Unscented Kalman filter (UKF) #1393

rolalaro · 2024-04-25T09:01:43Z

Created a class implementing the Unscented Kalman Filter
Created 3 examples to show how to use the class

To do:

…rawer

…se + began skeletton of the SigmaDrawers classes

…penCV ?) are yet to be done

…+ n)*cov matrix

…composition as it is now avaible from the API

…sigma points and the unscented transform of m_Y

…peration cannot be used

…e signature [TUTO] Added a more complex example of non-linear case

…on error

…that is used

codecov · 2024-04-25T16:22:50Z

Codecov Report

Attention: Patch coverage is 11.78756% with 681 lines in your changes are missing coverage. Please review.

Project coverage is 45.60%. Comparing base (d48b8b4) to head (49772bb).
Report is 13 commits behind head on master.

Files	Patch %	Lines
example/kalman/ukf-nonlinear-complex-example.cpp	0.00%	190 Missing ⚠️
tutorial/kalman/tutorial-ukf.cpp	0.00%	155 Missing ⚠️
example/kalman/ukf-nonlinear-example.cpp	0.00%	130 Missing ⚠️
example/kalman/ukf-linear-example.cpp	0.00%	80 Missing ⚠️
modules/core/src/math/kalman/vpUnscentedKalman.cpp	0.00%	54 Missing ⚠️
...ules/core/src/math/kalman/vpUKSigmaDrawerMerwe.cpp	0.00%	29 Missing ⚠️
...odules/core/include/visp3/core/vpUnscentedKalman.h	0.00%	21 Missing ⚠️
modules/core/src/math/matrix/vpMatrix_cholesky.cpp	80.43%	9 Missing ⚠️
modules/core/test/math/testMatrixCholesky.cpp	87.09%	8 Missing ⚠️
...les/core/include/visp3/core/vpUKSigmaDrawerMerwe.h	0.00%	2 Missing ⚠️
... and 2 more

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1393      +/-   ##
==========================================
- Coverage   45.83%   45.60%   -0.24%     
==========================================
  Files        1071     1081      +10     
  Lines      108330   109136     +806     
  Branches    18730    18787      +57     
==========================================
+ Hits        49657    49775     +118     
- Misses      58673    59361     +688

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…lass

…to a robotic application

…TO][DOC] Updated the documentation and images accordingly

modules/core/include/visp3/core/vpUnscentedKalman.h

… tutorial for vpUnscentedKalman

… in the document

…tions (warning on macos)

This issue is described here: git-lfs/git-lfs#5749 Submodule 'VTK-m' (https://gitlab.kitware.com/vtk/vtk-m.git) registered for path 'ThirdParty/vtkm/vtkvtkm/vtk-m' Cloning into '/home/runner/VTK/ThirdParty/vtkm/vtkvtkm/vtk-m'... fatal: active `post-checkout` hook found during `git clone`: /home/runner/VTK/.git/modules/VTK-m/hooks/post-checkout For security reasons, this is disallowed by default. If this is intentional and the hook should actually be run, please run the command again with `GIT_CLONE_PROTECTION_ACTIVE=false` fatal: Unable to checkout '3c9249871a5458cac01bbfe83307232aadd6bed5' in submodule path 'ThirdParty/vtkm/vtkvtkm/vtk-m'

