Exemple #1
0
class CarKalman():
    name = 'car'

    x_initial = np.array([
        1.0,
        15.0,
        0.0,
        0.0,
        10.0,
        0.0,
        0.0,
        0.0,
    ])

    # state covariance
    P_initial = np.diag([
        .1**2,
        .1**2,
        math.radians(0.1)**2,
        math.radians(0.1)**2,
        10**2,
        10**2,
        1**2,
        1**2,
    ])

    # process noise
    Q = np.diag([
        (.05 / 10)**2,
        .0001**2,
        math.radians(0.01)**2,
        math.radians(0.2)**2,
        .1**2,
        .1**2,
        math.radians(0.1)**2,
        math.radians(0.1)**2,
    ])

    obs_noise = {
        ObservationKind.ROAD_FRAME_XY_SPEED: np.diag([0.1**2, 0.1**2]),
        ObservationKind.ROAD_FRAME_YAW_RATE:
        np.atleast_2d(math.radians(0.1)**2),
        ObservationKind.STEER_ANGLE: np.atleast_2d(math.radians(0.1)**2),
        ObservationKind.ANGLE_OFFSET_FAST: np.atleast_2d(math.radians(5.0)**2),
        ObservationKind.STEER_RATIO: np.atleast_2d(50.0**2),
        ObservationKind.STIFFNESS: np.atleast_2d(50.0**2),
    }

    maha_test_kinds = [
    ]  # [ObservationKind.ROAD_FRAME_YAW_RATE, ObservationKind.ROAD_FRAME_XY_SPEED]

    @staticmethod
    def generate_code():
        dim_state = CarKalman.x_initial.shape[0]
        name = CarKalman.name
        maha_test_kinds = CarKalman.maha_test_kinds

        # make functions and jacobians with sympy
        # state variables
        state_sym = sp.MatrixSymbol('state', dim_state, 1)
        state = sp.Matrix(state_sym)

        # Vehicle model constants
        # TODO: Read from car params at runtime
        from selfdrive.controls.lib.vehicle_model import VehicleModel
        from selfdrive.car.toyota.interface import CarInterface
        from selfdrive.car.toyota.values import CAR

        CP = CarInterface.get_params(CAR.COROLLA_TSS2)
        VM = VehicleModel(CP)

        m = VM.m
        j = VM.j
        aF = VM.aF
        aR = VM.aR

        x = state[States.STIFFNESS, :][0, 0]

        cF, cR = x * VM.cF, x * VM.cR
        angle_offset = state[States.ANGLE_OFFSET, :][0, 0]
        angle_offset_fast = state[States.ANGLE_OFFSET_FAST, :][0, 0]
        sa = state[States.STEER_ANGLE, :][0, 0]

        sR = state[States.STEER_RATIO, :][0, 0]
        u, v = state[States.VELOCITY, :]
        r = state[States.YAW_RATE, :][0, 0]

        A = sp.Matrix(np.zeros((2, 2)))
        A[0, 0] = -(cF + cR) / (m * u)
        A[0, 1] = -(cF * aF - cR * aR) / (m * u) - u
        A[1, 0] = -(cF * aF - cR * aR) / (j * u)
        A[1, 1] = -(cF * aF**2 + cR * aR**2) / (j * u)

        B = sp.Matrix(np.zeros((2, 1)))
        B[0, 0] = cF / m / sR
        B[1, 0] = (cF * aF) / j / sR

        x = sp.Matrix([v, r])  # lateral velocity, yaw rate
        x_dot = A * x + B * (sa - angle_offset - angle_offset_fast)

        dt = sp.Symbol('dt')
        state_dot = sp.Matrix(np.zeros((dim_state, 1)))
        state_dot[States.VELOCITY.start + 1, 0] = x_dot[0]
        state_dot[States.YAW_RATE.start, 0] = x_dot[1]

        # Basic descretization, 1st order integrator
        # Can be pretty bad if dt is big
        f_sym = state + dt * state_dot

