polyfit.hpp
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/****************************************************************************
*
* Copyright (c) 2015-2016 PX4 Development Team. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
* 3. Neither the name PX4 nor the names of its contributors may be
* used to endorse or promote products derived from this software
* without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
* BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
* OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
* AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
* ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*
****************************************************************************/
/*
This algorithm performs a curve fit of m x,y data points using a polynomial
equation of the following form:
yi = a0 + a1.xi + a2.xi^2 + a3.xi^3 + .... + an.xi^n + ei , where:
i = [0,m]
xi is the x coordinate (independant variable) of the i'th measurement
yi is the y coordinate (dependant variable) of the i'th measurement
ei is a random fit error being the difference between the i'th y coordinate
and the value predicted by the polynomial.
In vector form this is represented as:
Y = V.A + E , where:
V is Vandermonde matrix in x -> https://en.wikipedia.org/wiki/Vandermonde_matrix
Y is a vector of length m containing the y measurements
E is a vector of length m containing the fit errors for each measurement
Use an Ordinary Least Squares derivation to minimise ∑(i=0..m)ei^2 -> https://en.wikipedia.org/wiki/Ordinary_least_squares
Note: In the wikipedia reference, the X matrix in reference is equivalent to our V matrix and the Beta matrix is equivalent to our A matrix
A = inv(transpose(V)*V)*(transpose(V)*Y)
We can accumulate VTV and VTY recursively as they are of fixed size, where:
VTV = transpose(V)*V =
__ __
| m+1 x0+x1+...+xm x0^2+x1^2+...+xm^3 .......... x0^n+x1^n+...+xm^n |
|x0+x1+...+xm x0^2+x1^2+...+xm^3 x0^3+x1^3+...+xm^3 .......... x0^(n+1)+x1^(n+1)+...+xm^(n+1) |
| . . . . |
| . . . . |
| . . . . |
|x0^n+x1^n+...+xm^n x0^(n+1)+x1^(n+1)+...+xm^(n+1) x0^(n+2)+x1^(n+2)+...+xm^(n+2) .... x0^(2n)+x1^(2n)+...+xm^(2n) |
|__ __|
and VTY = transpose(V)*Y =
__ __
| ∑(i=0..m)yi |
| ∑(i=0..m)yi*xi |
| . |
| . |
| . |
|∑(i=0..m)yi*xi^n|
|__ __|
*/
/*
Polygon linear fit
Author: Siddharth Bharat Purohit
*/
#pragma once
#include <px4_platform_common/px4_config.h>
#include <px4_platform_common/defines.h>
#include <px4_platform_common/tasks.h>
#include <px4_platform_common/posix.h>
#include <px4_platform_common/time.h>
#include <float.h>
#include <matrix/math.hpp>
#define DEBUG 0
#if DEBUG
#define PF_DEBUG(fmt, ...) printf(fmt, ##__VA_ARGS__);
#else
#define PF_DEBUG(fmt, ...)
#endif
template<int _forder>
class polyfitter
{
public:
polyfitter() {}
void update(double x, double y)
{
update_VTV(x);
update_VTY(x, y);
}
bool fit(double res[])
{
//Do inverse of VTV
matrix::SquareMatrix<double, _forder> IVTV;
IVTV = _VTV.I();
for (int i = 0; i < _forder; i++) {
for (int j = 0; j < _forder; j++) {
PF_DEBUG("%.10f ", (double)IVTV(i, j));
}
PF_DEBUG("\n");
}
for (int i = 0; i < _forder; i++) {
res[i] = 0.0;
for (int j = 0; j < _forder; j++) {
res[i] += IVTV(i, j) * (double)_VTY(j);
}
PF_DEBUG("%.10f ", res[i]);
}
return true;
}
private:
matrix::SquareMatrix<double, _forder> _VTV;
matrix::Vector<double, _forder> _VTY;
void update_VTY(double x, double y)
{
double temp = 1.0;
PF_DEBUG("O %.6f\n", (double)x);
for (int i = _forder - 1; i >= 0; i--) {
_VTY(i) += y * temp;
temp *= x;
PF_DEBUG("%.6f ", (double)_VTY(i));
}
PF_DEBUG("\n");
}
void update_VTV(double x)
{
double temp = 1.0;
int8_t z;
for (int i = 0; i < _forder; i++) {
for (int j = 0; j < _forder; j++) {
PF_DEBUG("%.10f ", (double)_VTV(i, j));
}
PF_DEBUG("\n");
}
for (int i = 2 * _forder - 2; i >= 0; i--) {
if (i < _forder) {
z = 0.0f;
} else {
z = i - _forder + 1;
}
for (int j = i - z; j >= z; j--) {
int row = j;
int col = i - j;
_VTV(row, col) += (double)temp;
}
temp *= x;
}
}
};