CPoint2DPDFGaussian.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/CPoint2DPDFGaussian.h>
#include <mrpt/poses/CPose3D.h>
#include <mrpt/poses/CPoint3D.h>
#include <mrpt/math/CMatrixD.h>
#include <mrpt/math/matrix_serialization.h>
#include <mrpt/utils/CStream.h>
#include <mrpt/random/RandomGenerators.h>
#include <mrpt/system/os.h>

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

IMPLEMENTS_SERIALIZABLE(CPoint2DPDFGaussian, CPoint2DPDF, mrpt::poses)

/*---------------------------------------------------------------
        Constructor
  ---------------------------------------------------------------*/
CPoint2DPDFGaussian::CPoint2DPDFGaussian() : mean(0, 0), cov() {}
/*---------------------------------------------------------------
        Constructor
  ---------------------------------------------------------------*/
CPoint2DPDFGaussian::CPoint2DPDFGaussian(
        const CPoint2D& init_Mean, const CMatrixDouble22& init_Cov)
        : mean(init_Mean), cov(init_Cov)
{
}

/*---------------------------------------------------------------
        Constructor
  ---------------------------------------------------------------*/
CPoint2DPDFGaussian::CPoint2DPDFGaussian(const CPoint2D& init_Mean)
        : mean(init_Mean), cov()
{
}

/*---------------------------------------------------------------
                                                writeToStream
  ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::writeToStream(
        mrpt::utils::CStream& out, int* version) const
{
        if (version)
                *version = 0;
        else
        {
                out << CPoint2D(mean) << cov;
        }
}

/*---------------------------------------------------------------
                                                readFromStream
  ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::readFromStream(mrpt::utils::CStream& in, int version)
{
        switch (version)
        {
                case 0:
                {
                        in >> mean >> cov;
                }
                break;
                default:
                        MRPT_THROW_UNKNOWN_SERIALIZATION_VERSION(version)
        };
}

void CPoint2DPDFGaussian::copyFrom(const CPoint2DPDF& o)
{
        if (this == &o) return;  // It may be used sometimes

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

/*---------------------------------------------------------------

  ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::saveToTextFile(const std::string& file) const
{
        MRPT_START

        FILE* f = os::fopen(file.c_str(), "wt");
        if (!f) return;

        os::fprintf(f, "%f %f\n", mean.x(), mean.y());

        os::fprintf(f, "%f %f\n", cov(0, 0), cov(0, 1));
        os::fprintf(f, "%f %f\n", cov(1, 0), cov(1, 1));

        os::fclose(f);

        MRPT_END
}

/*---------------------------------------------------------------
                                                changeCoordinatesReference
 ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::changeCoordinatesReference(
        const CPose3D& newReferenceBase)
{
        // Clip the 3x3 rotation matrix
        const CMatrixDouble22 M =
                newReferenceBase.getRotationMatrix().block(0, 0, 2, 2);

        // The mean:
        mean = CPoint2D(newReferenceBase + mean);

        // The covariance:
        cov = M * cov * M.transpose();
}

/*---------------------------------------------------------------
                                        bayesianFusion
 ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::bayesianFusion(
        const CPoint2DPDFGaussian& p1, const CPoint2DPDFGaussian& p2)
{
        MRPT_START

        CMatrixDouble22 C1_inv;
        p1.cov.inv(C1_inv);

        CMatrixDouble22 C2_inv;
        p2.cov.inv(C2_inv);

        CMatrixDouble22 L = C1_inv;
        L += C2_inv;

        L.inv(cov);  // The new cov.