        #
        # Observation functions
        #
        obs_eqs = [
            [sp.Matrix([r]), ObservationKind.ROAD_FRAME_YAW_RATE, None],
            [sp.Matrix([u, v]), ObservationKind.ROAD_FRAME_XY_SPEED, None],
            [sp.Matrix([sa]), ObservationKind.STEER_ANGLE, None],
            [
                sp.Matrix([angle_offset_fast]),
                ObservationKind.ANGLE_OFFSET_FAST, None
            ],
            [sp.Matrix([sR]), ObservationKind.STEER_RATIO, None],
            [sp.Matrix([x]), ObservationKind.STIFFNESS, None],
        ]

        gen_code(name,
                 f_sym,
                 dt,
                 state_sym,
                 obs_eqs,
                 dim_state,
                 dim_state,
                 maha_test_kinds=maha_test_kinds)

    def __init__(self):
        self.dim_state = self.x_initial.shape[0]

        # init filter
        self.filter = EKF_sym(self.name,
                              self.Q,
                              self.x_initial,
                              self.P_initial,
                              self.dim_state,
                              self.dim_state,
                              maha_test_kinds=self.maha_test_kinds)

    @property
    def x(self):
        return self.filter.state()

    @property
    def P(self):
        return self.filter.covs()

    def predict(self, t):
        return self.filter.predict(t)

    def rts_smooth(self, estimates):
        return self.filter.rts_smooth(estimates, norm_quats=False)

    def get_R(self, kind, n):
        obs_noise = self.obs_noise[kind]
        dim = obs_noise.shape[0]
        R = np.zeros((n, dim, dim))
        for i in range(n):
            R[i, :, :] = obs_noise
        return R

    def init_state(self, state, covs_diag=None, covs=None, filter_time=None):
        if covs_diag is not None:
            P = np.diag(covs_diag)
        elif covs is not None:
            P = covs
        else:
            P = self.filter.covs()
        self.filter.init_state(state, P, filter_time)

    def predict_and_observe(self, t, kind, data):
        if len(data) > 0:
            data = np.atleast_2d(data)
        self.filter.predict_and_update_batch(t, kind, data,
                                             self.get_R(kind, len(data)))
Exemple #2
0
class CarKalman():
    name = 'car'

    x_initial = np.array([
        1.0,
        15.0,
        0.0,
        0.0,
        10.0,
        0.0,
        0.0,
        0.0,
    ])

    # process noise
    Q = np.diag([
        (.05 / 100)**2,
        .01**2,
        math.radians(0.002)**2,
        math.radians(0.1)**2,
        .1**2,
        .01**2,
        math.radians(0.1)**2,
        math.radians(0.1)**2,
    ])
    P_initial = Q.copy()

    obs_noise = {
        ObservationKind.STEER_ANGLE: np.atleast_2d(math.radians(0.01)**2),
        ObservationKind.ANGLE_OFFSET_FAST: np.atleast_2d(math.radians(5.0)**2),
        ObservationKind.STEER_RATIO: np.atleast_2d(5.0**2),
        ObservationKind.STIFFNESS: np.atleast_2d(5.0**2),
        ObservationKind.ROAD_FRAME_X_SPEED: np.atleast_2d(0.1**2),
    }

    maha_test_kinds = [
    ]  # [ObservationKind.ROAD_FRAME_YAW_RATE, ObservationKind.ROAD_FRAME_XY_SPEED]
    global_vars = [
        sp.Symbol('mass'),
        sp.Symbol('rotational_inertia'),
        sp.Symbol('center_to_front'),
        sp.Symbol('center_to_rear'),
        sp.Symbol('stiffness_front'),
        sp.Symbol('stiffness_rear'),
    ]

    @staticmethod
    def generate_code():
        dim_state = CarKalman.x_initial.shape[0]
        name = CarKalman.name
        maha_test_kinds = CarKalman.maha_test_kinds

        # globals
        m, j, aF, aR, cF_orig, cR_orig = CarKalman.global_vars

        # make functions and jacobians with sympy
        # state variables
        state_sym = sp.MatrixSymbol('state', dim_state, 1)
        state = sp.Matrix(state_sym)

