sideslip: compare auto-generated Jacobian against autodiff

This commit is contained in:
bresch 2023-03-29 15:51:34 +02:00 committed by Daniel Agar
parent e7c4a22be8
commit d4528dc53a
1 changed files with 41 additions and 154 deletions

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@ -39,8 +39,28 @@
#include "../EKF/python/ekf_derivation/generated/compute_sideslip_h_and_k.h"
using namespace matrix;
using D = matrix::Dual<float, 24>;
TEST(SideslipFusionGenerated, SympyVsSymforce)
void computeHDual(const Vector24f &state_vector, Vector24f &H)
{
matrix::Quaternion<D> q(D(state_vector(0), 0),
D(state_vector(1), 1),
D(state_vector(2), 2),
D(state_vector(3), 3));
Vector3<D> vel_earth(D(state_vector(4), 4), D(state_vector(5), 5), D(state_vector(6), 6));
Vector3<D> wind_earth(D(state_vector(22), 22), D(state_vector(23), 23), D());
Vector3<D> vel_rel_body = Dcm<D>(q).transpose() * (vel_earth - wind_earth);
D sideslip_pred = vel_rel_body(1) / vel_rel_body(0);
H.setZero();
for (int i = 0; i <= 23; i++) {
H(i) = sideslip_pred.derivative(i);
}
}
TEST(SideslipFusionGenerated, symforceVsDual)
{
// Compare calculation of observation Jacobians and Kalman gains for sympy and symforce generated equations
const float R_BETA = sq(2.5f);
@ -58,161 +78,28 @@ TEST(SideslipFusionGenerated, SympyVsSymforce)
const float vwn = -4.0f;
const float vwe = 3.0f;
Vector24f state_vector{};
state_vector(0) = q0;
state_vector(1) = q1;
state_vector(2) = q2;
state_vector(3) = q3;
state_vector(4) = vn;
state_vector(5) = ve;
state_vector(6) = vd;
state_vector(22) = vwn;
state_vector(23) = vwe;
SquareMatrix24f P = createRandomCovarianceMatrix24f();
// First calculate observationjacobians and Kalman gains using sympy generated equations
Vector24f Hfusion_sympy;
Vector24f Kfusion_sympy;
float innov;
float innov_var;
Vector24f H_symforce;
Vector24f K_symforce;
Vector24f H_dual;
{
// Intermediate Values
const float HK0 = vn - vwn;
const float HK1 = ve - vwe;
const float HK2 = HK0 * q0 + HK1 * q3 - q2 * vd;
const float HK3 = q0 * q2 - q1 * q3;
const float HK4 = 2 * vd;
const float HK5 = q0 * q3;
const float HK6 = q1 * q2;
const float HK7 = 2 * HK5 + 2 * HK6;
const float HK8 = ecl::powf(q0, 2);
const float HK9 = ecl::powf(q3, 2);
const float HK10 = HK8 - HK9;
const float HK11 = ecl::powf(q1, 2);
const float HK12 = ecl::powf(q2, 2);
const float HK13 = HK11 - HK12;
const float HK14 = HK10 + HK13;
const float HK15 = HK0 * HK14 + HK1 * HK7 - HK3 * HK4;
const float HK16 = 1.0F / HK15;
const float HK17 = q0 * q1 + q2 * q3;
const float HK18 = HK10 - HK11 + HK12;
const float HK19 = HK16 * (-2 * HK0 * (HK5 - HK6) + HK1 * HK18 + HK17 * HK4);
const float HK20 = -HK0 * q3 + HK1 * q0 + q1 * vd;
const float HK21 = -HK19 * HK2 + HK20;
const float HK22 = 2 * HK16;
