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kalman_tests_1D_input_4D_model.sce
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kalman_tests_1D_input_4D_model.sce
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// (C) 2012 PRL Dev Team. All rights reserved.
// Author: Przemek Lekston <p.lekston@gmail.com>
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in
// the documentation and/or other materials provided with the
// distribution.
// 3. Neither the name of the {organization} nor the names of its
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
// "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
// LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
// FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
// COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
// BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
// OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
// AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
// LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
// ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
clear all;
//Generating Noise(non Gaussian)
T_0 = 10; //0.1Hz
T_1 = 2; //0.5Hz
T_2 = 0.2; //5Hz
T_3 = 0.0125; //80Hz
k_T0 = 0.02;
k_T1 = 0.03;
k_T2 = 0.05;
k_T3 = 0.4;
f_dscr = 50; //Hz
t = 0:(1/f_dscr):20;
v = zeros(1,1001);
for i = 1:size(t,2)
v(i) = sin(t(i)*2*%pi/T_0)*k_T0;
v(i) = v(i) + sin(t(i)*2*%pi/T_1)*k_T1;
v(i) = v(i) + sin(t(i)*2*%pi/T_2)*k_T2;
v(i) = v(i) + sin(t(i)*2*%pi/T_3)*k_T3;
end
// ******************************** A/C model **********************************
//operational conditions for this model:
//Altitude 0 ft
//Speed 30kts
A = [ -0.191397946662194 -0.777349563278821 -0.107877354174717 0.635321413922648;
0.215155508053696 -0.373814775095028 -0.802673098904095 0;
-0.823062092462765 1.27100781273508 -10.4944285156701 0;
0 -0.0315276391144913 1 0];
// \beta r p \phi
// \beta -0.1467 -0.7771 -0.03824 0.8285
// r 0.1108 -0.3306 -1.033 0
// p -0.5262 2.776 -7.969 0
// \phi 0 0.03816 1 0
B = [-0.0759529807611695 0.104944810392342;
0.0585428627522038 -0.132941251704353;
-1.48714069050123 0.00171011187011539;
0 0];
// \xi \zeta
// \beta -0.06257 0.08181
// r 0.03702 -0.07945
// p -0.9039 0.001022
// \phi 0 0
C = [57.3 0 0 0;
0 57.3 0 0;
0 0 57.3 0;
0 0 0 57.3];
// \beta r p \phi
// \beta [deg] 57.3 0 0 0
// r [deg/s] 0 57.3 0 0
// p [deg/s] 0 0 57.3 0
// \phi [deg] 0 0 0 57.3
D = [0 0;
0 0;
0 0;
0 0];
// \xi \zeta
// \beta [deg] 0 0
// r [deg/s] 0 0
// p [deg/s] 0 0
// \phi [deg] 0 0
//Initial conditions: 1.7deg/s yaw rate; 3deg bank
X0 = [0*(%pi/180);
1.7*(%pi/180);
0*(%pi/180);
3*(%pi/180)];
SI = syslin('c', A, B, C, D, X0);
u = zeros(2, size(t,2));
for i = 1:size(t,2)
u(:,i) = [3*(%pi/180); -6*(%pi/180)];
//quasi static at xi = 1deg, dzeta = -4.45
end
resp = csim(u,t,SI);
// ************************** KALMAN FILTER ALGORITHM ********************
//initialization
SI_dscr = dscr(SI,(1/f_dscr));
A_dscr = SI_dscr(2);
X_est = X0;
X_KF = X0;
Inn(1) = 0;
S(1) = 0;
//generating measurement noise
//v = grand(1,size(t,2),'unf',-1,1);
//computing measurement noise covariance
[R, MeasMean] = corr(v,1);
//assuming model noise covariance
Q = R/10;
//assuming initial value of the process noise
Pr_cov = eye(4,4)*R/10;
Pr_cov_est = Pr_cov;
//since measurement is limited to bank angle; the measurement matrix H != Id
H = [0 0 0 1];
//calculating filter output
for i = 1:(size(t,2)-1)
//predict the state
X_est(:,i+1) = A_dscr*X_KF(:,i);
//predict the state covariance
Pr_cov_est(:,:,i+1) = A_dscr*Pr_cov(i)*A_dscr' + H*Q*H';
//noisy measurement
z(i+1) = resp(4,i+1) + v(i+1)';
//Innovation
Inn(i+1) = z(i+1) - H*X_est(:,i+1);
//Covariance of the innovation
S(i+1) = R + H*Pr_cov_est(:,:,i+1)*H';
//update Kalman gain
K(:,i+1) = Pr_cov_est(:,:,i+1)*H'*inv(S(i+1));
//update state
X_KF(:,i+1) = X_est(:,i+1) + K(:,i+1)*Inn(i+1);
//update the state covariance
Pr_cov(:,:,i+1) = Pr_cov_est(:,:,i+1) - K(:,i+1)*S(i+1)*(K(:,i+1)')
end
// ********************** END OF KALMAN FILTER ALGORITHM *****************
//figure 0 - sideslip beta
scf(0);
clf();
plot(t,resp(1,:),'b-');
plot(t,X_KF(1,:),'y-');
xtitle("sideslip");
axis = gca();
axis.foreground = -2;
axis.background = -1;
axis.font_color = -2;
axis.mark_foreground = -2;
axis.mark_background = -1;
//figure 1 - yaw rate - r
scf(1);
clf();
plot(t,resp(2,:),'b-');
plot(t,X_KF(2,:),'y-');
xtitle("yaw rate");
axis = gca();
axis.foreground = -2;
axis.background = -1;
axis.font_color = -2;
axis.mark_foreground = -2;
axis.mark_background = -1;
//figure 2 - roll rate - p
scf(2);
clf();
plot(t,resp(3,:),'b-');
plot(t,X_KF(3,:),'y-');
xtitle("roll rate");
axis = gca();
axis.foreground = -2;
axis.background = -1;
axis.font_color = -2;
axis.mark_foreground = -2;
axis.mark_background = -1;
//figure 3 - bank angle - phi
scf(3);
clf();
plot(t,z(:),'r-');
plot(t,X_KF(4,:),'y-');
plot(t,resp(4,:),'b-');
xtitle("Kalman - Bank Angle");
axis = gca();
axis.foreground = -2;
axis.background = -1;
axis.font_color = -2;
axis.mark_foreground = -2;
axis.mark_background = -1;
//figure 4 - Process Covariance
scf(4);
clf();
plot(t,squeeze(Pr_cov(2,2,:))','y-');
plot(t,squeeze(Pr_cov(3,3,:))','g-');
plot(t,squeeze(Pr_cov(4,4,:))','b-');
xtitle("Process Covariance");
axis = gca();
axis.foreground = -2;
axis.background = -1;
axis.font_color = -2;
axis.mark_foreground = -2;
axis.mark_background = -1;