        # Vehicle model constants
        x = state[States.STIFFNESS, :][0, 0]

        cF, cR = x * cF_orig, x * cR_orig
        angle_offset = state[States.ANGLE_OFFSET, :][0, 0]
        angle_offset_fast = state[States.ANGLE_OFFSET_FAST, :][0, 0]
        sa = state[States.STEER_ANGLE, :][0, 0]

        sR = state[States.STEER_RATIO, :][0, 0]
        u, v = state[States.VELOCITY, :]
        r = state[States.YAW_RATE, :][0, 0]

        A = sp.Matrix(np.zeros((2, 2)))
        A[0, 0] = -(cF + cR) / (m * u)
        A[0, 1] = -(cF * aF - cR * aR) / (m * u) - u
        A[1, 0] = -(cF * aF - cR * aR) / (j * u)
        A[1, 1] = -(cF * aF**2 + cR * aR**2) / (j * u)

        B = sp.Matrix(np.zeros((2, 1)))
        B[0, 0] = cF / m / sR
        B[1, 0] = (cF * aF) / j / sR

        x = sp.Matrix([v, r])  # lateral velocity, yaw rate
        x_dot = A * x + B * (sa - angle_offset - angle_offset_fast)

        dt = sp.Symbol('dt')
        state_dot = sp.Matrix(np.zeros((dim_state, 1)))
        state_dot[States.VELOCITY.start + 1, 0] = x_dot[0]
        state_dot[States.YAW_RATE.start, 0] = x_dot[1]

        # Basic descretization, 1st order integrator
        # Can be pretty bad if dt is big
        f_sym = state + dt * state_dot

        #
        # Observation functions
        #
        obs_eqs = [
            [sp.Matrix([r]), ObservationKind.ROAD_FRAME_YAW_RATE, None],
            [sp.Matrix([u, v]), ObservationKind.ROAD_FRAME_XY_SPEED, None],
            [sp.Matrix([u]), ObservationKind.ROAD_FRAME_X_SPEED, None],
            [sp.Matrix([sa]), ObservationKind.STEER_ANGLE, None],
            [
                sp.Matrix([angle_offset_fast]),
                ObservationKind.ANGLE_OFFSET_FAST, None
            ],
            [sp.Matrix([sR]), ObservationKind.STEER_RATIO, None],
            [sp.Matrix([x]), ObservationKind.STIFFNESS, None],
        ]

        gen_code(name,
                 f_sym,
                 dt,
                 state_sym,
                 obs_eqs,
                 dim_state,
                 dim_state,
                 maha_test_kinds=maha_test_kinds,
                 global_vars=CarKalman.global_vars)

    def __init__(self, steer_ratio=15, stiffness_factor=1, angle_offset=0):
        self.dim_state = self.x_initial.shape[0]
        x_init = self.x_initial
        x_init[States.STEER_RATIO] = steer_ratio
        x_init[States.STIFFNESS] = stiffness_factor
        x_init[States.ANGLE_OFFSET] = angle_offset

        # init filter
        self.filter = EKF_sym(self.name,
                              self.Q,
                              self.x_initial,
                              self.P_initial,
                              self.dim_state,
                              self.dim_state,
                              maha_test_kinds=self.maha_test_kinds,
                              global_vars=self.global_vars)

    @property
    def x(self):
        return self.filter.state()

    @property
    def P(self):
        return self.filter.covs()

    def predict(self, t):
        return self.filter.predict(t)

    def rts_smooth(self, estimates):
        return self.filter.rts_smooth(estimates, norm_quats=False)

    def get_R(self, kind, n):
        obs_noise = self.obs_noise[kind]
        dim = obs_noise.shape[0]
        R = np.zeros((n, dim, dim))
        for i in range(n):
            R[i, :, :] = obs_noise
        return R

    def init_state(self, state, covs_diag=None, covs=None, filter_time=None):
        if covs_diag is not None:
            P = np.diag(covs_diag)
        elif covs is not None:
            P = covs
        else:
            P = self.filter.covs()
        self.filter.init_state(state, P, filter_time)

    def predict_and_observe(self, t, kind, data, R=None):
        if len(data) > 0:
            data = np.atleast_2d(data)

        if R is None:
            R = self.get_R(kind, len(data))

        self.filter.predict_and_update_batch(t, kind, data, R)
Exemple #3
0
class LiveKalman():
    name = 'live'

    initial_x = np.array([
        -2.7e6, 4.2e6, 3.8e6, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
        0, 0, 0, 0
    ])

