import copy
from typing import Sequence
import numpy as np
from scipy.linalg import block_diag
from ...types.array import StateVector, StateVectors
from .base import TransitionModel
from ..base import GaussianModel, TimeVariantModel
from ...base import Property
from ...types.array import CovarianceMatrix
[docs]
class GaussianTransitionModel(TransitionModel, GaussianModel):
pass
[docs]
class ConstantTurn(GaussianTransitionModel, TimeVariantModel):
r"""This is a class implementation of a discrete, time-variant 2D Constant
Turn Model.
The target is assumed to move with (nearly) constant velocity and also
an unknown (nearly) constant turn rate.
The model is described by the following SDEs:
.. math::
:nowrap:
\begin{align}
dx_{pos} & = x_{vel} d \quad | {Position \ on \
X-axis (m)} \\
dx_{vel} & = -\omega y_{pos} d \quad | {Speed \
on\ X-axis (m/s)} &\\
dy_{pos} & = y_{vel} d \quad | {Position \ on \
Y-axis (m)} \\
dy_{vel} & = \omega x_{pos} d \quad | {Speed \
on\ Y-axis (m/s)} \\
d\omega & = q_\omega dt \quad | {Position \ on \ X,Y-axes (rad/sec)}
\end{align}
Or equivalently:
.. math::
x_t = F_t x_{t-1} + w_t,\ w_t \sim \mathcal{N}(0,Q_t)
where:
.. math::
x & = & \begin{bmatrix}
x_{pos} \\
x_{vel} \\
y_{pos} \\
y_{vel} \\
\omega
\end{bmatrix}
.. math::
F(x) & = & \begin{bmatrix}
1 & \frac{\sin\omega dt}{\omega} & 0 & -
\frac{(1-\cos\omega dt)}{\omega} & 0 \\
0 & \cos\omega dt & 0 & - \sin\omega dt & 0 \\
0 & \frac{(1-\cos\omega dt)}{\omega} & 1 &
\frac{\sin\omega dt}{\omega} & 0 \\
0 & \sin\omega dt & 0 & \sin\omega dt & 0 \\
0 & 0 & 0 & 0 & 1
\end{bmatrix}
.. math::
Q_t & = & \begin{bmatrix}
q_x\frac{dt^3}{3} & q_x\frac{dt^2}{2} & 0 & 0 & 0 \\
q_x\frac{dt^2}{2} & q_xdt & 0 & 0 & 0 \\
0 & 0 & q_y\frac{dt^3}{3} & q_y\frac{dt^2}{2} & 0 \\
0 & 0 & q_y\frac{dt^2}{2} & q_ydt & 0 \\
0 & 0 & 0 & 0 & q_\omega dt
\end{bmatrix}
"""
linear_noise_coeffs: np.ndarray = Property(
doc=r"The acceleration noise diffusion coefficients :math:`[q_x, \: q_y]^T`")
turn_noise_coeff: float = Property(
doc=r"The turn rate noise coefficient :math:`q_\omega`")
@property
def ndim_state(self):
"""ndim_state getter method
Returns
-------
: :class:`int`
The number of combined model state dimensions.
"""
return 5
[docs]
def function(self, state, noise=False, **kwargs) -> StateVector:
time_interval_sec = kwargs['time_interval'].total_seconds()
sv1 = state.state_vector
turn_rate = sv1[4, :]
# Avoid divide by zero in the function evaluation
if turn_rate.dtype != float:
turn_rate = turn_rate.astype(float)
turn_rate[turn_rate == 0.] = np.finfo(float).eps
dAngle = turn_rate * time_interval_sec
cos_dAngle = np.cos(dAngle)
sin_dAngle = np.sin(dAngle)
sv2 = StateVectors(
[sv1[0, :] + sin_dAngle/turn_rate * sv1[1, :] - sv1[3, :] / turn_rate *
(1. - cos_dAngle),
sv1[1, :] * cos_dAngle - sv1[3, :] * sin_dAngle,
sv1[1, :] / turn_rate * (1. - cos_dAngle) + sv1[2, :] + sv1[3, :] * sin_dAngle
/ turn_rate,
sv1[1, :] * sin_dAngle + sv1[3, :] * cos_dAngle,
turn_rate])
if isinstance(noise, bool) or noise is None:
if noise:
noise = self.rvs(num_samples=state.state_vector.shape[1], **kwargs)
else:
noise = 0
return sv2 + noise
[docs]
def covar(self, time_interval, **kwargs):
"""Returns the transition model noise covariance matrix.
