Addition of Efficient/Lagrangian Point-Mass Filter #1052

pesslovany · 2024-06-26T12:02:39Z

J. Matoušek, J. Duník and M. Brandner, "Design of Efficient Point-Mass Filter with Terrain Aided Navigation Illustration," 2023 26th International Conference on Information Fusion (FUSION), Charleston, SC, USA, 2023, pp. 1-8, doi: 10.23919/FUSION52260.2023.10224172.

J. Matoušek, J. Duník, M. Brandner, Chan Gook Park, Yeongkwon Choe,
Efficient Point Mass Predictor for Continuous and Discrete Models with Linear Dynamics,IFAC-PapersOnLine,Volume 56, Issue 2,2023,Pages 5937-5942,ISSN 2405-8963,https://doi.org/10.1016/j.ifacol.2023.10.621.

J. Matoušek, J. Duník, O. Straka,
Lagrangian Grid-Based Filters with Application to Terrain-Aided Navigation
IEEE Signal Processing Magazine - Accepted, to be published

Added points mass updater, point mass predictor, and point mass state.

Deleted unwanted changes

codecov · 2024-06-26T12:53:35Z

Codecov Report

Attention: Patch coverage is 97.18876% with 7 lines in your changes missing coverage. Please review.

Project coverage is 93.72%. Comparing base (956f1d1) to head (a7f3bc6).
Report is 10 commits behind head on main.

Files with missing lines	Patch %	Lines
stonesoup/updater/pointmass.py	85.71%	4 Missing ⚠️
stonesoup/functions/__init__.py	94.33%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1052      +/-   ##
==========================================
+ Coverage   93.69%   93.72%   +0.02%     
==========================================
  Files         212      214       +2     
  Lines       13881    13993     +112     
  Branches     1922     1923       +1     
==========================================
+ Hits        13006    13115     +109     
- Misses        623      627       +4     
+ Partials      252      251       -1

Flag	Coverage Δ
integration	`65.75% <42.16%> (-0.42%)`	⬇️
unittests	`90.91% <97.18%> (+0.03%)`	⬆️

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hpritchett-dstl · 2024-10-30T10:13:43Z

functions.py

Is this file required? Looks like added functionality from the file e.g. gridCreation has been added to functions/init.py

I have deleted the file.

hpritchett-dstl · 2024-10-30T10:20:14Z

stonesoup/functions/__init__.py

+    gridDim = np.zeros((nx, Npa[0]))
+    gridStep = np.zeros(nx)


These are unused and so can be removed as they redefined below.

Suggested change

gridDim = np.zeros((nx, Npa[0]))

gridStep = np.zeros(nx)

hpritchett-dstl · 2024-10-30T10:22:02Z

stonesoup/functions/__init__.py

+    combvec_predGrid = np.array(list(itertools.product(*gridDim)))
+    predGrid_pom = np.dot(eigVect, combvec_predGrid.T)
+    size_pom = np.size(predGrid_pom, 1)
+    # Grid rotation by eigenvectors and traslation to the counted unscented mean


Suggested change

# Grid rotation by eigenvectors and traslation to the counted unscented mean

# Grid rotation by eigenvectors and translation to the counted unscented mean

hpritchett-dstl · 2024-10-30T10:27:19Z

stonesoup/predictor/pointMass.py

+    sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")
+
+    # @profile
+    def predict(self, prior, timestamp=1, **kwargs):


Suggested change

def predict(self, prior, timestamp=1, **kwargs):

def predict(self, prior, timestamp=None, **kwargs):

Default timestamp is an int, which contradicts documentation

hpritchett-dstl · 2024-10-30T10:27:48Z

stonesoup/predictor/pointMass.py

+    An implementation of a Particle Filter predictor.
+    """
+
+    sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")


Suggested change

sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")

sFactor: float = Property(default=4., doc="How many sigma to cover by the grid")

hpritchett-dstl · 2024-10-30T10:30:11Z

stonesoup/predictor/pointMass.py

+    """ParticlePredictor class
+
+    An implementation of a Particle Filter predictor.