    # state covariance
    initial_P_diag = np.array([
        10000**2, 10000**2, 10000**2, 10**2, 10**2, 10**2, 10**2, 10**2, 10**2,
        1**2, 1**2, 1**2, 0.05**2, 0.05**2, 0.05**2, 0.02**2, 1**2, 1**2, 1**2,
        (0.01)**2, (0.01)**2, (0.01)**2
    ])

    # process noise
    Q = np.diag([
        0.03**2, 0.03**2, 0.03**2, 0.0**2, 0.0**2, 0.0**2, 0.0**2, 0.0**2,
        0.0**2, 0.1**2, 0.1**2, 0.1**2, (0.005 / 100)**2, (0.005 / 100)**2,
        (0.005 / 100)**2, (0.02 / 100)**2, 3**2, 3**2, 3**2, (0.05 / 60)**2,
        (0.05 / 60)**2, (0.05 / 60)**2
    ])

    @staticmethod
    def generate_code():
        name = LiveKalman.name
        dim_state = LiveKalman.initial_x.shape[0]
        dim_state_err = LiveKalman.initial_P_diag.shape[0]

        state_sym = sp.MatrixSymbol('state', dim_state, 1)
        state = sp.Matrix(state_sym)
        x, y, z = state[States.ECEF_POS, :]
        q = state[States.ECEF_ORIENTATION, :]
        v = state[States.ECEF_VELOCITY, :]
        vx, vy, vz = v
        omega = state[States.ANGULAR_VELOCITY, :]
        vroll, vpitch, vyaw = omega
        roll_bias, pitch_bias, yaw_bias = state[States.GYRO_BIAS, :]
        odo_scale = state[States.ODO_SCALE, :][0, :]
        acceleration = state[States.ACCELERATION, :]
        imu_angles = state[States.IMU_OFFSET, :]

        dt = sp.Symbol('dt')

        # calibration and attitude rotation matrices
        quat_rot = quat_rotate(*q)

        # Got the quat predict equations from here
        # A New Quaternion-Based Kalman Filter for
        # Real-Time Attitude Estimation Using the Two-Step
        # Geometrically-Intuitive Correction Algorithm
        A = 0.5 * sp.Matrix(
            [[0, -vroll, -vpitch, -vyaw], [vroll, 0, vyaw, -vpitch],
             [vpitch, -vyaw, 0, vroll], [vyaw, vpitch, -vroll, 0]])
        q_dot = A * q

        # Time derivative of the state as a function of state
        state_dot = sp.Matrix(np.zeros((dim_state, 1)))
        state_dot[States.ECEF_POS, :] = v
        state_dot[States.ECEF_ORIENTATION, :] = q_dot
        state_dot[States.ECEF_VELOCITY, 0] = quat_rot * acceleration

        # Basic descretization, 1st order intergrator
        # Can be pretty bad if dt is big
        f_sym = state + dt * state_dot

        state_err_sym = sp.MatrixSymbol('state_err', dim_state_err, 1)
        state_err = sp.Matrix(state_err_sym)
        quat_err = state_err[States.ECEF_ORIENTATION_ERR, :]
        v_err = state_err[States.ECEF_VELOCITY_ERR, :]
        omega_err = state_err[States.ANGULAR_VELOCITY_ERR, :]
        acceleration_err = state_err[States.ACCELERATION_ERR, :]

