KalmanModel.java
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package org.orekit.estimation.sequential;
import org.hipparchus.filtering.kalman.ProcessEstimate;
import org.hipparchus.filtering.kalman.extended.NonLinearEvolution;
import org.hipparchus.filtering.kalman.extended.NonLinearProcess;
import org.hipparchus.linear.Array2DRowRealMatrix;
import org.hipparchus.linear.MatrixUtils;
import org.hipparchus.linear.RealMatrix;
import org.hipparchus.linear.RealVector;
import org.orekit.estimation.measurements.EstimatedMeasurement;
import org.orekit.estimation.measurements.ObservedMeasurement;
import org.orekit.orbits.Orbit;
import org.orekit.propagation.MatricesHarvester;
import org.orekit.propagation.Propagator;
import org.orekit.propagation.SpacecraftState;
import org.orekit.propagation.conversion.PropagatorBuilder;
import org.orekit.time.AbsoluteDate;
import org.orekit.utils.ParameterDriver;
import org.orekit.utils.ParameterDriversList;
import org.orekit.utils.ParameterDriversList.DelegatingDriver;
import java.util.List;
import java.util.Map;
/** Class defining the process model dynamics to use with a {@link KalmanEstimator}.
* @author Romain Gerbaud
* @author Maxime Journot
* @since 9.2
*/
public class KalmanModel extends KalmanEstimationCommon implements NonLinearProcess<MeasurementDecorator> {
/** Harvesters for extracting Jacobians from integrated states. */
private MatricesHarvester[] harvesters;
/** Propagators for the reference trajectories, up to current date. */
private Propagator[] referenceTrajectories;
/** Kalman process model constructor.
* @param propagatorBuilders propagators builders used to evaluate the orbits.
* @param covarianceMatricesProviders providers for covariance matrices
* @param estimatedMeasurementParameters measurement parameters to estimate
* @param measurementProcessNoiseMatrix provider for measurement process noise matrix
*/
public KalmanModel(final List<PropagatorBuilder> propagatorBuilders,
final List<CovarianceMatrixProvider> covarianceMatricesProviders,
final ParameterDriversList estimatedMeasurementParameters,
final CovarianceMatrixProvider measurementProcessNoiseMatrix) {
super(propagatorBuilders, covarianceMatricesProviders, estimatedMeasurementParameters, measurementProcessNoiseMatrix);
// Build the reference propagators and add their partial derivatives equations implementation
updateReferenceTrajectories(getEstimatedPropagators());
}
/** Update the reference trajectories using the propagators as input.
* @param propagators The new propagators to use
*/
protected void updateReferenceTrajectories(final Propagator[] propagators) {
// Update the reference trajectory propagator
setReferenceTrajectories(propagators);
// Jacobian harvesters
harvesters = new MatricesHarvester[propagators.length];
for (int k = 0; k < propagators.length; ++k) {
// Link the partial derivatives to this new propagator
final String equationName = KalmanEstimator.class.getName() + "-derivatives-" + k;
harvesters[k] = getReferenceTrajectories()[k].setupMatricesComputation(equationName, null, null);
}
}
/** Get the normalized error state transition matrix (STM) from previous point to current point.
* The STM contains the partial derivatives of current state with respect to previous state.
* The STM is an mxm matrix where m is the size of the state vector.