rlagneau added 24 commits April 15, 2024 08:50

[WIP] Added first draft of headers for the UKF and the Sigma Points d…

f070ca5

…rawer

Merge branch 'master' into feat_unscented_kalman

5218bcb

[CORPS] Changed vpMatrix for vector<vpColVector> which makes more sen…

a34d20c

…se + began skeletton of the SigmaDrawers classes

[CORPS] First draft of the Merwe's algo

6bbc77a

Merge branch 'master' into feat_unscented_kalman

6bb83b5

[CORE] Added Cholesky's decomposition by Eigen, same by Lapack (and O…

1aa0f97

…penCV ?) are yet to be done

[CORE] First draft of the UKF, still missing some parts

60487ce

[CORE] Use cholesky method to compute the square root of the (lambda …

3b5b1e6

…+ n)*cov matrix

[CORE] Added Lapack Cholesky's decomposition

a095c70

[CORE] Removed OpenCV from the possible 3rd parties for Cholesky's de…

26c981f

…composition as it is now avaible from the API

[FIX] Fixes undefined symbols

d135608

[FIX] Fixed Cholesky's decomposition by Lapack

8e4f4e2

[TEST] Added a criterion to make the test succeed

c45a262

[FIX] Fixed some mistakes in the UKF, such as the computation of the …

0f450e1

…sigma points and the unscented transform of m_Y

[TUTO] Added a tutorial on how one can use the UKF for a linear case

3e34b64

[TUTO] Added some comments to the linear example UKF tutorial

2a8895e

[TUTO] The linear case example is now 2D

f79125c

[TUTO] Added a non-linear example for the UKF

7868cfc

Merge branch 'master' into feat_unscented_kalman

43872f1

[CORE] Added add, mean and residualfunctions for cases where simple o…

7f10ba2

…peration cannot be used

[CORE] typedef vpAddSubFunction as both are required and have the sam…

1ff50cd

…e signature [TUTO] Added a more complex example of non-linear case

[TUTO] Complexified the trajectory of the robot

fa6b45c

[TUTO] Fixed the commands sent to the simulated robot

a40fa63

[TUTO][DOC] Improvement of the documentation of the tutorials/examples

d09e08b

rolalaro marked this pull request as draft April 25, 2024 09:01

rlagneau added 2 commits April 25, 2024 14:57

[TUTO][FIX] Fixed missing protection around vpPlot, causing compilati…

87fe258

…on error

[FIX] Protected everything related to UKF by a check of C++ standard …

1bea1f1

…that is used

rlagneau added 2 commits April 29, 2024 08:48

[FIX] Fix vpUKSgimaDrawerMerwe when using c++98

4dd8641

[DOC] Added equations in the documentation of the vpUnscentedKalman c…

b2518f2

…lass

rlagneau added 8 commits April 30, 2024 16:54

[EXAMPLE] Changed the sampling period and displacements to be closer …

e42c262

…to a robotic application

[EXAMPLE] Fine-tuned the Kalman of the linear example

75aedad

[CLEAN] Clean indentation problems

a9e22bb

Added missing copyrights

cfd9caa

[TUTO][DOC] Added a .dox file to explain the tutorial

8cbcf9d

[TUTO][DOC] Completing the documentation of the tutorial

1282c60

[TUTO] Changed motion in the XZ plane into motion in the XY plane [TU…

3485908

…TO][DOC] Updated the documentation and images accordingly

[TUTO][DOC] Continuing the doc of the tutorial

73361d0

s-trinh reviewed May 2, 2024

View reviewed changes

modules/core/include/visp3/core/vpUnscentedKalman.h Show resolved Hide resolved

SamFlt and others added 12 commits May 5, 2024 18:39

Introduce std::shared_ptr as default type holder for python bindings

c1825dd

[DOC] Added reference to Merwe's article [TUTO][DOC] Finished the c++…

6d21f77

… tutorial for vpUnscentedKalman

[TEST] Use catch2 instead of plain old-school fashion c++ test

7e63f6d

[TUTO][DOC] Improved schematic of the use case + added internal links…

4b7e1c9

… in the document

[CORE] OpenCV can be used for Choleski's decomposition

133ecb1

[EXAMPLE] Renamed examples

2a6ee57

[EXAMPLE][PYTHON] Added a Python example of the linear use-case

5c13af8

[EXAMPLE] Improved simple non-linear example

ffdad52

[DOC] Added documentation in the vpUKSigmaDrawerMerwe class

c81a25a

[EXAMPLE] Renamed a misnamed variable

cc1b5f4

[PYTHON][EXAMPLE] Added a Python example of the nonlinear 'simple' case

9dc4ad8

[MERGE] Fixed merge conflict in doc/tutorial-users.dox

691137c

rolalaro marked this pull request as ready for review May 13, 2024 08:30

rolalaro requested a review from fspindle May 13, 2024 08:30

rlagneau and others added 5 commits May 13, 2024 14:42

[TUTO][FIX] Fix missing protection around vpDisplay

308bfaa

Fix to introduce a virtual destructor when the class has virtual func…

abcd78b

…tions (warning on macos)

Remove \mathcal that is not supported by mathjax + code indentation

d20e84b

Set GIT_CLONE_PROTECTION_ACTIVE env var

49772bb

fspindle merged commit c58ccb7 into lagadic:master May 21, 2024
75 checks passed

rolalaro deleted the feat_unscented_kalman branch May 21, 2024 12:46

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Unscented Kalman filter (UKF) #1393

Unscented Kalman filter (UKF) #1393

rolalaro commented Apr 25, 2024 •

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Unscented Kalman filter (UKF) #1393

Unscented Kalman filter (UKF) #1393

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