docstring is that for the ParticlePredictor, could you change it, even if it's just ParticlePredictor -> PointMassPredictor :)

Fixed. Sorry. As said below. :)

hpritchett-dstl · 2024-10-30T10:35:54Z

stonesoup/types/state.py

+        """Sample mean for particles"""
+        return np.hstack(self.state_vector @ self.weight * np.prod(self.grid_delta))
+
+    # @profile


Suggested change

# @profile

hpritchett-dstl · 2024-10-30T10:37:55Z

stonesoup/updater/pointMass.py

+    Perform an update by multiplying grid points weights by PDF of measurement
+    model
+    """
+    sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")


Suggested change

sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")

sFactor: float = Property(default=4., doc="How many sigma to cover by the grid")

hpritchett-dstl · 2024-10-30T10:44:13Z

stonesoup/updater/pointMass.py

+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+    # @profile


Suggested change

# @profile

hpritchett-dstl · 2024-10-30T11:49:42Z

stonesoup/types/prediction.py

+    """ParticleStatePrediction type
+
+    This is a simple Particle state prediction object.
+    """


This docstring is for ParticleStatePrediction, could you make a minor change to make it relevant for PointMassStatePrediction ?

Sorry, I am a bit new to both python and GitHub and getting lost sometimes, so I don't see obvious mistakes. Fixed

I am also lost what at what is the purpose of the prediction object, but everything seems to be working....

…ssues.

pesslovany · 2024-10-30T15:42:11Z

Thank you for your comments. I think I have fixed the codes based on them. I have also merged my branch with the latest changes. And it seems I have fixed all the issues so the code should run all of the testes successfully.

Hopefully we can finish the pull request. :)

hpritchett-dstl

Some final comments - just need to change the name of the predictor and updater files to maintain python naming conventions.

Once that's done I'm happy to approve this. This is some great work!

hpritchett-dstl · 2024-10-31T08:41:07Z

stonesoup/predictor/pointMass.py

+            A prior state object
+        timestamp: :class:`datetime.datetime`, optional
+            A timestamp signifying when the prediction is performed
+            (the default is `1`)


Suggested change

(the default is `1`)

hpritchett-dstl · 2024-10-31T08:48:58Z

stonesoup/updater/pointMass.py

to maintain python file naming convention, could you change the name of this file to pointmass.py? Note that the import for this in test_pointmass.py will then need to be changed to reflect this :)

Done. Thank you for mentioning the test.

hpritchett-dstl · 2024-10-31T08:49:45Z

stonesoup/predictor/pointMass.py

to maintain python file naming convention, could you change the name of this file to pointmass.py? Note that the import for this in test_pointmass.py.

pesslovany · 2024-10-31T11:05:12Z

Comments should be addressed. :)

sdhiscocks

A few minor changes needed for matlib which is deprecated and using meshgrid rather than itertools. But other wise looks good.

diff --git a/stonesoup/functions/__init__.py b/stonesoup/functions/__init__.py
index de1ac82a..aac10c57 100644
--- a/stonesoup/functions/__init__.py
+++ b/stonesoup/functions/__init__.py
@@ -1,20 +1,18 @@
 """Mathematical functions used within Stone Soup"""
 
 import copy
-import itertools
 import warnings
 from functools import lru_cache
 
 import numpy as np
 from numpy import linalg as LA
-from numpy import matlib as matlib
 
 from ..types.array import CovarianceMatrix, StateVector, StateVectors
 from ..types.numeric import Probability
 from ..types.state import State
 
 
-def gridCreation(xp_aux, Pp_aux, sFactor, nx, Npa):
+def grid_creation(xp_aux, Pp_aux, sFactor, nx, Npa):
     """Grid for point mass filter
 
