137 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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138 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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139 % maybe tdata should be retrieved and verified to be equal, rather than this.
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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140 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
141 for i=1:Nknown
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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142 Nsamples = min(Nsamples,length(known_out(i).y));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
143 try
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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144 if ~(f0==known_out(i).fs)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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145 str = ['WARNING : ssm frequency is ',num2str(f0),...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
146 ' but sampling frequency of ao named ',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
147 aos_in(i).name, ' is ', num2str(aos_in(i).fs) ];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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148 utils.helper.msg(utils.const.msg.MNAME, str);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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149 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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150 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
151 % maybe tdata should be retrieved and verified to be equal, rather than this.
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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152 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
153 if Nsamples == inf % case there is no input!
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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154 display('warning : no input providing simulation duration is available!!')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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155 Nsamples = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
156 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 %% evaluating Kalman feedback K, innovation gain M, state covariance P, output covariance Z
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
159 % given Q and R (process and measurement noise covariances)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 Qn = Bnoise*noise_in*transpose(Bnoise);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 Qn = (Qn + 1e-10*norm(Qn)*eye(size(Qn)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162 Rn = DnoiseK*noise_in*transpose(DnoiseK);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
163 Rn = Rn + 1e-10*norm(Rn)*eye(size(Rn));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 % Nn = Bnoise*noise_in*transpose(Dnoise);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165 P = eye(size(A))*1e20;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 for i=1:10000
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 P = A*P*A'+Qn;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 K = P*CoutputsK'*(CoutputsK*P*CoutputsK'+Rn)^-1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169 P = (eye(size(A)) - K*CoutputsK)*P;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 Z = Coutputs*P*Coutputs' + Rn;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173 %% constant vector
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174 constants_vectX = Bcst*constants_in;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 constants_vectY = Dcst*constants_in;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 constants_vectYKnown = DcstK*constants_in;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178 %% ao vector
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179 aos_vect = zeros(Naos_in, Nsamples);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180 for j = 1:Naos_in
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 aos_vect(j,:) = aos_in(j).y(1:Nsamples).';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 Y_in = zeros(Nknown, Nsamples);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184 for j=1:Nknown
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 Y_in(j,:) = reshape( known_out(j).y(1:Nsamples), 1, [] ).';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 %% rewriting fields to ssm/doSimulate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 A_kalman = A - K*Coutputs*A;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 Baos_kalman = [ Baos - K*CoutputsK*Baos - K*DaosK K];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 aos_vect_kalman = [aos_vect; Y_in ];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 Bcst_kalman = constants_vectX - K*constants_vectYKnown - K*CoutputsK*constants_vectX;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194 Coutputs_kalman = [Cstates ; Coutputs];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 Dcst_kalman = [zeros(size(Cstates,1),1) ; constants_vectY];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 Daos_kalman = [...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 zeros(size(Cstates,1), size(Daos,2)) zeros(size(Cstates,1), size(K,2)) ;...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 Daos zeros(size(Daos,1), size(K,2))];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 Cstates_kalman = zeros(0, size(A,2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200 Bnoise_kalman = zeros(size(A,1), 0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201 Dnoise_kalman = zeros(size(Coutputs_kalman,1), 0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203 %% call to doSimulate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 doTerminate = false;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 terminationCond = false;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206 forceComplete = false;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 [x, y, lastX] = ssm.doSimulate(ssini, Nsamples-1, ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 A_kalman, Baos_kalman, Coutputs_kalman, Cstates_kalman, Daos_kalman, Bnoise_kalman, Dnoise_kalman, ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210 Bcst_kalman, Dcst_kalman, aos_vect_kalman, doTerminate, terminationCond, displayTime, timestep, forceComplete);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 y = [Coutputs_kalman*lastX y];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214 %% saving in aos
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 fs = 1/timestep;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216 isysStr = sys.name;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217 tini = find(pl, 'tini');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218 if isa(tini,'double')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 tini = time(tini);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
220 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222 ao_out = ao.initObjectWithSize(1, NoutputsOut + NstatesOut);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 for ii=1:NstatesOut
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224 ao_out(ii).setData(tsdata( y(ii,:), fs ));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225 ao_out(ii).setName(['kalman estimate of ' sys_est.outputs(1).ports(ii).name]);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226 ao_out(ii).setXunits('s');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
227 ao_out(ii).setYunits(sys_est.outputs(1).ports(ii).units);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
228 ao_out(ii).setDescription(...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
229 ['Kalman estimate for ' isysStr, ' : ', sys_est.outputs(1).ports(ii).name,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
230 ' ' sys_est.outputs(1).ports(ii).description]);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
231 ao_out(ii).setT0(tini);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
232 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