const float HK23 = HK0 * q1 + HK1 * q2 + q3 * vd;
const float HK24 = HK0 * q2 - HK1 * q1 + q0 * vd;
const float HK25 = -HK19 * HK23 + HK24;
const float HK26 = HK19 * HK24 + HK23;
const float HK27 = HK19 * HK20 + HK2;
const float HK28 = HK14 * HK19 + 2 * HK5 - 2 * HK6;
const float HK29 = HK16 * HK28;
const float HK30 = HK19 * HK7;
const float HK31 = HK17 + HK19 * HK3;
const float HK32 = HK13 + HK30 - HK8 + HK9;
const float HK33 = 2 * HK31;
const float HK34 = 2 * HK26;
const float HK35 = 2 * HK25;
const float HK36 = 2 * HK27;
const float HK37 = 2 * HK21;
const float HK38 = HK28 * P(0, 22) - HK28 * P(0, 4) + HK32 * P(0, 23) - HK32 * P(0, 5) + HK33 * P(0, 6) + HK34 * P(0,
2) + HK35 * P(0, 1) - HK36 * P(0, 3) + HK37 * P(0, 0);
const float HK39 = ecl::powf(HK15, -2);
const float HK40 = -HK28 * P(4, 6) + HK28 * P(6, 22) - HK32 * P(5, 6) + HK32 * P(6, 23) + HK33 * P(6, 6) + HK34 * P(2,
6) + HK35 * P(1, 6) - HK36 * P(3, 6) + HK37 * P(0, 6);
const float HK41 = HK32 * P(5, 23);
const float HK42 = HK28 * P(22, 23) - HK28 * P(4, 23) + HK32 * P(23, 23) + HK33 * P(6, 23) + HK34 * P(2,
23) + HK35 * P(1, 23) - HK36 * P(3, 23) + HK37 * P(0, 23) - HK41;
const float HK43 = HK32 * HK39;
const float HK44 = HK28 * P(4, 22);
const float HK45 = HK28 * P(22, 22) + HK32 * P(22, 23) - HK32 * P(5, 22) + HK33 * P(6, 22) + HK34 * P(2,
22) + HK35 * P(1, 22) - HK36 * P(3, 22) + HK37 * P(0, 22) - HK44;
const float HK46 = HK28 * HK39;
const float HK47 = -HK28 * P(4, 5) + HK28 * P(5, 22) - HK32 * P(5, 5) + HK33 * P(5, 6) + HK34 * P(2, 5) + HK35 * P(1,
5) - HK36 * P(3, 5) + HK37 * P(0, 5) + HK41;
const float HK48 = -HK28 * P(4, 4) + HK32 * P(4, 23) - HK32 * P(4, 5) + HK33 * P(4, 6) + HK34 * P(2, 4) + HK35 * P(1,
4) - HK36 * P(3, 4) + HK37 * P(0, 4) + HK44;
const float HK49 = HK28 * P(2, 22) - HK28 * P(2, 4) + HK32 * P(2, 23) - HK32 * P(2, 5) + HK33 * P(2, 6) + HK34 * P(2,
2) + HK35 * P(1, 2) - HK36 * P(2, 3) + HK37 * P(0, 2);
const float HK50 = HK28 * P(1, 22) - HK28 * P(1, 4) + HK32 * P(1, 23) - HK32 * P(1, 5) + HK33 * P(1, 6) + HK34 * P(1,
2) + HK35 * P(1, 1) - HK36 * P(1, 3) + HK37 * P(0, 1);
const float HK51 = HK28 * P(3, 22) - HK28 * P(3, 4) + HK32 * P(3, 23) - HK32 * P(3, 5) + HK33 * P(3, 6) + HK34 * P(2,
3) + HK35 * P(1, 3) - HK36 * P(3, 3) + HK37 * P(0, 3);
//const float HK52 = HK16/(HK33*HK39*HK40 + HK34*HK39*HK49 + HK35*HK39*HK50 - HK36*HK39*HK51 + HK37*HK38*HK39 + HK42*HK43 - HK43*HK47 + HK45*HK46 - HK46*HK48 + R_BETA);
sym::ComputeSideslipInnovAndInnovVar(state_vector, P, R_BETA, FLT_EPSILON, &innov, &innov_var);
sym::ComputeSideslipHAndK(state_vector, P, innov_var, FLT_EPSILON, &H_symforce, &K_symforce);
computeHDual(state_vector, H_dual);
// innovation variance