Returns
-------
: :class:`stonesoup.types.state.CovarianceMatrix` of shape\
(:py:attr:`~ndim_state`, :py:attr:`~ndim_state`)
The process noise covariance.
"""
q_x, q_y = self.linear_noise_coeffs
q = self.turn_noise_coeff
dt = time_interval.total_seconds()
Q = np.array([[dt**3 / 3., dt**2 / 2.],
[dt**2 / 2., dt]])
C = block_diag(Q*q_x, Q*q_y, dt*q)
return CovarianceMatrix(C)
[docs]
class ConstantTurnSandwich(ConstantTurn):
r"""This is a class implementation of a time-variant 2D Constant Turn
Model. This model is used, as opposed to the normal :class:`~.ConstantTurn`
model, when the turn occurs in 2 dimensions that are not adjacent in the
state vector, eg if the turn occurs in the x-z plane but the state vector
is of the form :math:`(x,y,z)`. The list of transition models are to be
applied to any state variables that lie in between, eg if for the above
example you wanted the y component to move with constant velocity, you
would put a :class:`~.ConstantVelocity` model in the list.
The target is assumed to move with (nearly) constant velocity and also
unknown (nearly) constant turn rate.
"""
model_list: Sequence[GaussianTransitionModel] = Property(
doc="List of Transition Models.")
@property
def ndim_state(self):
"""ndim_state getter method
Returns
-------
: :class:`int`
The number of combined model state dimensions.
"""
return sum(model.ndim_state for model in self.model_list) + 5
[docs]
def function(self, state, noise=False, **kwargs) -> StateVector:
state_tmp = copy.copy(state)
sv_in = state.state_vector
sv1 = np.concatenate((sv_in[0:2, 0:], sv_in[-3:, 0:]))
state_tmp.state_vector = sv1
# Calculate state vector for CT model
sv_ct = super().function(state_tmp, noise=False, **kwargs)
# Calculate state vector for model list
idx1 = 2
sv_list = [sv_ct[0:2, 0:]]
for model in self.model_list:
idx2 = idx1 + model.ndim
state_tmp.state_vector = sv_in[idx1:idx2, 0:]
sv_list.append(model.function(state_tmp, noise=False, **kwargs))
idx1 = idx2
sv_list.append(sv_ct[-3:, 0:])
sv_out = StateVectors(np.concatenate(sv_list))
if isinstance(noise, bool) or noise is None:
if noise:
noise = self.rvs(num_samples=state.state_vector.shape[1], **kwargs)
else:
noise = 0
return sv_out + noise
[docs]
def covar(self, time_interval, **kwargs):
"""Returns the transition model noise covariance matrix.
Returns
-------
: :class:`stonesoup.types.state.CovarianceMatrix` of shape\
(:py:attr:`~ndim_state`, :py:attr:`~ndim_state`)
The process noise covariance.
"""
C_t = np.zeros([self.ndim, self.ndim])
C_ct = super().covar(time_interval, **kwargs)
covar_list = [model.covar(time_interval) for model in self.model_list]
# Assemble diag block components
C_t[2:-3, 2:-3] = block_diag(*covar_list)
C_t[0:2, 0:2] = C_ct[0:2, 0:2]
C_t[-3:, -3:] = C_ct[-3:, -3:]
# Reorder offdiagonal elements
C_t[0:2:, -3:] = C_ct[0:2, -3:]
C_t[-3:, 0:2] = C_ct[-3:, 0:2]
return CovarianceMatrix(C_t)