CPose3DQuatPDFGaussian.cpp

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/* +---------------------------------------------------------------------------+
   |                     Mobile Robot Programming Toolkit (MRPT)               |
   |                          http://www.mrpt.org/                             |
   |                                                                           |
   | Copyright (c) 2005-2017, Individual contributors, see AUTHORS file        |
   | See: http://www.mrpt.org/Authors - All rights reserved.                   |
   | Released under BSD License. See details in http://www.mrpt.org/License    |
   +---------------------------------------------------------------------------+ */

#include "base-precomp.h"  // Precompiled headers

#include <mrpt/poses/CPose3DQuatPDFGaussian.h>
#include <mrpt/math/transform_gaussian.h>
#include <mrpt/math/distributions.h>
#include <mrpt/poses/CPose3DPDFGaussian.h>
#include "mrpt/poses/CPose3D.h"                               // for CPose3D
#include "mrpt/poses/CPose3DQuat.h"                           // for CPose3D...
#include "mrpt/poses/CPose3DQuatPDF.h"                        // for CPose3D...
#include <mrpt/system/os.h>
#include <mrpt/utils/CStream.h>

using namespace mrpt;
using namespace mrpt::poses;
using namespace mrpt::math;
using namespace mrpt::random;
using namespace mrpt::utils;
using namespace mrpt::system;
using namespace std;

bool mrpt::global_settings::USE_SUT_EULER2QUAT_CONVERSION = false;


IMPLEMENTS_SERIALIZABLE( CPose3DQuatPDFGaussian, CPose3DQuatPDF, mrpt::poses )

/** Default constructor - set all values to zero. */
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian() :
        mean(), cov()
{
}

// Un-initialized constructor:
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian(TConstructorFlags_Quaternions constructor_dummy_param) :
        mean(UNINITIALIZED_QUATERNION), cov(UNINITIALIZED_MATRIX)
{
        MRPT_UNUSED_PARAM(constructor_dummy_param);
}

/** Constructor from a default mean value, covariance equals to zero. */
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian( const CPose3DQuat &init_Mean ) :
        mean(init_Mean), cov()
{
}

/** Constructor with mean and covariance. */
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian( const CPose3DQuat &init_Mean, const CMatrixDouble77 &init_Cov ) :
        mean(init_Mean), cov(init_Cov)
{
}

/** Constructor from a Gaussian 2D pose PDF (sets to 0 the missing variables). */
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian( const CPosePDFGaussian &o ) :
        mean(UNINITIALIZED_QUATERNION), cov(UNINITIALIZED_MATRIX)
{
        this->copyFrom(CPose3DPDFGaussian(o));
}

/** Constructor from an equivalent Gaussian in Euler angles representation. */
CPose3DQuatPDFGaussian::CPose3DQuatPDFGaussian( const CPose3DPDFGaussian &o ) :
        mean(UNINITIALIZED_QUATERNION), cov(UNINITIALIZED_MATRIX)
{
        this->copyFrom(o);
}

/*---------------------------------------------------------------
                                                getMean
  Returns an estimate of the pose, (the mean, or mathematical expectation of the PDF)
 ---------------------------------------------------------------*/
void CPose3DQuatPDFGaussian::getMean(CPose3DQuat &p) const
{
        p=mean;
}

/*---------------------------------------------------------------
                                                getCovarianceAndMean
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::getCovarianceAndMean(CMatrixDouble77 &C, CPose3DQuat &p) const
{
        C=cov;
        p=mean;
}

/*---------------------------------------------------------------
                                                writeToStream
  ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::writeToStream(mrpt::utils::CStream &out,int *version) const
{
        if (version)
                *version = 0;
        else
        {
                out << mean;

                for (size_t r=0;r<size(cov,1);r++)
                        out << cov.get_unsafe(r,r);
                for (size_t r=0;r<size(cov,1);r++)
                        for (size_t c=r+1;c<size(cov,2);c++)
                                out << cov.get_unsafe(r,c);
        }
}

/*---------------------------------------------------------------
                                                readFromStream
  ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::readFromStream(mrpt::utils::CStream &in,int version)
{
        switch(version)
        {
        case 0:
                {
                        in >> mean;