* m = nbOrb + nbPropag + nbMeas
* @return the normalized error state transition matrix
*/
private RealMatrix getErrorStateTransitionMatrix() {
/* The state transition matrix is obtained as follows, with:
* - Y : Current state vector
* - Y0 : Initial state vector
* - Pp : Current propagation parameter
* - Pp0: Initial propagation parameter
* - Mp : Current measurement parameter
* - Mp0: Initial measurement parameter
*
* | | | | | | | . |
* | dY/dY0 | dY/dPp | dY/dMp | | dY/dY0 | dY/dPp | ..0.. |
* | | | | | | | . |
* |--------|---------|---------| |--------|--------|--------|
* | | | | | . | 1 0 0..| . |
* STM = | dP/dY0 | dP/dPp0 | dP/dMp | = | ..0.. | 0 1 0..| ..0.. |
* | | | | | . | 0 0 1..| . |
* |--------|---------|---------| |--------|--------|--------|
* | | | | | . | . | 1 0 0..|
* | dM/dY0 | dM/dPp0 | dM/dMp0 | | ..0.. | ..0.. | 0 1 0..|
* | | | | | . | . | 0 0 1..|
*/
// Initialize to the proper size identity matrix
final RealMatrix stm = MatrixUtils.createRealIdentityMatrix(getCorrectedEstimate().getState().getDimension());
// loop over all orbits
final SpacecraftState[] predictedSpacecraftStates = getPredictedSpacecraftStates();
final int[][] covarianceIndirection = getCovarianceIndirection();
final ParameterDriversList[] estimatedOrbitalParameters = getEstimatedOrbitalParametersArray();
final ParameterDriversList[] estimatedPropagationParameters = getEstimatedPropagationParametersArray();
final double[] scale = getScale();
for (int k = 0; k < predictedSpacecraftStates.length; ++k) {
// Indexes
final int[] indK = covarianceIndirection[k];
// Derivatives of the state vector with respect to initial state vector
final int nbOrbParams = estimatedOrbitalParameters[k].getNbParams();
if (nbOrbParams > 0) {
// Reset reference (for example compute short periodic terms in DSST)
harvesters[k].setReferenceState(predictedSpacecraftStates[k]);
final RealMatrix dYdY0 = harvesters[k].getStateTransitionMatrix(predictedSpacecraftStates[k]);
// Fill upper left corner (dY/dY0)
for (int i = 0; i < dYdY0.getRowDimension(); ++i) {
for (int j = 0; j < nbOrbParams; ++j) {
stm.setEntry(indK[i], indK[j], dYdY0.getEntry(i, j));
}
}
}
// Derivatives of the state vector with respect to propagation parameters
final int nbParams = estimatedPropagationParameters[k].getNbParams();
if (nbParams > 0) {
final RealMatrix dYdPp = harvesters[k].getParametersJacobian(predictedSpacecraftStates[k]);
// Fill 1st row, 2nd column (dY/dPp)
for (int i = 0; i < dYdPp.getRowDimension(); ++i) {
for (int j = 0; j < nbParams; ++j) {
stm.setEntry(indK[i], indK[j + 6], dYdPp.getEntry(i, j));
}
}
}
}
// Normalization of the STM
// normalized(STM)ij = STMij*Sj/Si
for (int i = 0; i < scale.length; i++) {
for (int j = 0; j < scale.length; j++ ) {
stm.setEntry(i, j, stm.getEntry(i, j) * scale[j] / scale[i]);
}
}
// Return the error state transition matrix
return stm;
}
/** Get the normalized measurement matrix H.
* H contains the partial derivatives of the measurement with respect to the state.
* H is an nxm matrix where n is the size of the measurement vector and m the size of the state vector.
* @return the normalized measurement matrix H
*/
private RealMatrix getMeasurementMatrix() {
// Observed measurement characteristics
final EstimatedMeasurement<?> predictedMeasurement = getPredictedMeasurement();
final SpacecraftState[] evaluationStates = predictedMeasurement.getStates();
final ObservedMeasurement<?> observedMeasurement = predictedMeasurement.getObservedMeasurement();
final double[] sigma = observedMeasurement.getTheoreticalStandardDeviation();
// Initialize measurement matrix H: nxm
// n: Number of measurements in current measurement
// m: State vector size
final RealMatrix measurementMatrix = MatrixUtils.
createRealMatrix(observedMeasurement.getDimension(),
getCorrectedEstimate().getState().getDimension());
// loop over all orbits involved in the measurement
final int[] orbitsStartColumns = getOrbitsStartColumns();
final ParameterDriversList[] estimatedPropagationParameters = getEstimatedPropagationParametersArray();
final Map<String, Integer> propagationParameterColumns = getPropagationParameterColumns();
final Map<String, Integer> measurementParameterColumns = getMeasurementParameterColumns();
for (int k = 0; k < evaluationStates.length; ++k) {
final int p = observedMeasurement.getSatellites().get(k).getPropagatorIndex();
// Predicted orbit
final Orbit predictedOrbit = evaluationStates[k].getOrbit();
// Measurement matrix's columns related to orbital parameters
// ----------------------------------------------------------
// Partial derivatives of the current Cartesian coordinates with respect to current orbital state
final double[][] aCY = new double[6][6];
predictedOrbit.getJacobianWrtParameters(getBuilders().get(p).getPositionAngleType(), aCY); //dC/dY
final RealMatrix dCdY = new Array2DRowRealMatrix(aCY, false);
// Jacobian of the measurement with respect to current Cartesian coordinates
final RealMatrix dMdC = new Array2DRowRealMatrix(predictedMeasurement.getStateDerivatives(k), false);
// Jacobian of the measurement with respect to current orbital state
final RealMatrix dMdY = dMdC.multiply(dCdY);