        # Time derivative of the state error as a function of state error and state
        quat_err_matrix = euler_rotate(quat_err[0], quat_err[1], quat_err[2])
        q_err_dot = quat_err_matrix * quat_rot * (omega + omega_err)
        state_err_dot = sp.Matrix(np.zeros((dim_state_err, 1)))
        state_err_dot[States.ECEF_POS_ERR, :] = v_err
        state_err_dot[States.ECEF_ORIENTATION_ERR, :] = q_err_dot
        state_err_dot[
            States.ECEF_VELOCITY_ERR, :] = quat_err_matrix * quat_rot * (
                acceleration + acceleration_err)
        f_err_sym = state_err + dt * state_err_dot

        # Observation matrix modifier
        H_mod_sym = sp.Matrix(np.zeros((dim_state, dim_state_err)))
        H_mod_sym[States.ECEF_POS,
                  States.ECEF_POS_ERR] = np.eye(States.ECEF_POS.stop -
                                                States.ECEF_POS.start)
        H_mod_sym[States.ECEF_ORIENTATION,
                  States.ECEF_ORIENTATION_ERR] = 0.5 * quat_matrix_r(
                      state[3:7])[:, 1:]
        H_mod_sym[States.ECEF_ORIENTATION.stop:,
                  States.ECEF_ORIENTATION_ERR.stop:] = np.eye(
                      dim_state - States.ECEF_ORIENTATION.stop)

        # these error functions are defined so that say there
        # is a nominal x and true x:
        # true x = err_function(nominal x, delta x)
        # delta x = inv_err_function(nominal x, true x)
        nom_x = sp.MatrixSymbol('nom_x', dim_state, 1)
        true_x = sp.MatrixSymbol('true_x', dim_state, 1)
        delta_x = sp.MatrixSymbol('delta_x', dim_state_err, 1)

        err_function_sym = sp.Matrix(np.zeros((dim_state, 1)))
        delta_quat = sp.Matrix(np.ones((4)))
        delta_quat[1:, :] = sp.Matrix(0.5 *
                                      delta_x[States.ECEF_ORIENTATION_ERR, :])
        err_function_sym[States.ECEF_POS, :] = sp.Matrix(
            nom_x[States.ECEF_POS, :] + delta_x[States.ECEF_POS_ERR, :])
        err_function_sym[States.ECEF_ORIENTATION, 0] = quat_matrix_r(
            nom_x[States.ECEF_ORIENTATION, 0]) * delta_quat
        err_function_sym[States.ECEF_ORIENTATION.stop:, :] = sp.Matrix(
            nom_x[States.ECEF_ORIENTATION.stop:, :] +
            delta_x[States.ECEF_ORIENTATION_ERR.stop:, :])

        inv_err_function_sym = sp.Matrix(np.zeros((dim_state_err, 1)))
        inv_err_function_sym[States.ECEF_POS_ERR,
                             0] = sp.Matrix(-nom_x[States.ECEF_POS, 0] +
                                            true_x[States.ECEF_POS, 0])
        delta_quat = quat_matrix_r(
            nom_x[States.ECEF_ORIENTATION,
                  0]).T * true_x[States.ECEF_ORIENTATION, 0]
        inv_err_function_sym[States.ECEF_ORIENTATION_ERR,
                             0] = sp.Matrix(2 * delta_quat[1:])
        inv_err_function_sym[States.ECEF_ORIENTATION_ERR.stop:, 0] = sp.Matrix(
            -nom_x[States.ECEF_ORIENTATION.stop:, 0] +
            true_x[States.ECEF_ORIENTATION.stop:, 0])

        eskf_params = [[err_function_sym, nom_x, delta_x],
                       [inv_err_function_sym, nom_x, true_x], H_mod_sym,
                       f_err_sym, state_err_sym]
        #
        # Observation functions
        #
        imu_rot = euler_rotate(*imu_angles)
        h_gyro_sym = imu_rot * sp.Matrix(
            [vroll + roll_bias, vpitch + pitch_bias, vyaw + yaw_bias])

        pos = sp.Matrix([x, y, z])
        gravity = quat_rot.T * ((EARTH_GM /
                                 ((x**2 + y**2 + z**2)**(3.0 / 2.0))) * pos)
        h_acc_sym = imu_rot * (gravity + acceleration)
        h_phone_rot_sym = sp.Matrix([vroll, vpitch, vyaw])