                        for (size_t r=0;r<size(cov,1);r++)
                                in >> cov.get_unsafe(r,r);
                        for (size_t r=0;r<size(cov,1);r++)
                                for (size_t c=r+1;c<size(cov,2);c++)
                                {
                                        double x;
                                        in >> x;
                                        cov.get_unsafe(r,c) = cov.get_unsafe(c,r) = x;
                                }
                } break;
        default:
                MRPT_THROW_UNKNOWN_SERIALIZATION_VERSION(version)

        };
}

void  CPose3DQuatPDFGaussian::copyFrom(const CPose3DQuatPDF &o)
{
        if (this == &o) return;         // It may be used sometimes

        // Convert to gaussian pdf:
        o.getCovarianceAndMean(cov,mean);
}

void  CPose3DQuatPDFGaussian::copyFrom(const CPosePDF &o)
{
        CPose3DPDFGaussian aux;
        aux.copyFrom(o);
        this->copyFrom(aux);
}


void aux_poseypr2posequat(const CArrayDouble<6> &x,const double&dummy, CArrayDouble<7> &y)
{
        MRPT_UNUSED_PARAM(dummy);
        y[0]=x[0];
        y[1]=x[1];
        y[2]=x[2];

        CPose3D  p(0,0,0, x[3],x[4],x[5]);
        CQuaternionDouble q(UNINITIALIZED_QUATERNION );
        p.getAsQuaternion(q);
        y[3] = q[0];
        y[4] = q[1];
        y[5] = q[2];
        y[6] = q[3];
}

void  CPose3DQuatPDFGaussian::copyFrom(const CPose3DPDFGaussian &o)
{
        if (!mrpt::global_settings::USE_SUT_EULER2QUAT_CONVERSION)
        {       // Use Jacobians
                CMatrixFixedNumeric<double,4,3>  dq_dr_sub(UNINITIALIZED_MATRIX);

                // Mean:
                mean.x(o.mean.x());
                mean.y(o.mean.y());
                mean.z(o.mean.z());

                o.mean.getAsQuaternion(mean.quat(), &dq_dr_sub);

                // Cov:
                #if 1
                        CMatrixFixedNumeric<double,7,6>  dq_dr;
                        dq_dr.get_unsafe(0,0)=dq_dr.get_unsafe(1,1)=dq_dr.get_unsafe(2,2)=1;
                        dq_dr.insertMatrix(3,3,dq_dr_sub);
                        // Now for the covariance:
                        dq_dr.multiply_HCHt( o.cov, this->cov);
                #else
                        CMatrixDouble33 cov_R(UNINITIALIZED_MATRIX);
                        CMatrixDouble33 cov_T(UNINITIALIZED_MATRIX);
                        CMatrixDouble33 cov_TR(UNINITIALIZED_MATRIX);
                        o.cov.extractMatrix(3,3,cov_R);
                        o.cov.extractMatrix(0,0,cov_T);
                        o.cov.extractMatrix(0,3,cov_TR);

                        // [        S_T       |   S_TR * H^t    ]
                        // [ -----------------+---------------- ]
                        // [  (S_TR * H^t)^t  |  H * S_R * H^t  ]

                        // top-left:
                        this->cov.insertMatrix(0,0,cov_T);

                        // diagonals:
                        CMatrixFixedNumeric<double,3,4> cov_TQ(UNINITIALIZED_MATRIX);
                        cov_TQ.multiply_ABt(cov_TR,dq_dr_sub);
                        this->cov.insertMatrix         (0,3,cov_TQ);
                        this->cov.insertMatrixTranspose(3,0,cov_TQ);

                        // bottom-right:
                        CMatrixDouble44 cov_q(UNINITIALIZED_MATRIX);
                        dq_dr_sub.multiply_HCHt(cov_R,cov_q);
                        this->cov.insertMatrix(3,3,cov_q);
                #endif
        }
        else
        {
                // Use UT transformation:
                //   f: R^6 => R^7
                const CArrayDouble<6> x_mean(o.mean);

                static const double dummy=0;
                mrpt::math::transform_gaussian_unscented(
                        x_mean, o.cov,
                        aux_poseypr2posequat,
                        dummy,
                        this->mean,
                        this->cov
                        );
        }
}

