Example #1
0
def test_scaled_weights():
    for n in range(1,5):
        for alpha in np.linspace(0.99, 1.01, 100):
            for beta in range(0,2):
                for kappa in range(0,2):
                    Wm, Wc = SUKF.weights(n, alpha, 0, 3-n)
                    assert abs(sum(Wm) - 1) < 1.e-1
                    assert abs(sum(Wc) - 1) < 1.e-1
Example #2
0
def test_scaled_weights():
    for n in range(1, 5):
        for alpha in np.linspace(0.99, 1.01, 100):
            for beta in range(0, 2):
                for kappa in range(0, 2):
                    Wm, Wc = SUKF.weights(n, alpha, 0, 3 - n)
                    assert abs(sum(Wm) - 1) < 1.e-1
                    assert abs(sum(Wc) - 1) < 1.e-1
Example #3
0
from filterpy.kalman import UnscentedKalmanFilter as UKF
from filterpy.kalman import ScaledUnscentedKalmanFilter as SUKF
from filterpy.common import Q_discrete_white_noise
""" This is an example of the bearing only problem. You have a platform,
usually a ship, that can only get the bearing to a moving target. Assuming
platform is stationary, this is a very difficult problem because there are
an infinite number of solutions. The literature is filled with this example,
along with proposed solutions (usually, platform makes manuevers).

"""
dt = 0.1
y = 20
platform_pos = (0, 20)

sf = SUKF(2, 1, dt, alpha=1.e-4, beta=2., kappa=1.)
sf.Q = Q_discrete_white_noise(2, dt, .1)

f = UKF(2, 1, dt, kappa=0.)
f.Q = Q_discrete_white_noise(2, dt, .1)


def fx(x, dt):
    """ state transition function"""

    # pos = pos + vel
    # vel = vel
    return array([x[0] + x[1], x[1]])


def hx(x):
Example #4
0
from filterpy.common import Q_discrete_white_noise


""" This is an example of the bearing only problem. You have a platform,
usually a ship, that can only get the bearing to a moving target. Assuming
platform is stationary, this is a very difficult problem because there are
an infinite number of solutions. The literature is filled with this example,
along with proposed solutions (usually, platform makes manuevers).

"""
dt = 0.1
y = 20
platform_pos = (0, 20)


sf = SUKF(2, 1, dt, alpha=1.0e-4, beta=2.0, kappa=1.0)
sf.Q = Q_discrete_white_noise(2, dt, 0.1)


f = UKF(2, 1, dt, kappa=0.0)
f.Q = Q_discrete_white_noise(2, dt, 0.1)


def fx(x, dt):
    """ state transition function"""

    # pos = pos + vel
    # vel = vel
    return array([x[0] + x[1], x[1]])