#!/usr/bin/env python
"""
===========================================
7 - Probabilistic data association tutorial
===========================================
"""
# %%
# Making an assignment between a single track and a single measurement can be problematic. In the
# previous tutorials you may have encountered the phenomenon of *track seduction*. This occurs
# when clutter, or other track, points are mis-associated with a prediction. If this happens
# repeatedly (as can be the case in high-clutter or low-:math:`p_d` situations) the track can
# deviate significantly from the truth.
#
# Rather than make a firm assignment at each time-step, we could work out the probability that each
# measurement should be assigned to a particular target. We could then propagate a measure of
# these collective probabilities to mitigate the effect of track seduction.
#
# Pictorially:
#
# - Calculate a posterior for each hypothesis;
#
# .. image:: ../_static/PDA_Hypothesis_Diagram.png
# :width: 500
# :alt: Image showing NN association for one track
#
# - Weight each posterior state according to the probability that its corresponding hypothesis
# was true (including the probability of missed-detection);
#
# .. image:: ../_static/PDA_Weighting_Diagram.png
# :width: 500
# :alt: Image showing NN association for one track
#
# - Merge the resulting estimate states in to a single posterior approximation.
#
# .. image:: ../_static/PDA_Merge_Diagram.png
# :width: 500
# :alt: Image showing NN association for one track
#
# This results in a more robust approximation to the posterior state covariances that incorporates
# not only the uncertainty in state, but also in the association.
# %%
# A PDA filter example
# --------------------
#
# Ground truth
# ^^^^^^^^^^^^
#
# So, as before, we'll first begin by simulating some ground truth.
import numpy as np
from datetime import datetime
from datetime import timedelta
from stonesoup.models.transition.linear import CombinedLinearGaussianTransitionModel, \
ConstantVelocity
from stonesoup.types.groundtruth import GroundTruthPath, GroundTruthState
np.random.seed(1991)
start_time = datetime.now().replace(microsecond=0)
transition_model = CombinedLinearGaussianTransitionModel([ConstantVelocity(0.005),
ConstantVelocity(0.005)])
timesteps = [start_time]
truth = GroundTruthPath([GroundTruthState([0, 1, 0, 1], timestamp=timesteps[0])])
for k in range(1, 21):
timesteps.append(start_time+timedelta(seconds=k))
truth.append(GroundTruthState(
transition_model.function(truth[k-1], noise=True, time_interval=timedelta(seconds=1)),
timestamp=timesteps[k]))
# %%
# Add clutter.
from scipy.stats import uniform
from stonesoup.types.detection import TrueDetection
from stonesoup.types.detection import Clutter
from stonesoup.models.measurement.linear import LinearGaussian
measurement_model = LinearGaussian(
ndim_state=4,
mapping=(0, 2),
noise_covar=np.array([[0.75, 0],
[0, 0.75]])
)
prob_detect = 0.9 # 90% chance of detection.
all_measurements = []
for state in truth:
measurement_set = set()
# Generate detection.
if np.random.rand() <= prob_detect:
measurement = measurement_model.function(state, noise=True)
measurement_set.add(TrueDetection(state_vector=measurement,
groundtruth_path=truth,
timestamp=state.timestamp,
measurement_model=measurement_model))
# Generate clutter.
truth_x = state.state_vector[0]
truth_y = state.state_vector[2]
for _ in range(np.random.randint(10)):
x = uniform.rvs(truth_x - 10, 20)
y = uniform.rvs(truth_y - 10, 20)
measurement_set.add(Clutter(np.array([[x], [y]]), timestamp=state.timestamp,
measurement_model=measurement_model))
all_measurements.append(measurement_set)
# %%
# Plot the ground truth and measurements with clutter.
from stonesoup.plotter import AnimatedPlotterly
plotter = AnimatedPlotterly(timesteps, tail_length=0.3)
plotter.plot_ground_truths(truth, [0, 2])
# Plot true detections and clutter.
plotter.plot_measurements(all_measurements, [0, 2])
plotter.fig
# %%
# Create the predictor and updater
from stonesoup.predictor.kalman import KalmanPredictor
predictor = KalmanPredictor(transition_model)
from stonesoup.updater.kalman import KalmanUpdater
updater = KalmanUpdater(measurement_model)
# %%
# Initialise Probabilistic Data Associator
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
# The :class:`~.PDAHypothesiser` and :class:`~.PDA` associator generate track predictions and
# calculate probabilities for all prediction-detection pairs for a single prediction and multiple
# detections.
# The :class:`~.PDAHypothesiser` returns a collection of :class:`~.SingleProbabilityHypothesis`
# types. The :class:`~.PDA` takes these hypotheses and returns a dictionary of key-value pairings
# of each track and detection which it is to be associated with.
from stonesoup.hypothesiser.probability import PDAHypothesiser
hypothesiser = PDAHypothesiser(predictor=predictor,
updater=updater,
clutter_spatial_density=0.125,
prob_detect=prob_detect)
from stonesoup.dataassociator.probability import PDA
data_associator = PDA(hypothesiser=hypothesiser)
# %%
# Run the PDA Filter
# ^^^^^^^^^^^^^^^^^^
#
# With these components, we can run the simulated data and clutter through the Kalman filter.
# Create prior
from stonesoup.types.state import GaussianState
prior = GaussianState([[0], [1], [0], [1]], np.diag([1.5, 0.5, 1.5, 0.5]), timestamp=start_time)
# Loop through the predict, hypothesise, associate and update steps.
from stonesoup.types.track import Track
from stonesoup.types.array import StateVectors # For storing state vectors during association
from stonesoup.functions import gm_reduce_single # For merging states to get posterior estimate
from stonesoup.types.update import GaussianStateUpdate # To store posterior estimate
track = Track([prior])
for n, measurements in enumerate(all_measurements):
hypotheses = data_associator.associate({track},
measurements,
start_time + timedelta(seconds=n))
hypotheses = hypotheses[track]
# Loop through each hypothesis, creating posterior states for each, and merge to calculate
# approximation to actual posterior state mean and covariance.
posterior_states = []
posterior_state_weights = []
for hypothesis in hypotheses:
if not hypothesis:
posterior_states.append(hypothesis.prediction)
else:
posterior_state = updater.update(hypothesis)
posterior_states.append(posterior_state)
posterior_state_weights.append(
hypothesis.probability)
means = StateVectors([state.state_vector for state in posterior_states])
covars = np.stack([state.covar for state in posterior_states], axis=2)
weights = np.asarray(posterior_state_weights)
# Reduce mixture of states to one posterior estimate Gaussian.
post_mean, post_covar = gm_reduce_single(means, covars, weights)
# Add a Gaussian state approximation to the track.
track.append(GaussianStateUpdate(
post_mean, post_covar,
hypotheses,
hypotheses[0].measurement.timestamp))
# %%
# Plot the resulting track
plotter.plot_tracks(track, [0, 2], uncertainty=True)
plotter.fig
# %%
# References
# ----------
# 1. Bar-Shalom Y, Daum F, Huang F 2009, The Probabilistic Data Association Filter, IEEE Control
# Systems Magazine
# sphinx_gallery_thumbnail_path = '_static/sphinx_gallery/Tutorial_7.PNG'