        CMatrixDouble21 x1 = CMatrixDouble21(p1.mean);
        CMatrixDouble21 x2 = CMatrixDouble21(p2.mean);
        CMatrixDouble21 x = cov * (C1_inv * x1 + C2_inv * x2);

        mean.x(x.get_unsafe(0, 0));
        mean.y(x.get_unsafe(1, 0));

        std::cout << "IN1: " << p1.mean << "\n" << p1.cov << "\n";
        std::cout << "IN2: " << p2.mean << "\n" << p2.cov << "\n";
        std::cout << "OUT: " << mean << "\n" << cov << "\n";

        MRPT_END
}

/*---------------------------------------------------------------
                                        productIntegralWith
 ---------------------------------------------------------------*/
double CPoint2DPDFGaussian::productIntegralWith(
        const CPoint2DPDFGaussian& p) const
{
        MRPT_START
        // --------------------------------------------------------------
        // 12/APR/2009 - Jose Luis Blanco:
        //  The integral over all the variable space of the product of two
        //   Gaussians variables amounts to simply the evaluation of
        //   a normal PDF at (0,0), with mean=M1-M2 and COV=COV1+COV2
        // ---------------------------------------------------------------
        CMatrixDouble22 C = cov + p.cov;  // Sum of covs:

        CMatrixDouble22 C_inv;
        C.inv(C_inv);

        CMatrixDouble21 MU(UNINITIALIZED_MATRIX);  // Diff. of means
        MU.get_unsafe(0, 0) = mean.x() - p.mean.x();
        MU.get_unsafe(1, 0) = mean.y() - p.mean.y();

        return std::pow(M_2PI, -0.5 * state_length) * (1.0 / std::sqrt(C.det())) *
                   exp(-0.5 * MU.multiply_HtCH_scalar(C_inv));

        MRPT_END
}

/*---------------------------------------------------------------
                                        productIntegralNormalizedWith
 ---------------------------------------------------------------*/
double CPoint2DPDFGaussian::productIntegralNormalizedWith(
        const CPoint2DPDFGaussian& p) const
{
        return std::exp(-0.5 * square(mahalanobisDistanceTo(p)));
}

/*---------------------------------------------------------------
                                        drawSingleSample
 ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::drawSingleSample(CPoint2D& outSample) const
{
        MRPT_START

        // Eigen3 emits an out-of-array warning here, but it seems to be a false
        // warning? (WTF)
        CVectorDouble vec;
        getRandomGenerator().drawGaussianMultivariate(vec, cov);

        ASSERT_(vec.size() == 2);
        outSample.x(mean.x() + vec[0]);
        outSample.y(mean.y() + vec[1]);

        MRPT_END
}

/*---------------------------------------------------------------
                                        bayesianFusion
 ---------------------------------------------------------------*/
void CPoint2DPDFGaussian::bayesianFusion(
        const CPoint2DPDF& p1_, const CPoint2DPDF& p2_,
        const double& minMahalanobisDistToDrop)
{
        MRPT_UNUSED_PARAM(minMahalanobisDistToDrop);
        MRPT_START

        // p1: CPoint2DPDFGaussian, p2: CPosePDFGaussian:
        ASSERT_(p1_.GetRuntimeClass() == CLASS_ID(CPoint2DPDFGaussian));
        ASSERT_(p2_.GetRuntimeClass() == CLASS_ID(CPoint2DPDFGaussian));

        THROW_EXCEPTION("TODO!!!");

        MRPT_END
}

/*---------------------------------------------------------------
                                        mahalanobisDistanceTo
 ---------------------------------------------------------------*/
double CPoint2DPDFGaussian::mahalanobisDistanceTo(
        const CPoint2DPDFGaussian& other) const
{
        // The difference in means:
        Eigen::Matrix<double, 2, 1> deltaX;
        deltaX[0] = other.mean.x() - mean.x();
        deltaX[1] = other.mean.y() - mean.y();

        // The inverse of the combined covs:
        return std::sqrt(
                deltaX.multiply_HtCH_scalar((other.cov + this->cov).inverse()));
}

/** Returns the Mahalanobis distance from this PDF to some point */
double CPoint2DPDFGaussian::mahalanobisDistanceToPoint(
        const double x, const double y) const
{
        // The difference in means:
        Eigen::Matrix<double, 2, 1> deltaX;
        deltaX[0] = x - mean.x();
        deltaX[1] = y - mean.y();

        // The inverse of the combined covs:
        return std::sqrt(deltaX.multiply_HtCH_scalar(this->cov.inverse()));
}