/*---------------------------------------------------------------
                                        saveToTextFile
  ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::saveToTextFile(const string &file) const
{
        FILE    *f=os::fopen(file.c_str(),"wt");
        if (!f) return;

        os::fprintf(f,"%e %e %e %e %e %e %e\n", mean.x(), mean.y(), mean.z(), mean.quat()[0], mean.quat()[1], mean.quat()[2], mean.quat()[3]);

        for (unsigned int i=0;i<7;i++)
                os::fprintf(f,"%e %e %e %e %e %e %e\n", cov(i,0),cov(i,1),cov(i,2),cov(i,3),cov(i,4),cov(i,5),cov(i,6));

        os::fclose(f);
}

/*---------------------------------------------------------------
                                                changeCoordinatesReference
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::changeCoordinatesReference( const CPose3D &newReferenceBase )
{
        MRPT_START
        changeCoordinatesReference(CPose3DQuat(newReferenceBase));
        MRPT_END
}

/*---------------------------------------------------------------
                                                changeCoordinatesReference
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::changeCoordinatesReference( const CPose3DQuat &newReferenceBaseQuat )
{
        MRPT_START

        // COV:
        const CMatrixDouble77  OLD_COV = this->cov;
        CMatrixDouble77  df_dx(UNINITIALIZED_MATRIX), df_du(UNINITIALIZED_MATRIX);

        CPose3DQuatPDF::jacobiansPoseComposition(
                newReferenceBaseQuat,  // x
                this->mean,             // u
                df_dx,
                df_du,
                &this->mean // Output:  newReferenceBaseQuat + this->mean;
                );

        // this->cov = H1*this->cov*~H1 + H2*Ap.cov*~H2;
        //df_dx: not used, since its COV are all zeros... // df_dx.multiply_HCHt( OLD_COV, cov );
        df_du.multiply_HCHt( OLD_COV,  cov);

        MRPT_END
}

/*---------------------------------------------------------------
                                        drawSingleSample
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::drawSingleSample( CPose3DQuat &outPart ) const
{
        MRPT_START
        randomGenerator.drawGaussianMultivariate(outPart,cov, &mean);
        MRPT_END
}

/*---------------------------------------------------------------
                                        drawManySamples
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::drawManySamples(
        size_t                                          N,
        vector<CVectorDouble>   &outSamples ) const
{
        MRPT_START

        randomGenerator.drawGaussianMultivariateMany(outSamples,N,cov);

        for (vector<CVectorDouble>::iterator it=outSamples.begin();it!=outSamples.end();++it)
                for (unsigned int k=0;k<7;k++)
                        (*it)[k] += mean[k];

        MRPT_END
}

/*---------------------------------------------------------------
                                        inverse
 ---------------------------------------------------------------*/
void     CPose3DQuatPDFGaussian::inverse(CPose3DQuatPDF &o) const
{
        ASSERT_(o.GetRuntimeClass() == CLASS_ID(CPose3DQuatPDFGaussian));
        CPose3DQuatPDFGaussian  &out = static_cast<CPose3DQuatPDFGaussian&>(o);

        // COV:
        CMatrixFixedNumeric<double,3,7>  df_dpose(UNINITIALIZED_MATRIX);
        double lx,ly,lz;
        mean.inverseComposePoint(0,0,0,lx,ly,lz, NULL, &df_dpose);


        CMatrixFixedNumeric<double,7,7>  jacob;
        jacob.insertMatrix(0,0, df_dpose );
        jacob.set_unsafe(3,3,  1);
        jacob.set_unsafe(4,4, -1);
        jacob.set_unsafe(5,5, -1);
        jacob.set_unsafe(6,6, -1);

        // C(0:2,0:2): H C H^t
        jacob.multiply_HCHt( this->cov, out.cov );

        // Mean:
        out.mean.x(lx);
        out.mean.y(ly);
        out.mean.z(lz);
        this->mean.quat().conj( out.mean.quat() );
}


/*---------------------------------------------------------------
                                                        +=
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::operator += ( const CPose3DQuat &Ap)
{
        // COV:
        const CMatrixDouble77  OLD_COV = this->cov;
        CMatrixDouble77  df_dx(UNINITIALIZED_MATRIX), df_du(UNINITIALIZED_MATRIX);

        CPose3DQuatPDF::jacobiansPoseComposition(
                this->mean,  // x
                Ap,     // u
                df_dx,
                df_du,
                &this->mean // Output: this->mean + Ap;
                );