     Create a PMF grid based on center, covariance matrix, and sigma probability
@@ -69,11 +67,10 @@ def gridCreation(xp_aux, Pp_aux, sFactor, nx, Npa):
         gridDim.append(np.linspace(-gridBound[ind3], gridBound[ind3], Npa[ind3]))
         gridStep.append(np.absolute(gridDim[ind3][0] - gridDim[ind3][1]))  # Grid step
 
-    combvec_predGrid = np.array(list(itertools.product(*gridDim)))
-    predGrid_pom = np.dot(eigVect, combvec_predGrid.T)
-    size_pom = np.size(predGrid_pom, 1)
+    combvec_predGrid = np.array(np.meshgrid(*gridDim, indexing='ij')).reshape(nx, -1).T
+    predGrid = np.dot(eigVect, combvec_predGrid.T)
     # Grid rotation by eigenvectors and translation to the counted unscented mean
-    predGrid = predGrid_pom + matlib.repmat(xp_aux, 1, size_pom)
+    predGrid += xp_aux
     predGridDelta = gridStep  # Grid step size
     return predGrid, predGridDelta, gridDim, xp_aux, eigVect

There is some issues with some other changes unrealted to this PR scope, I think caused by a merge from main branch. I'll add the change above and resolve this issue with a squash merge.

Thanks for the great contribution @pesslovany and apologies it's taken so long for us to get around to reviewing this.

pesslovany and others added 6 commits June 11, 2024 11:22

added lagrangian pmf and tan in its raw form

c78f2a4

refact

a586b46

Merge branch 'dstl:main' into main

08f9394

Update nonlinear.py

13ac8e8

Deleted unwanted changes

flake8 changes

1dc8e5a

flake8

1442c8b

pesslovany and others added 8 commits June 26, 2024 18:39

added test for functions and pointmass

1baf1bf

adding tests

77273c3

fixed deletion of plotter

714a78a

added test for updater points mass

870ccb6

Added test for predictor

8eb51da

Added lines to tests. Reverted plotter.

bb58d1a

Fixed flake 8

7af6e21

Added documentation

9900128

pesslovany marked this pull request as ready for review July 2, 2024 07:47

pesslovany requested a review from a team as a code owner July 2, 2024 07:47

pesslovany requested review from sdhiscocks and akenyon and removed request for a team July 2, 2024 07:47

pesslovany added 2 commits July 2, 2024 09:55

Removing inwanted files

e3933a7

Merge branch 'main' into main

60bd143

sdhiscocks requested a review from hpritchett-dstl July 29, 2024 13:12

hpritchett-dstl reviewed Oct 30, 2024

View reviewed changes

pesslovany added 3 commits October 30, 2024 16:06

Changes based on review. Making the code work again and fixing pep8 i…

18c27ad

…ssues.

Merge branch 'main' into main

c6c9450

Fixing flake8 issues after merge

0645cc3

hpritchett-dstl reviewed Oct 31, 2024

View reviewed changes

Changed names of the functions to maintain python naming convetions

a7f3bc6

pesslovany requested a review from hpritchett-dstl November 1, 2024 09:41

hpritchett-dstl approved these changes Nov 1, 2024

View reviewed changes

sdhiscocks approved these changes Nov 22, 2024

View reviewed changes

sdhiscocks closed this in ba57d44 Nov 22, 2024

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Addition of Efficient/Lagrangian Point-Mass Filter #1052

Addition of Efficient/Lagrangian Point-Mass Filter #1052

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	# Grid rotation by eigenvectors and traslation to the counted unscented mean
	# Grid rotation by eigenvectors and translation to the counted unscented mean

	def predict(self, prior, timestamp=1, **kwargs):
	def predict(self, prior, timestamp=None, **kwargs):

	sFactor: float = Property(default=4, doc="How many sigma to cover by the grid")
	sFactor: float = Property(default=4., doc="How many sigma to cover by the grid")

		"""ParticlePredictor class

		An implementation of a Particle Filter predictor.

Addition of Efficient/Lagrangian Point-Mass Filter #1052

Addition of Efficient/Lagrangian Point-Mass Filter #1052

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