added estimation for BOXKDE
added resampling with simple random particle against sample impoverishment
This commit is contained in:
@@ -143,8 +143,8 @@ namespace SMC {
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// perform the evaluation step and calculate the sum of all particle weights
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evaluation->evaluation(particles, observation);
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// normalize the particle weights and thereby calculate N_eff
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lastNEff = normalize();
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// normalize the particle weights and thereby calculate N_eff
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lastNEff = normalize();
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//std::cout << "normalized. n_eff is " << lastNEff << std::endl;
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@@ -160,7 +160,7 @@ namespace SMC {
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void updateTransitionOnly(const Control* control) {
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// sanity checks (if enabled)
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Assert::isNotNull(transition, "transition MUST not be null! call setTransition() first!");
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Assert::isNotNull(transition, "transition MUST not be null! call setTransition() first!");
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// perform the transition step
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transition->transition(particles, control);
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@@ -175,6 +175,9 @@ namespace SMC {
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Assert::isNotNull(evaluation, "evaluation MUST not be null! call setEvaluation() first!");
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Assert::isNotNull(estimation, "estimation MUST not be null! call setEstimation() first!");
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// if the number of efficient particles is too low, perform resampling
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if (lastNEff < particles.size() * nEffThresholdPercent) { resampler->resample(particles); }
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// perform the evaluation step and calculate the sum of all particle weights
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evaluation->evaluation(particles, observation);
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@@ -184,14 +187,11 @@ namespace SMC {
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//Assert::isNotNull(weightSum, "sum of all particle weights (returned from eval) is 0.0!");
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// normalize the particle weights and thereby calculate N_eff
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const double neff = normalize();
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lastNEff = normalize();
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// estimate the current state
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const State est = estimation->estimate(particles);
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// if the number of efficient particles is too low, perform resampling
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if (neff < particles.size() * nEffThresholdPercent) { resampler->resample(particles); }
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// done
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return est;
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104
smc/filtering/estimation/ParticleFilterEstimationBoxKDE.h
Normal file
104
smc/filtering/estimation/ParticleFilterEstimationBoxKDE.h
Normal file
@@ -0,0 +1,104 @@
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#ifndef PARTICLEFILTERESTIMATIONBOXKDE_H
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#define PARTICLEFILTERESTIMATIONBOXKDE_H
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#include <vector>
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#include "../../Particle.h"
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#include "../../ParticleAssertions.h"
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#include "ParticleFilterEstimation.h"
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#include "../../../Assertions.h"
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#include "../../../math/boxkde/benchmark.h"
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#include "../../../math/boxkde/DataStructures.h"
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#include "../../../math/boxkde/Image2D.h"
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#include "../../../math/boxkde/BoxGaus.h"
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#include "../../../math/boxkde/Grid2D.h"
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#include "../../../grid/Grid.h";
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#include "../../../floorplan/v2/FloorplanHelper.h";
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namespace SMC {
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/**
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* calculate an estimation based on the fast
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* boxed KDE of Bulli
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*/
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template <typename State>
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class ParticleFilterEstimationBoxKDE : public ParticleFilterEstimation<State> {
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private:
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/** boundingBox for the boxKDE */
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BoundingBox<float> bb;
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/** histogram/grid holding the particles*/
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Grid2D<float> grid;
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/** bandwith for KDE */
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Point2 bandwith;
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public:
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ParticleFilterEstimationBoxKDE(const Floorplan::IndoorMap* map, const float gridsize_m, const Point2 bandwith){
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const Point3 maxBB = FloorplanHelper::getBBox(map).getMax();
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const Point3 minBB = FloorplanHelper::getBBox(map).getMin();
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this->bb = BoundingBox<float>(minBB.x - 10, maxBB.x + 10, minBB.y - 10, maxBB.y + 10);
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// Create histogram
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size_t nBinsX = static_cast<size_t>((maxBB.x - minBB.x) / gridsize_m);
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size_t nBinsY = static_cast<size_t>((maxBB.y - minBB.y) / gridsize_m);
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this->grid = Grid2D<float>(bb, nBinsX, nBinsY);
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this->bandwith = bandwith;
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}
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State estimate(const std::vector<Particle<State>>& particles) override {
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// compile-time sanity checks
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static_assert( HasOperatorPlusEq<State>::value, "your state needs a += operator!" );
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static_assert( HasOperatorDivEq<State>::value, "your state needs a /= operator!" );
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static_assert( HasOperatorMul<State>::value, "your state needs a * operator!" );
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static_assert( std::is_constructible<State, Point3>::value, "your state needs a constructor with Point3!");
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//TODO: check for function getX() and getY()
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//TODO: fixed this hack
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State tmpAVG;
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double weightSum = 0;
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grid.clear();
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for (Particle<State> p : particles)
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{
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//grid.add receives position in meter!