        speed = sp.sqrt(vx**2 + vy**2 + vz**2)
        h_speed_sym = sp.Matrix([speed * odo_scale])

        h_pos_sym = sp.Matrix([x, y, z])
        h_imu_frame_sym = sp.Matrix(imu_angles)

        h_relative_motion = sp.Matrix(quat_rot.T * v)

        obs_eqs = [
            [h_speed_sym, ObservationKind.ODOMETRIC_SPEED, None],
            [h_gyro_sym, ObservationKind.PHONE_GYRO, None],
            [h_phone_rot_sym, ObservationKind.NO_ROT, None],
            [h_acc_sym, ObservationKind.PHONE_ACCEL, None],
            [h_pos_sym, ObservationKind.ECEF_POS, None],
            [h_relative_motion, ObservationKind.CAMERA_ODO_TRANSLATION, None],
            [h_phone_rot_sym, ObservationKind.CAMERA_ODO_ROTATION, None],
            [h_imu_frame_sym, ObservationKind.IMU_FRAME, None]
        ]

        gen_code(name, f_sym, dt, state_sym, obs_eqs, dim_state, dim_state_err,
                 eskf_params)

    def __init__(self):
        self.dim_state = self.initial_x.shape[0]
        self.dim_state_err = self.initial_P_diag.shape[0]

        self.obs_noise = {
            ObservationKind.ODOMETRIC_SPEED:
            np.atleast_2d(0.2**2),
            ObservationKind.PHONE_GYRO:
            np.diag([0.025**2, 0.025**2, 0.025**2]),
            ObservationKind.PHONE_ACCEL:
            np.diag([.5**2, .5**2, .5**2]),
            ObservationKind.CAMERA_ODO_ROTATION:
            np.diag([0.05**2, 0.05**2, 0.05**2]),
            ObservationKind.IMU_FRAME:
            np.diag([0.05**2, 0.05**2, 0.05**2]),
            ObservationKind.NO_ROT:
            np.diag([0.00025**2, 0.00025**2, 0.00025**2]),
            ObservationKind.ECEF_POS:
            np.diag([5**2, 5**2, 5**2])
        }

        # init filter
        self.filter = EKF_sym(self.name, self.Q, self.initial_x,
                              np.diag(self.initial_P_diag), self.dim_state,
                              self.dim_state_err)

    @property
    def x(self):
        return self.filter.state()

    @property
    def t(self):
        return self.filter.filter_time

    @property
    def P(self):
        return self.filter.covs()

    def rts_smooth(self, estimates):
        return self.filter.rts_smooth(estimates, norm_quats=True)

    def init_state(self, state, covs_diag=None, covs=None, filter_time=None):
        if covs_diag is not None:
            P = np.diag(covs_diag)
        elif covs is not None:
            P = covs
        else:
            P = self.filter.covs()
        self.filter.init_state(state, P, filter_time)

    def predict_and_observe(self, t, kind, data):
        if len(data) > 0:
            data = np.atleast_2d(data)
        if kind == ObservationKind.CAMERA_ODO_TRANSLATION:
            r = self.predict_and_update_odo_trans(data, t, kind)
        elif kind == ObservationKind.CAMERA_ODO_ROTATION:
            r = self.predict_and_update_odo_rot(data, t, kind)
        elif kind == ObservationKind.ODOMETRIC_SPEED:
            r = self.predict_and_update_odo_speed(data, t, kind)
        else:
            r = self.filter.predict_and_update_batch(
                t, kind, data, self.get_R(kind, len(data)))