// Fill the normalized measurement matrix's columns related to estimated orbital parameters
for (int i = 0; i < dMdY.getRowDimension(); ++i) {
int jOrb = orbitsStartColumns[p];
for (int j = 0; j < dMdY.getColumnDimension(); ++j) {
final ParameterDriver driver = getBuilders().get(p).getOrbitalParametersDrivers().getDrivers().get(j);
if (driver.isSelected()) {
measurementMatrix.setEntry(i, jOrb++,
dMdY.getEntry(i, j) / sigma[i] * driver.getScale());
}
}
}
// Normalized measurement matrix's columns related to propagation parameters
// --------------------------------------------------------------
// Jacobian of the measurement with respect to propagation parameters
final int nbParams = estimatedPropagationParameters[p].getNbParams();
if (nbParams > 0) {
final RealMatrix dYdPp = harvesters[p].getParametersJacobian(evaluationStates[k]);
final RealMatrix dMdPp = dMdY.multiply(dYdPp);
for (int i = 0; i < dMdPp.getRowDimension(); ++i) {
for (int j = 0; j < nbParams; ++j) {
final ParameterDriver delegating = estimatedPropagationParameters[p].getDrivers().get(j);
measurementMatrix.setEntry(i, propagationParameterColumns.get(delegating.getName()),
dMdPp.getEntry(i, j) / sigma[i] * delegating.getScale());
}
}
}
// Normalized measurement matrix's columns related to measurement parameters
// --------------------------------------------------------------
// Jacobian of the measurement with respect to measurement parameters
// Gather the measurement parameters linked to current measurement
for (final ParameterDriver driver : observedMeasurement.getParametersDrivers()) {
if (driver.isSelected()) {
// Derivatives of current measurement w/r to selected measurement parameter
final double[] aMPm = predictedMeasurement.getParameterDerivatives(driver);
// Check that the measurement parameter is managed by the filter
if (measurementParameterColumns.get(driver.getName()) != null) {
// Column of the driver in the measurement matrix
final int driverColumn = measurementParameterColumns.get(driver.getName());
// Fill the corresponding indexes of the measurement matrix
for (int i = 0; i < aMPm.length; ++i) {
measurementMatrix.setEntry(i, driverColumn,
aMPm[i] / sigma[i] * driver.getScale());
}
}
}
}
}
// Return the normalized measurement matrix
return measurementMatrix;
}
/** {@inheritDoc} */
@Override
public NonLinearEvolution getEvolution(final double previousTime, final RealVector previousState,
final MeasurementDecorator measurement) {
// Set a reference date for all measurements parameters that lack one (including the not estimated ones)
final ObservedMeasurement<?> observedMeasurement = measurement.getObservedMeasurement();
for (final ParameterDriver driver : observedMeasurement.getParametersDrivers()) {
if (driver.getReferenceDate() == null) {
driver.setReferenceDate(getBuilders().get(0).getInitialOrbitDate());
}
}
incrementCurrentMeasurementNumber();
setCurrentDate(measurement.getObservedMeasurement().getDate());
// Note:
// - n = size of the current measurement
// Example:
// * 1 for Range, RangeRate and TurnAroundRange
// * 2 for Angular (Azimuth/Elevation or Right-ascension/Declination)
// * 6 for Position/Velocity
// - m = size of the state vector. n = nbOrb + nbPropag + nbMeas
// Predict the state vector (mx1)
final RealVector predictedState = predictState(observedMeasurement.getDate());
// Get the error state transition matrix (mxm)
final RealMatrix stateTransitionMatrix = getErrorStateTransitionMatrix();
// Predict the measurement based on predicted spacecraft state
// Compute the innovations (i.e. residuals of the predicted measurement)
// ------------------------------------------------------------
// Predicted measurement
// Note: here the "iteration/evaluation" formalism from the batch LS method
// is twisted to fit the need of the Kalman filter.
// The number of "iterations" is actually the number of measurements processed by the filter
// so far. We use this to be able to apply the OutlierFilter modifiers on the predicted measurement.
setPredictedMeasurement(observedMeasurement.estimate(getCurrentMeasurementNumber(),
getCurrentMeasurementNumber(),
KalmanEstimatorUtil.filterRelevant(observedMeasurement, getPredictedSpacecraftStates())));
// Normalized measurement matrix (nxm)
final RealMatrix measurementMatrix = getMeasurementMatrix();
// compute process noise matrix
final RealMatrix normalizedProcessNoise = getNormalizedProcessNoise(previousState.getDimension());
return new NonLinearEvolution(measurement.getTime(), predictedState,
stateTransitionMatrix, normalizedProcessNoise, measurementMatrix);
}
/** {@inheritDoc} */
@Override
public RealVector getInnovation(final MeasurementDecorator measurement, final NonLinearEvolution evolution,
final RealMatrix innovationCovarianceMatrix) {
// Apply the dynamic outlier filter, if it exists
final EstimatedMeasurement<?> predictedMeasurement = getPredictedMeasurement();
KalmanEstimatorUtil.applyDynamicOutlierFilter(predictedMeasurement, innovationCovarianceMatrix);
// Compute the innovation vector
return KalmanEstimatorUtil.computeInnovationVector(predictedMeasurement, predictedMeasurement.getObservedMeasurement().getTheoreticalStandardDeviation());
}
/** Finalize estimation.
