openpilot_comma/common/kalman/simple_kalman_old.py

import numpy as np


class KF1D:
  # this EKF assumes constant covariance matrix, so calculations are much simpler
  # the Kalman gain also needs to be precomputed using the control module

  def __init__(self, x0, A, C, K):
    self.x = x0
    self.A = A
    self.C = np.atleast_2d(C)
    self.K = K

    self.A_K = self.A - np.dot(self.K, self.C)

    self.x0_0 = x0[0][0]
    self.x1_0 = x0[1][0]
    self.A0_0 = A[0][0]
    self.A0_1 = A[0][1]
    self.A1_0 = A[1][0]
    self.A1_1 = A[1][1]
    self.C0_0 = C[0]
    self.C0_1 = C[1]
    self.K0_0 = K[0][0]
    self.K1_0 = K[1][0]

    self.A_K_0 = self.A0_0 - self.K0_0 * self.C0_0
    self.A_K_1 = self.A0_1 - self.K0_0 * self.C0_1
    self.A_K_2 = self.A1_0 - self.K1_0 * self.C0_0
    self.A_K_3 = self.A1_1 - self.K1_0 * self.C0_1


    # K matrix needs to  be pre-computed as follow:
    # import control
    # (x, l, K) = control.dare(np.transpose(self.A), np.transpose(self.C), Q, R)
    # self.K = np.transpose(K)

  #def update(self, meas):
  #  self.x = np.dot(self.A_K, self.x) + np.dot(self.K, meas)
  #  return self.x

  def update(self, meas):
    x0_0 = self.A_K_0 * self.x0_0 + self.A_K_1 * self.x1_0 + self.K0_0 * meas
    x1_0 = self.A_K_2 * self.x0_0 + self.A_K_3 * self.x1_0 + self.K1_0 * meas
    self.x0_0 = x0_0
    self.x1_0 = x1_0

    return [self.x0_0, self.x1_0]