        # Normalize quats
        quat_norm = np.linalg.norm(self.filter.x[3:7, 0])

        # Should not continue if the quats behave this weirdly
        if not (0.1 < quat_norm < 10):
            cloudlog.error("Kalman filter quaternions unstable")
            raise KalmanError

        self.filter.x[States.ECEF_ORIENTATION,
                      0] = self.filter.x[States.ECEF_ORIENTATION,
                                         0] / quat_norm

        return r

    def get_R(self, kind, n):
        obs_noise = self.obs_noise[kind]
        dim = obs_noise.shape[0]
        R = np.zeros((n, dim, dim))
        for i in range(n):
            R[i, :, :] = obs_noise
        return R

    def predict_and_update_odo_speed(self, speed, t, kind):
        z = np.array(speed)
        R = np.zeros((len(speed), 1, 1))
        for i, _ in enumerate(z):
            R[i, :, :] = np.diag([0.2**2])
        return self.filter.predict_and_update_batch(t, kind, z, R)

    def predict_and_update_odo_trans(self, trans, t, kind):
        z = trans[:, :3]
        R = np.zeros((len(trans), 3, 3))
        for i, _ in enumerate(z):
            R[i, :, :] = np.diag(trans[i, 3:]**2)
        return self.filter.predict_and_update_batch(t, kind, z, R)

    def predict_and_update_odo_rot(self, rot, t, kind):
        z = rot[:, :3]
        R = np.zeros((len(rot), 3, 3))
        for i, _ in enumerate(z):
            R[i, :, :] = np.diag(rot[i, 3:]**2)
        return self.filter.predict_and_update_batch(t, kind, z, R)
Exemple #4
0
class GNSSKalman():
    name = 'gnss'

    x_initial = np.array(
        [-2712700.6008, -4281600.6679, 3859300.1830, 0, 0, 0, 0, 0, 0, 0, 0])

    # state covariance
    P_initial = np.diag([
        10000**2, 10000**2, 10000**2, 10**2, 10**2, 10**2, (2000000)**2,
        (100)**2, (0.5)**2, (10)**2, (1)**2
    ])

    # process noise
    Q = np.diag([
        0.3**2, 0.3**2, 0.3**2, 3**2, 3**2, 3**2, (.1)**2, (0)**2, (0.01)**2,
        .1**2, (.01)**2
    ])

    maha_test_kinds = [
    ]  #ObservationKind.PSEUDORANGE_RATE, ObservationKind.PSEUDORANGE, ObservationKind.PSEUDORANGE_GLONASS]

    @staticmethod
    def generate_code():
        dim_state = GNSSKalman.x_initial.shape[0]
        name = GNSSKalman.name
        maha_test_kinds = GNSSKalman.maha_test_kinds

        # make functions and jacobians with sympy
        # state variables
        state_sym = sp.MatrixSymbol('state', dim_state, 1)
        state = sp.Matrix(state_sym)
        x, y, z = state[0:3, :]
        v = state[3:6, :]
        vx, vy, vz = v
        cb, cd, ca = state[6:9, :]
        glonass_bias, glonass_freq_slope = state[9:11, :]

        dt = sp.Symbol('dt')

        state_dot = sp.Matrix(np.zeros((dim_state, 1)))
        state_dot[:3, :] = v
        state_dot[6, 0] = cd
        state_dot[7, 0] = ca

        # Basic descretization, 1st order integrator
        # Can be pretty bad if dt is big
        f_sym = state + dt * state_dot

        #
        # Observation functions
        #

        # extra args
        sat_pos_freq_sym = sp.MatrixSymbol('sat_pos', 4, 1)
        sat_pos_vel_sym = sp.MatrixSymbol('sat_pos_vel', 6, 1)
        sat_los_sym = sp.MatrixSymbol('sat_los', 3, 1)
        orb_epos_sym = sp.MatrixSymbol('orb_epos_sym', 3, 1)