* @param observedMeasurement measurement that has just been processed
* @param estimate corrected estimate
*/
public void finalizeEstimation(final ObservedMeasurement<?> observedMeasurement,
final ProcessEstimate estimate) {
// Update the parameters with the estimated state
// The min/max values of the parameters are handled by the ParameterDriver implementation
setCorrectedEstimate(estimate);
updateParameters();
// Get the estimated propagator (mirroring parameter update in the builder)
// and the estimated spacecraft state
final Propagator[] estimatedPropagators = getEstimatedPropagators();
for (int k = 0; k < estimatedPropagators.length; ++k) {
setCorrectedSpacecraftState(estimatedPropagators[k].getInitialState(), k);
}
// Compute the estimated measurement using estimated spacecraft state
setCorrectedMeasurement(observedMeasurement.estimate(getCurrentMeasurementNumber(),
getCurrentMeasurementNumber(),
KalmanEstimatorUtil.filterRelevant(observedMeasurement, getCorrectedSpacecraftStates())));
// Update the trajectory
// ---------------------
updateReferenceTrajectories(estimatedPropagators);
}
/** Set the predicted normalized state vector.
* The predicted/propagated orbit is used to update the state vector
* @param date prediction date
* @return predicted state
*/
private RealVector predictState(final AbsoluteDate date) {
// Predicted state is initialized to previous estimated state
final RealVector predictedState = getCorrectedEstimate().getState().copy();
// Orbital parameters counter
int jOrb = 0;
for (int k = 0; k < getPredictedSpacecraftStates().length; ++k) {
// Propagate the reference trajectory to measurement date
final SpacecraftState predictedSpacecraftState = referenceTrajectories[k].propagate(date);
setPredictedSpacecraftState(predictedSpacecraftState, k);
// Update the builder with the predicted orbit
// This updates the orbital drivers with the values of the predicted orbit
getBuilders().get(k).resetOrbit(predictedSpacecraftState.getOrbit());
// The orbital parameters in the state vector are replaced with their predicted values
// The propagation & measurement parameters are not changed by the prediction (i.e. the propagation)
// As the propagator builder was previously updated with the predicted orbit,
// the selected orbital drivers are already up to date with the prediction
for (DelegatingDriver orbitalDriver : getBuilders().get(k).getOrbitalParametersDrivers().getDrivers()) {
if (orbitalDriver.isSelected()) {
predictedState.setEntry(jOrb++, orbitalDriver.getNormalizedValue());
}
}
}
return predictedState;
}
/** Update the estimated parameters after the correction phase of the filter.
* The min/max allowed values are handled by the parameter themselves.
*/
private void updateParameters() {
final RealVector correctedState = getCorrectedEstimate().getState();
int i = 0;
for (final DelegatingDriver driver : getEstimatedOrbitalParameters().getDrivers()) {
// let the parameter handle min/max clipping
driver.setNormalizedValue(correctedState.getEntry(i));
correctedState.setEntry(i++, driver.getNormalizedValue());
}
for (final DelegatingDriver driver : getEstimatedPropagationParameters().getDrivers()) {
// let the parameter handle min/max clipping
driver.setNormalizedValue(correctedState.getEntry(i));
correctedState.setEntry(i++, driver.getNormalizedValue());
}
for (final DelegatingDriver driver : getEstimatedMeasurementsParameters().getDrivers()) {
// let the parameter handle min/max clipping
driver.setNormalizedValue(correctedState.getEntry(i));
correctedState.setEntry(i++, driver.getNormalizedValue());
}
}
/** Getter for the reference trajectories.
* @return the referencetrajectories
*/
public Propagator[] getReferenceTrajectories() {
return referenceTrajectories.clone();
}
/** Setter for the reference trajectories.
* @param referenceTrajectories the reference trajectories to be setted
*/
public void setReferenceTrajectories(final Propagator[] referenceTrajectories) {
this.referenceTrajectories = referenceTrajectories.clone();
}
}