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/* __ _ __ __ _ _ | ||
| |/ / /\ | | | \/ | /\ | \ | | | ||
| ' / / \ | | | \ / | / \ | \| | | ||
| < / /\ \ | | | |\/| | / /\ \ | . ` | | ||
| . \ / ____ \| |____| | | |/ ____ \| |\ | | ||
|_|\_\/_/ \_\______|_| |_/_/ \_\_| \_| | ||
Kalman Filter | ||
Version 0.4.0 | ||
https://github.com/FrancoisCarouge/Kalman | ||
SPDX-License-Identifier: Unlicense | ||
This is free and unencumbered software released into the public domain. | ||
Anyone is free to copy, modify, publish, use, compile, sell, or | ||
distribute this software, either in source code form or as a compiled | ||
binary, for any purpose, commercial or non-commercial, and by any | ||
means. | ||
In jurisdictions that recognize copyright laws, the author or authors | ||
of this software dedicate any and all copyright interest in the | ||
software to the public domain. We make this dedication for the benefit | ||
of the public at large and to the detriment of our heirs and | ||
successors. We intend this dedication to be an overt act of | ||
relinquishment in perpetuity of all present and future rights to this | ||
software under copyright law. | ||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, | ||
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF | ||
MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. | ||
IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR | ||
OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, | ||
ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR | ||
OTHER DEALINGS IN THE SOFTWARE. | ||
For more information, please refer to <https://unlicense.org> */ | ||
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#ifndef FCAROUGE_PRINTER_HPP | ||
#define FCAROUGE_PRINTER_HPP | ||
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#include <print> | ||
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namespace fcarouge { | ||
namespace decorator { | ||
template <typename Filter> class printer : public Filter { | ||
public: | ||
using Filter::p; | ||
using Filter::x; | ||
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inline constexpr explicit printer([[maybe_unused]] Filter &&filter) | ||
: Filter{std::forward<Filter>(filter)} { | ||
std::println("{{\"event\": \"construction\", \"filter\":{}}}", *this); | ||
} | ||
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inline constexpr ~printer() { | ||
std::println("{{\"event\": \"destruction\", \"filter\":{}}}", *this); | ||
} | ||
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inline constexpr void x(const auto &value, const auto &...values) { | ||
Filter::x(value, values...); | ||
std::println("{{\"event\": \"x\", \"filter\":{}}}", *this); | ||
} | ||
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//! @todo Implement the remaining events. | ||
inline constexpr void p(const auto &value, const auto &...values) { | ||
Filter::p(value, values...); | ||
std::println("{{\"event\": \"p\", \"filter\":{}}}", *this); | ||
} | ||
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inline constexpr void predict(const auto &...arguments) { | ||
Filter::predict(arguments...); | ||
std::println("{{\"event\": \"predict\", \"filter\":{}}}", *this); | ||
} | ||
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inline constexpr void update(const auto &...arguments) { | ||
Filter::update(arguments...); | ||
std::println("{{\"event\": \"update\", \"filter\":{}}}", *this); | ||
} | ||
}; | ||
} // namespace decorator | ||
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struct printer_decorator {}; | ||
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inline constexpr printer_decorator printer; | ||
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template <typename Filter> | ||
inline constexpr auto | ||
operator|(Filter &&filter, [[maybe_unused]] const printer_decorator decorator) { | ||
return decorator::printer<Filter>(std::forward<Filter>(filter)); | ||
} | ||
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} // namespace fcarouge | ||
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#endif // FCAROUGE_PRINTER_HPP |
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#include "fcarouge/kalman.hpp" | ||
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#include <cassert> | ||
#include <cmath> | ||
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namespace fcarouge::sample { | ||
namespace { | ||
//! @brief Estimating the height of a building. | ||
//! | ||
//! @copyright This example is transcribed from KalmanFilter.NET copyright Alex | ||
//! Becker. | ||
//! | ||
//! @see https://www.kalmanfilter.net/kalman1d.html#ex5 | ||
//! | ||
//! @details Assume that we would like to estimate the height of a building | ||
//! using a very imprecise altimeter. We know for sure, that the building height | ||
//! doesn’t change over time, at least during the short measurement process. The | ||
//! true building height is 50 meters. The altimeter measurement error (standard | ||
//! deviation) is 5 meters. The set of ten measurements is: 48.54m, 47.11m, | ||
//! 55.01m, 55.15m, 49.89m, 40.85m, 46.72m, 50.05m, 51.27m, 49.95m. | ||
//! | ||
//! @image html ./sample/image/kf_1x1x0_building_height.svg | ||
//! | ||
//! @example kf_1x1x0_building_height.cpp | ||
[[maybe_unused]] auto sample{[] { | ||
// A one-dimensional filter, constant system dynamic model. | ||
auto filter{ | ||
kalman{// One can estimate the building height simply by looking at it. | ||
// The estimated state building height is: X = 60 meters. | ||
state{60.}, | ||
// The building height measurement Z. | ||
output<double>, | ||
// A human’s estimation error (standard deviation) is about 15 | ||
// meters: σ = 15. Consequently the variance is σ^2 = 225. The | ||
// estimate uncertainty is: P = 225. | ||
estimate_uncertainty{225.}, | ||
// Since the standard deviation σ of the altimeter measurement | ||
// error is 5, the variance σ^2 would be 25, thus the | ||
// measurement, output uncertainty is: R = 25. | ||
output_uncertainty{25.}} | | ||
printer}; | ||
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assert(60 == filter.x() && | ||
"Since our system's dynamic model is constant, i.e. the building " | ||
"doesn't change its height: 60 meters."); | ||
assert(225 == filter.p() && | ||
"The extrapolated estimate uncertainty (variance) also doesn't " | ||
"change: 225"); | ||
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// Now, we shall predict the next state based on the initialization values. | ||
// Note: The prediction operation needs not be performed since the process | ||
// noise covariance Q is null in this example. | ||
// Measure and update: the first measurement is: z1 = 48.54m. | ||
filter.update(48.54); | ||
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// And so on. | ||
filter.update(47.11); | ||
filter.update(55.01); | ||
filter.update(55.15); | ||
filter.update(49.89); | ||
filter.update(40.85); | ||
filter.update(46.72); | ||
filter.update(50.05); | ||
filter.update(51.27); | ||
filter.update(49.95); | ||
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// After 10 measurements the filter estimates the height of the building | ||
// at 49.57m. | ||
assert(std::abs(1 - filter.x() / 49.57) < 0.001 && | ||
"After 10 measurement and update iterations, the building estimated " | ||
"height is: 49.57m."); | ||
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return 0; | ||
}()}; | ||
} // namespace | ||
} // namespace fcarouge::sample |