        # expand extra args
        sat_x, sat_y, sat_z, glonass_freq = sat_pos_freq_sym
        sat_vx, sat_vy, sat_vz = sat_pos_vel_sym[3:]
        los_x, los_y, los_z = sat_los_sym
        orb_x, orb_y, orb_z = orb_epos_sym

        h_pseudorange_sym = sp.Matrix(
            [sp.sqrt((x - sat_x)**2 + (y - sat_y)**2 + (z - sat_z)**2) + cb])

        h_pseudorange_glonass_sym = sp.Matrix([
            sp.sqrt((x - sat_x)**2 + (y - sat_y)**2 + (z - sat_z)**2) + cb +
            glonass_bias + glonass_freq_slope * glonass_freq
        ])

        los_vector = (sp.Matrix(sat_pos_vel_sym[0:3]) - sp.Matrix([x, y, z]))
        los_vector = los_vector / sp.sqrt(los_vector[0]**2 + los_vector[1]**2 +
                                          los_vector[2]**2)
        h_pseudorange_rate_sym = sp.Matrix([
            los_vector[0] * (sat_vx - vx) + los_vector[1] * (sat_vy - vy) +
            los_vector[2] * (sat_vz - vz) + cd
        ])

        obs_eqs = [[
            h_pseudorange_sym, ObservationKind.PSEUDORANGE_GPS,
            sat_pos_freq_sym
        ],
                   [
                       h_pseudorange_glonass_sym,
                       ObservationKind.PSEUDORANGE_GLONASS, sat_pos_freq_sym
                   ],
                   [
                       h_pseudorange_rate_sym,
                       ObservationKind.PSEUDORANGE_RATE_GPS, sat_pos_vel_sym
                   ],
                   [
                       h_pseudorange_rate_sym,
                       ObservationKind.PSEUDORANGE_RATE_GLONASS,
                       sat_pos_vel_sym
                   ]]

        gen_code(name,
                 f_sym,
                 dt,
                 state_sym,
                 obs_eqs,
                 dim_state,
                 dim_state,
                 maha_test_kinds=maha_test_kinds)

    def __init__(self):
        self.dim_state = self.x_initial.shape[0]

        # init filter
        self.filter = EKF_sym(self.name,
                              self.Q,
                              self.x_initial,
                              self.P_initial,
                              self.dim_state,
                              self.dim_state,
                              maha_test_kinds=self.maha_test_kinds)

    @property
    def x(self):
        return self.filter.state()

    @property
    def P(self):
        return self.filter.covs()

    def predict(self, t):
        return self.filter.predict(t)

    def rts_smooth(self, estimates):
        return self.filter.rts_smooth(estimates, norm_quats=False)

    def init_state(self, state, covs_diag=None, covs=None, filter_time=None):
        if covs_diag is not None:
            P = np.diag(covs_diag)
        elif covs is not None:
            P = covs
        else:
            P = self.filter.covs()
        self.filter.init_state(state, P, filter_time)

    def predict_and_observe(self, t, kind, data):
        if len(data) > 0:
            data = np.atleast_2d(data)
        if kind == ObservationKind.PSEUDORANGE_GPS or kind == ObservationKind.PSEUDORANGE_GLONASS:
            r = self.predict_and_update_pseudorange(data, t, kind)
        elif kind == ObservationKind.PSEUDORANGE_RATE_GPS or kind == ObservationKind.PSEUDORANGE_RATE_GLONASS:
            r = self.predict_and_update_pseudorange_rate(data, t, kind)
        return r

    def predict_and_update_pseudorange(self, meas, t, kind):
        R = np.zeros((len(meas), 1, 1))
        sat_pos_freq = np.zeros((len(meas), 4))
        z = np.zeros((len(meas), 1))
        for i, m in enumerate(meas):
            z_i, R_i, sat_pos_freq_i = parse_pr(m)
            sat_pos_freq[i, :] = sat_pos_freq_i
            z[i, :] = z_i
            R[i, :, :] = R_i
        return self.filter.predict_and_update_batch(t, kind, z, R,
                                                    sat_pos_freq)

    def predict_and_update_pseudorange_rate(self, meas, t, kind):
        R = np.zeros((len(meas), 1, 1))
        z = np.zeros((len(meas), 1))
        sat_pos_vel = np.zeros((len(meas), 6))
        for i, m in enumerate(meas):
            z_i, R_i, sat_pos_vel_i = parse_prr(m)
            sat_pos_vel[i] = sat_pos_vel_i
            R[i, :, :] = R_i
            z[i, :] = z_i
        return self.filter.predict_and_update_batch(t, kind, z, R, sat_pos_vel)