Source code for stonesoup.updater.categorical

import numpy as np

from ..base import Property
from ..models.measurement.categorical import MarkovianMeasurementModel
from ..types.prediction import MeasurementPrediction
from ..types.update import Update
from ..updater import Updater

[docs]class HMMUpdater(Updater): r"""Hidden Markov model updater""" measurement_model: MarkovianMeasurementModel = Property( default=None, doc="The measurement model used to predict measurement vectors. If no model is specified " "on construction, or in a measurement, then an error will be thrown.")
[docs] def update(self, hypothesis, **kwargs): r"""The update method. Given a hypothesised association between a predicted state or predicted measurement and an actual measurement, calculate the posterior state. .. math:: \alpha_t^i = E^{ki}(F\alpha_{t-1})^i Measurements are assumed to be discrete categories from a finite set of measurement categories :math:`Z = \{\zeta^n|n\in \mathbf{N}, n\le N\}` (for some finite :math:`N`). A measurement should be equivalent to a basis vector :math:`e^k`, (the N-tuple with all components equal to 0, except the k-th (indices starting at 0), which is 1). This indicates that the measured category is :math:`\zeta^k`. The equation above can be simplified to: .. math:: \alpha_t = E^Ty_t \circ F\alpha_{t-1} where :math:`\circ` denotes element-wise (Hadamard) product. Parameters ---------- hypothesis : :class:`~.SingleHypothesis` the prediction-measurement association hypothesis. This hypothesis may carry a predicted measurement, or a predicted state. In the latter case a predicted measurement will be calculated. **kwargs : various These are passed to :meth:`predict_measurement`. Returns ------- : :class:`~.CategoricalStateUpdate` The posterior categorical state. """ prediction = hypothesis.prediction measurement = hypothesis.measurement measurement_model = hypothesis.measurement.measurement_model measurement_model = self._check_measurement_model(measurement_model) if hypothesis.measurement_prediction is None: # Attach the measurement prediction to the hypothesis hypothesis.measurement_prediction = self.predict_measurement( predicted_state=prediction, measurement_model=measurement_model, measurement=measurement, **kwargs ) emission_matrix = measurement_model.emission_matrix likelihood = emission_matrix.T @ measurement.state_vector posterior = np.multiply(likelihood, hypothesis.prediction.state_vector) posterior = posterior / np.sum(posterior) return Update.from_state(hypothesis.prediction, posterior, timestamp=hypothesis.measurement.timestamp, hypothesis=hypothesis)
def _check_measurement_model(self, measurement_model): """Check that the measurement model passed actually exists. If not attach the one in the updater. If that one is not specified, raise an error. Parameters ---------- measurement_model : :class`~.MeasurementModel` A measurement model to be checked. Returns ------- : :class`~.MeasurementModel` The measurement model to be used. """ if measurement_model is None: if self.measurement_model is None: raise ValueError("No measurement model specified") else: measurement_model = self.measurement_model if not isinstance(measurement_model, MarkovianMeasurementModel): raise ValueError( "HMMUpdater must be used in conjuction with HiddenMarkovianMeasurementModel types" ) return measurement_model
[docs] def predict_measurement(self, predicted_state, measurement_model, **kwargs): r"""Predict the measurement implied by the predicted state. Parameters ---------- predicted_state : :class:`~.CategoricalState` The predicted state. measurement_model : :class:`~.MeasurementModel` The measurement model. If omitted, the model in the updater object is used. measurement : :class:`~.CategoricalState`. The measurement. **kwargs : various These are passed to :meth:`~.MeasurementModel.function`. Returns ------- : :class:`~.CategoricalMeasurementPrediction` The measurement prediction. """ measurement_model = self._check_measurement_model(measurement_model) pred_meas = measurement_model.function(predicted_state, **kwargs) return MeasurementPrediction.from_state( predicted_state, pred_meas, categories=measurement_model.measurement_categories )