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grid.add(p.state.getX(), p.state.getY(), p.weight);
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//TODO: fixed this hack
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//get the z value by using the weighted average z!
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tmpAVG += p.state * p.weight;
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weightSum += p.weight;
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}
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//TODO: fixed this hack
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tmpAVG /= weightSum;
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int nFilt = 3;
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float sigmaX = bandwith.x / grid.binSizeX;
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float sigmaY = bandwith.y / grid.binSizeY;
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BoxGaus<float> boxGaus;
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boxGaus.approxGaus(grid.image(), sigmaX, sigmaY, nFilt);
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//TODO: this is pretty ugly... we should only use one basic point type
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Point2D<float> maxPos;
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double weight = grid.maximum(maxPos);
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Assert::isTrue( (weight == weight), "the sum of particle weights is NaN!");
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Assert::isTrue( (weight != 0), "the sum of particle weights is null!");
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//this depends on the given state
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Point3 maxPos3(maxPos.X, maxPos.Y, tmpAVG.pos.pos.z);
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State tmp(maxPos3);
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return tmp;
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}
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};
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}
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#endif // PARTICLEFILTERESTIMATIONBOXKDE_H
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@@ -0,0 +1,118 @@
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/*
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* ParticleResamplingSimple.h
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*
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* Created on: Sep 18, 2013
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* Author: Frank Ebner
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*/
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#ifndef K_MATH_FILTER_PARTICLES_PARTICLEFILTERRESAMPLINGSIMPLEIMPOVERISHMENT_H_
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#define K_MATH_FILTER_PARTICLES_PARTICLEFILTERRESAMPLINGSIMPLEIMPOVERISHMENT_H_
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#include <algorithm>
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#include <random>
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#include "ParticleFilterResampling.h"
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#include "../../ParticleAssertions.h"
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#include "../../../navMesh/NavMeshRandom.h"
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#include "../../../navMesh/walk/NavMeshSub.h"
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namespace SMC {
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/**
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* uses simple probability resampling by drawing particles according
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* to their current weight.
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* O(log(n)) per particle
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*/
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template <typename State, typename Tria>
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class ParticleFilterResamplingSimpleImpoverishment : public ParticleFilterResampling<State> {
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private:
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/** this is a copy of the particle-set to draw from it */
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std::vector<Particle<State>> particlesCopy;
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/** random number generator */
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std::minstd_rand gen;
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public:
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/** ctor */
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ParticleFilterResamplingSimpleImpoverishment() {
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gen.seed(1234);
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}
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void resample(std::vector<Particle<State>>& particles) override {
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// compile-time sanity checks
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// TODO: this solution requires EXPLICIT overloading which is bad...
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// static_assert( HasOperatorAssign<State>::value, "your state needs an assignment operator!" );
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const uint32_t cnt = (uint32_t) particles.size();
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// equal weight for all particles. sums up to 1.0
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const double equalWeight = 1.0 / (double) cnt;
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// ensure the copy vector has the same size as the real particle vector
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particlesCopy.resize(cnt);
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// swap both vectors
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particlesCopy.swap(particles);
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// calculate cumulative weight
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double cumWeight = 0;
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for (uint32_t i = 0; i < cnt; ++i) {
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cumWeight += particlesCopy[i].weight;
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particlesCopy[i].weight = cumWeight;
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}
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// randomness for drawing particles
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std::uniform_real_distribution<float> distNewOne(0.0, 1.0);
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// now draw from the copy vector and fill the original one
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// with the resampled particle-set
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for (uint32_t i = 0; i < cnt; ++i) {
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// slight chance to get a truely particle in range 25m
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if (distNewOne(gen) < 0.001) {
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const NM::NavMeshSub<Tria> reachable(particlesCopy[i].state.pos, 10.0);
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particles[i].state.pos = reachable.getRandom().drawWithin(particlesCopy[i].state.pos.pos, 10.0);
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particles[i].weight = equalWeight;
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continue;
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}
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particles[i] = draw(cumWeight);
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particles[i].weight = equalWeight;
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}
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}
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private:
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/** draw one particle according to its weight from the copy vector */
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const Particle<State>& draw(const double cumWeight) {
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// generate random values between [0:cumWeight]
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std::uniform_real_distribution<float> dist(0, cumWeight);
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// draw a random value between [0:cumWeight]
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const float rand = dist(gen);
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// search comparator (cumWeight is ordered -> use binary search)
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auto comp = [] (const Particle<State>& s, const float d) {return s.weight < d;};
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auto it = std::lower_bound(particlesCopy.begin(), particlesCopy.end(), rand, comp);
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return *it;
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}
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};
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}
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#endif /* K_MATH_FILTER_PARTICLES_PARTICLEFILTERRESAMPLINGSIMPLEIMPOVERISHMENT_H_ */
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