233 for ii=1:NoutputsOut
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
234 ao_out(NstatesOut+ii).setData(tsdata( y(NstatesOut+ii,:), fs ));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
235 ao_out(NstatesOut+ii).setName(['kalman estimate of ' sys_est.outputs(2).ports(ii).name]);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
236 ao_out(NstatesOut+ii).setXunits('s');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
237 ao_out(NstatesOut+ii).setYunits(sys_est.outputs(2).ports(ii).units);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
238 ao_out(NstatesOut+ii).setDescription(...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
239 ['Kalman estimate for ' isysStr, ' : ', sys_est.outputs(2).ports(ii).name, ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
240 ' ' sys_est.outputs(2).ports(ii).description]);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
241 ao_out(NstatesOut+ii).setT0(tini);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
242 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
243
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 %% construct output matrix object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245 out = matrix(ao_out);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246 if callerIsMethod
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247 % do nothing
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
248 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
249 myinfo = getInfo('None');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
250 out.addHistory(myinfo, pl , ssm_invars(1), inhist );
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
251 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
252
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
253 %% construct output analysis object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
254 plist_out = plist('process covariance', Qn, 'readout covariance', Rn, ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
255 'state covariance', P, 'output covariance', Z, 'Kalman gain', K );
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
256
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
257 %% Set output depending on nargout
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
258 if nargout == 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
259 varargout = {out};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
260 elseif nargout == 2;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
261 varargout = {out plist_out};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
262 elseif nargout == 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
263 iplot(ao_out);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
264 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
265 error('Wrong number of outputs')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
266 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
267 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
268
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
269 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
270 % Get Info Object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
271 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
272 function ii = getInfo(varargin)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
273
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
274 if nargin == 1 && strcmpi(varargin{1}, 'None')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
275 sets = {};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
276 pl = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
277 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
278 sets = {'Default'};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
279 pl = getDefaultPlist;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
280 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
281 % Build info object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
282 ii = minfo(mfilename, 'ssm', 'ltpda', utils.const.categories.op, '$Id: kalman.m,v 1.51 2011/04/17 21:28:05 adrien Exp $', sets, pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
283 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
284
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
285 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
286 % Get Default Plist
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
287 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
288 function pl = getDefaultPlist()
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
289 pl = ssm.getInfo('reorganize', 'for kalman').plists;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
290 pl.remove('set');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
291
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292 p = param({'covariance', 'The covariance of this noise between input ports for the <i>time-discrete</i> noise model.'}, []);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
293 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
294
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
295 p = param({'CPSD', 'The one sided cross-psd of the white noise between input ports.'}, []);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
296 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
297
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
298 p = param({'aos', 'An array of input AOs (experimental stimuli).'}, ao.initObjectWithSize(1,0));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
299 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
300
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
301 p = param({'constants', 'Array of DC values for the different corresponding inputs.'}, paramValue.DOUBLE_VALUE(zeros(0,1)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
302 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
303
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304 p = param({'known outputs', 'Array of AOs for the different corresponding outputs (experiment measurements).'}, ao.initObjectWithSize(1,0));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
307 p = param({'Nsamples', 'The maximum number of samples to simulate (AO length(s) overide this).'}, paramValue.DOUBLE_VALUE(inf));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
308 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
310 p = param({'ssini', 'A cell-array of vectors that give the initial position for simulation.'}, {});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
311 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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312
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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313 p = param({'tini', 'The initial filtering time (seconds).'}, paramValue.DOUBLE_VALUE(0) );
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
314 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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315
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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316 p = param({'displayTime', 'Switch off/on the display'}, paramValue.TRUE_FALSE);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
317 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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318
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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319 p = param({'reorganize', 'When set to 0, this means the ssm does not need be modified to match the requested i/o. Faster but dangerous!'}, paramValue.TRUE_FALSE);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
320 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
321
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
322 p = param({'force complete', 'Force the use of the complete simulation code.'}, paramValue.FALSE_TRUE);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
323 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
324
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
325
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
326 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
327