float _beta_innov_var = (HK33 * HK39 * HK40 + HK34 * HK39 * HK49 + HK35 * HK39 * HK50 - HK36 * HK39 * HK51 + HK37 * HK38
*
HK39 + HK42 * HK43 - HK43 * HK47 + HK45 * HK46 - HK46 * HK48 + R_BETA);
const float HK52 = HK16 / _beta_innov_var;
// Observation Jacobians
SparseVector24f<0, 1, 2, 3, 4, 5, 6, 22, 23> Hfusion;
Hfusion.at<0>() = HK21 * HK22;
Hfusion.at<1>() = HK22 * HK25;
Hfusion.at<2>() = HK22 * HK26;
Hfusion.at<3>() = -HK22 * HK27;
Hfusion.at<4>() = -HK29;
Hfusion.at<5>() = HK16 * (HK18 - HK30);
Hfusion.at<6>() = HK22 * HK31;
Hfusion.at<22>() = HK29;
Hfusion.at<23>() = HK16 * HK32;
// Calculate Kalman gains
Vector24f Kfusion;
bool update_wind_only = false;
if (!update_wind_only) {
Kfusion(0) = HK38 * HK52;
Kfusion(1) = HK50 * HK52;
Kfusion(2) = HK49 * HK52;
Kfusion(3) = HK51 * HK52;
Kfusion(4) = HK48 * HK52;
Kfusion(5) = HK47 * HK52;
Kfusion(6) = HK40 * HK52;
for (unsigned row = 7; row <= 21; row++) {
Kfusion(row) = HK52 * (HK28 * P(row, 22) - HK28 * P(4, row) + HK32 * P(row, 23) - HK32 * P(5, row) + HK33 * P(6,
row) + HK34 * P(2, row) + HK35 * P(1, row) - HK36 * P(3, row) + HK37 * P(0, row));
}
}
Kfusion(22) = HK45 * HK52;
Kfusion(23) = HK42 * HK52;
Hfusion_sympy(0) = Hfusion.at<0>();
Hfusion_sympy(1) = Hfusion.at<1>();
Hfusion_sympy(2) = Hfusion.at<2>();
Hfusion_sympy(3) = Hfusion.at<3>();
Hfusion_sympy(4) = Hfusion.at<4>();
Hfusion_sympy(5) = Hfusion.at<5>();
Hfusion_sympy(6) = Hfusion.at<6>();
Hfusion_sympy(22) = Hfusion.at<22>();
Hfusion_sympy(23) = Hfusion.at<23>();
Kfusion_sympy = Kfusion;
}
// Then calculate observationjacobians and Kalman gains using symforce generated equations
Vector24f Hfusion_symforce;
Vector24f Kfusion_symforce;
{
Vector24f state_vector{};
state_vector(0) = q0;
state_vector(1) = q1;
state_vector(2) = q2;
state_vector(3) = q3;
state_vector(4) = vn;
state_vector(5) = ve;
state_vector(6) = vd;
state_vector(22) = vwn;
state_vector(23) = vwe;
float innov;
float innov_var;
sym::ComputeSideslipInnovAndInnovVar(state_vector, P, R_BETA, FLT_EPSILON, &innov, &innov_var);
sym::ComputeSideslipHAndK(state_vector, P, innov_var, FLT_EPSILON, &Hfusion_symforce, &Kfusion_symforce);
}
DiffRatioReport report = computeDiffRatioVector24f(Hfusion_sympy, Hfusion_symforce);
EXPECT_LT(report.max_diff_fraction, 1e-5f) << "Hfusion max diff fraction = " << report.max_diff_fraction <<
" location index = " << report.max_row << " sympy = " << report.max_v1 << " symforce = " << report.max_v2;
report = computeDiffRatioVector24f(Kfusion_sympy, Kfusion_symforce);
EXPECT_LT(report.max_diff_fraction, 1e-5f) << "Kfusion max diff fraction = " << report.max_diff_fraction <<
" location index = " << report.max_row << " sympy = " << report.max_v1 << " symforce = " << report.max_v2;
EXPECT_TRUE((H_symforce - H_dual).max() < 1e-3f) << H_symforce << H_dual;
}