        // this->cov = H1*this->cov*~H1 + H2*Ap.cov*~H2;
        df_dx.multiply_HCHt( OLD_COV, cov );
        // df_du: Nothing to do, since COV(Ap) = zeros

}

/*---------------------------------------------------------------
                                                        +=
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::operator += ( const CPose3DQuatPDFGaussian &Ap)
{
        // COV:
        const CMatrixDouble77  OLD_COV = this->cov;
        CMatrixDouble77  df_dx(UNINITIALIZED_MATRIX), df_du(UNINITIALIZED_MATRIX);

        CPose3DQuatPDF::jacobiansPoseComposition(
                this->mean,  // x
                Ap.mean,     // u
                df_dx,
                df_du,
                &this->mean     // Output:  this->mean + Ap.mean;
                );

        // this->cov = H1*this->cov*~H1 + H2*Ap.cov*~H2;
        df_dx.multiply_HCHt( OLD_COV, cov );
        df_du.multiply_HCHt( Ap.cov,  cov, true); // Accumulate result
}

/*---------------------------------------------------------------
                                                        -=
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::operator -= ( const CPose3DQuatPDFGaussian &Ap)
{
        // THIS = THIS (-) Ap             -->
        // THIS = inverse(Ap) (+) THIS
        CPose3DQuatPDFGaussian inv_Ap = -Ap;
        *this = inv_Ap + *this;
}

/*---------------------------------------------------------------
                                                evaluatePDF
 ---------------------------------------------------------------*/
double  CPose3DQuatPDFGaussian::evaluatePDF( const CPose3DQuat &x ) const
{
        return mrpt::math::normalPDF(CMatrixDouble71(x), CMatrixDouble71(this->mean), this->cov);
}

/*---------------------------------------------------------------
                                                evaluateNormalizedPDF
 ---------------------------------------------------------------*/
double  CPose3DQuatPDFGaussian::evaluateNormalizedPDF( const CPose3DQuat &x ) const
{
        return mrpt::math::normalPDF(CMatrixDouble71(x),CMatrixDouble71(this->mean),this->cov, true);
}

/*---------------------------------------------------------------
                                                assureSymmetry
 ---------------------------------------------------------------*/
void  CPose3DQuatPDFGaussian::assureSymmetry()
{
        // Differences, when they exist, appear in the ~15'th significant
        //  digit, so... just take one of them arbitrarily!
        for (unsigned int i=0;i<size(cov,1)-1;i++)
                for (unsigned int j=i+1;j<size(cov,1);j++)
                        cov.get_unsafe(i,j) = cov.get_unsafe(j,i);
}

/*---------------------------------------------------------------
                                                mahalanobisDistanceTo
 ---------------------------------------------------------------*/
double  CPose3DQuatPDFGaussian::mahalanobisDistanceTo( const CPose3DQuatPDFGaussian& theOther )
{
        MRPT_START
        const CMatrixDouble77   COV2 = cov + theOther.cov;
        return mrpt::math::mahalanobisDistance( CMatrixDouble71(this->mean) - CMatrixDouble71(theOther.mean), COV2);
        MRPT_END
}

/*---------------------------------------------------------------
                                                operator <<
 ---------------------------------------------------------------*/
ostream &   mrpt::poses::operator << (
        ostream         &out,
        const CPose3DQuatPDFGaussian    &obj )
{
        out << "Mean: " << obj.mean << "\n";
        out << "Covariance:\n" << obj.cov << "\n";
        return out;
}


bool mrpt::poses::operator==(const CPose3DQuatPDFGaussian &p1,const CPose3DQuatPDFGaussian &p2)
{
        return p1.mean==p2.mean && p1.cov==p2.cov;
}

CPose3DQuatPDFGaussian mrpt::poses::operator +( const CPose3DQuatPDFGaussian &x, const CPose3DQuatPDFGaussian &u )
{
        CPose3DQuatPDFGaussian  res(x);
        res+=u;
        return res;
}

CPose3DQuatPDFGaussian mrpt::poses::operator -( const CPose3DQuatPDFGaussian &x, const CPose3DQuatPDFGaussian &u )
{
        CPose3DQuatPDFGaussian  res(x);
        res-=u;
        return res;
}