CParticleFilter.cpp

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/* +------------------------------------------------------------------------+
   |                     Mobile Robot Programming Toolkit (MRPT)            |
   |                          https://www.mrpt.org/                         |
   |                                                                        |
   | Copyright (c) 2005-2019, Individual contributors, see AUTHORS file     |
   | See: https://www.mrpt.org/Authors - All rights reserved.               |
   | Released under BSD License. See: https://www.mrpt.org/License          |
   +------------------------------------------------------------------------+ */

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

#include <mrpt/bayes/CParticleFilter.h>  // for CParticleFilter::TPar...
#include <mrpt/bayes/CParticleFilterCapable.h>  // for CParticleFilterCapable
#include <mrpt/config/CConfigFileBase.h>  // for CConfigFileBase, MRPT...
#include <mrpt/core/bits_math.h>  // square()
#include <mrpt/system/COutputLogger.h>  // for COutputLogger, MRPT_L...
#include <cmath>  // for exp
#include <cstddef>  // for size_t
#include <exception>  // for exception
#include <string>  // for string, allocator

namespace mrpt
{
namespace obs
{
class CActionCollection;
}
}  // namespace mrpt
namespace mrpt
{
namespace obs
{
class CSensoryFrame;
}
}  // namespace mrpt

using namespace mrpt::bayes;
using mrpt::square;

CParticleFilter::CParticleFilter()
    : mrpt::system::COutputLogger("CParticleFilter"), m_options()
{
}

void CParticleFilter::executeOn(
    CParticleFilterCapable& obj, const mrpt::obs::CActionCollection* action,
    const mrpt::obs::CSensoryFrame* observation, TParticleFilterStats* stats)
{
    MRPT_START

    // 1,2) Prediction & Update stages:
    // ---------------------------------------------------
    obj.prediction_and_update(action, observation, m_options);

    // 3) Normalize weights:
    // ---------------------------------------------------
    obj.normalizeWeights();

    // Save weights statistics?
    // ---------------------------------------------------
    if (stats)
    {
        const size_t M = obj.particlesCount();

        // ESS:
        stats->ESS_beforeResample = obj.ESS();

        // Variance:
        if (M > 1)
        {
            double weightsMean = 0, var = 0;
            for (size_t i = 0; i < M; i++) weightsMean += exp(obj.getW(i));
            weightsMean /= M;
            for (size_t i = 0; i < M; i++)
                var += square(exp(obj.getW(i)) - weightsMean);

            var /= (M - 1);
            stats->weightsVariance_beforeResample = var;
        }
    }

    // 4) Particles resampling stage
    // ---------------------------------------------------
    if (!m_options.adaptiveSampleSize &&
        (m_options.PF_algorithm == CParticleFilter::pfStandardProposal ||
         m_options.PF_algorithm == CParticleFilter::pfOptimalProposal))
    {
        if (obj.ESS() < m_options.BETA)
        {
            MRPT_LOG_DEBUG(mrpt::format(
                "Resampling particles (ESS was %.02f)\n", obj.ESS()));
            obj.performResampling(m_options);  // Resample
        }
    }

    MRPT_END
}

/*---------------------------------------------------------------
                    TParticleFilterOptions
  ---------------------------------------------------------------*/
void CParticleFilter::TParticleFilterOptions::saveToConfigFile(
    mrpt::config::CConfigFileBase& c, const std::string& s) const
{
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        PF_algorithm, "The PF algorithm to use. See TParticleFilterAlgorithm");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        resamplingMethod,
        "The resampling algorithm to use. See TParticleResamplingAlgorithm");

    MRPT_SAVE_CONFIG_VAR_COMMENT(
        adaptiveSampleSize,
        "A flag that indicates whether the CParticleFilterCapable object "
        "should perform adative sample size (default=false)");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        BETA,
        "The resampling of particles will be performed when ESS (in range "
        "[0,1]) < BETA (default is 0.5)");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        sampleSize,
        "The initial number of particles in the filter (it can change only if "
        "adaptiveSampleSize=true) (default=1)");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        pfAuxFilterOptimal_MaximumSearchSamples, "See Doxygen docs");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        powFactor,
        "An optional step to smooth dramatic changes in the observation model "
        "to affect the variance of the particle weights (default=1)");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        max_loglikelihood_dyn_range,
        "Only for PF_algorithm=pfAuxiliaryPFOptimal");
    MRPT_SAVE_CONFIG_VAR_COMMENT(
        pfAuxFilterStandard_FirstStageWeightsMonteCarlo,
        "Only for PF_algorithm==pfAuxiliaryPFStandard");
    MRPT_SAVE_CONFIG_VAR_COMMENT(pfAuxFilterOptimal_MLE, "See doxygen docs.");
}

/*---------------------------------------------------------------
                    loadFromConfigFile
  ---------------------------------------------------------------*/
void CParticleFilter::TParticleFilterOptions::loadFromConfigFile(
    const mrpt::config::CConfigFileBase& iniFile, const std::string& section)
{
    MRPT_START

    MRPT_LOAD_CONFIG_VAR_NO_DEFAULT(
        adaptiveSampleSize, bool, iniFile, section.c_str());
    MRPT_LOAD_CONFIG_VAR_NO_DEFAULT(BETA, double, iniFile, section.c_str());
    MRPT_LOAD_CONFIG_VAR_NO_DEFAULT(sampleSize, int, iniFile, section.c_str());
    MRPT_LOAD_CONFIG_VAR(powFactor, double, iniFile, section.c_str());
    MRPT_LOAD_CONFIG_VAR(
        max_loglikelihood_dyn_range, double, iniFile, section.c_str());
    ASSERT_(max_loglikelihood_dyn_range >= 0);

    PF_algorithm = iniFile.read_enum<TParticleFilterAlgorithm>(
        section, "PF_algorithm", PF_algorithm, true);
    resamplingMethod = iniFile.read_enum<TParticleResamplingAlgorithm>(
        section, "resamplingMethod", resamplingMethod, true);

    if (PF_algorithm == pfAuxiliaryPFOptimal)
    {
        MRPT_LOAD_CONFIG_VAR_NO_DEFAULT(
            pfAuxFilterOptimal_MaximumSearchSamples, int, iniFile,
            section.c_str());
    }
    else
    {
        MRPT_LOAD_CONFIG_VAR(
            pfAuxFilterOptimal_MaximumSearchSamples, int, iniFile,
            section.c_str());
    }

    MRPT_LOAD_CONFIG_VAR(
        pfAuxFilterStandard_FirstStageWeightsMonteCarlo, bool, iniFile,
        section.c_str());
    MRPT_LOAD_CONFIG_VAR(
        pfAuxFilterOptimal_MLE, bool, iniFile, section.c_str());

    MRPT_END
}