org.ptolemy.machineLearning.particleFilter

Class AbstractUnscentedKalmanFilter

java.lang.Object

ptolemy.kernel.util.NamedObj

ptolemy.kernel.InstantiableNamedObj

ptolemy.kernel.Entity<T>

ptolemy.kernel.ComponentEntity

ptolemy.kernel.CompositeEntity

ptolemy.actor.CompositeActor

ptolemy.actor.TypedCompositeActor

org.ptolemy.machineLearning.particleFilter.AbstractUnscentedKalmanFilter

All Implemented Interfaces:

java.lang.Cloneable, Actor, Executable, FiringsRecordable, Initializable, TypedActor, Changeable, Debuggable, DebugListener, Derivable, Instantiable, ModelErrorHandler, MoMLExportable, Moveable, Nameable

Direct Known Subclasses:

UnscentedKalmanFilterSSM

public abstract class AbstractUnscentedKalmanFilter
extends TypedCompositeActor

Abstract Unscented Kalman Filter Base Class.

Since:

Ptolemy II 11.0

Version:

$Id$

Author:

Shuhei Emoto

See Also:

ParticleFilter

Pt.AcceptedRating:

Red

Pt.ProposedRating:

Red (shuhei)

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected static class	AbstractUnscentedKalmanFilter.InputType

Nested classes/interfaces inherited from class ptolemy.kernel.CompositeEntity

CompositeEntity.ContainedObjectsIterator

Field Summary

Fields

Modifier and Type	Field and Description
protected IORelation[]	_inputRelations Array of input Relations.
protected double[][]	_Sigma Measurement covariance matrix.
protected java.lang.String[]	_sigmaPointLabels Labels of sigma points, that contains state names and a weight label.
protected Type[]	_sigmaPointTypes Types of each sigma point dimension.
protected java.lang.String[]	_stateLabels Labels of states.
protected ArrayToken	_stateNames Cached State variable names.
protected Type[]	_stateTypes Types of each state dimension.
protected boolean	_upToDate Flag indicating whether the contained model is up to date.
protected static java.lang.String	MEASUREMENT_NOISE
protected static java.lang.String	MEASUREMENT_POSTFIX
Parameter	priorCovariance A matrix value used in initialization of sigma points.
Parameter	priorMeanState An array value used in initialization of state variables.
Parameter	processNoiseCovariance a matrix value which determine process noise.
TypedIOPort	sigmaPointOutput The output port that outputs the sigma-points of distribution of state variable at each firing.
protected static java.lang.String	STATE_VARIABLE_NAMES
TypedIOPort	stateEstimate State estimate output.
Parameter	t The value of current time.
protected static java.lang.String	UPDATE_POSTFIX

Fields inherited from class ptolemy.actor.CompositeActor

_actorFiringListeners, _causalityInterface, _derivedPiggybacks, _initializables, _notifyingActorFiring, _piggybacks, _publishedPorts, _publisherRelations, _stopRequested, _subscribedPorts

Fields inherited from class ptolemy.kernel.CompositeEntity

_levelCrossingLinks

Fields inherited from class ptolemy.kernel.util.NamedObj

_changeListeners, _changeLock, _changeRequests, _debugging, _debugListeners, _deferChangeRequests, _elementName, _isPersistent, _verbose, _workspace, ATTRIBUTES, CLASSNAME, COMPLETE, CONTENTS, DEEP, FULLNAME, LINKS

Fields inherited from interface ptolemy.actor.Executable

COMPLETED, NOT_READY, STOP_ITERATING

Constructor Summary

Constructors

Constructor and Description
AbstractUnscentedKalmanFilter(CompositeEntity container, java.lang.String name) Construct the composite actor with a name and a container.
AbstractUnscentedKalmanFilter(Workspace workspace) Construct a UKF in the specified workspace with no container and an empty string as a name.

Method Summary

Modifier and Type	Method and Description
protected abstract void	_checkParameters() Check the dimensions of all parameters and ports.
void	attributeChanged(Attribute attribute) If the argument is any parameter other than stateVariableNames t, or any parameter matching an input port, then request reinitialization.
void	fire() Override the base class to first set the value of the parameter t to match current time, then to set the local parameters that mirror input values, and then to fire the contained actors.
protected abstract AbstractUnscentedKalmanFilter.InputType	getInputType(java.lang.String inputName)
protected abstract Parameter	getMeasurementParameter(java.lang.String fullName)
protected java.lang.String	getMeasurementParameterExpression(java.lang.String fullName)
protected abstract Parameter	getNoiseParameter(java.lang.String inputName)
protected abstract Parameter	getUserDefinedParameter(java.lang.String parameterName) Return the Parameter that is part of a state space model.
protected java.lang.String	getUserDefinedParameterExpression(java.lang.String parameterName) Return the expression for a user-defined parameter.
void	preinitialize() Create the model inside from the parameter values.
void	wrapup() If this actor is opaque, then invoke the wrapup() method of the local director.

Methods inherited from class ptolemy.actor.TypedCompositeActor

_addEntity, _addPort, _addRelation, _checkTypesFromTo, _destinationTypeConstraints, attributeTypeChanged, isBackwardTypeInferenceEnabled, newPort, newRelation, resolveTypes, typeConstraintList, typeConstraints

Methods inherited from class ptolemy.actor.CompositeActor

_actorFiring, _actorFiring, _finishedAddEntity, _setDirector, _transferPortParameterInputs, addActorFiringListener, addInitializable, addPiggyback, clone, connectionsChanged, createReceivers, createSchedule, getCausalityInterface, getDirector, getExecutiveDirector, getManager, getPublishedPort, getPublishedPortChannel, getPublishedPorts, getSubscribedPortChannel, inferringWidths, inferWidths, initialize, inputPortList, isFireFunctional, isOpaque, isPublishedPort, isStrict, iterate, linkToPublishedPort, linkToPublishedPort, linkToPublishedPort, linkToPublishedPort, needsWidthInference, newInsideReceiver, newReceiver, notifyConnectivityChange, outputPortList, postfire, prefire, recordFiring, registerPublisherPort, registerPublisherPort, removeActorFiringListener, removeInitializable, removePiggyback, requestChange, setContainer, setDirector, setManager, stop, stopFire, terminate, unlinkToPublishedPort, unlinkToPublishedPort, unlinkToPublishedPort, unlinkToPublishedPort, unregisterPublisherPort, unregisterPublisherPort

Methods inherited from class ptolemy.kernel.CompositeEntity

_adjustDeferrals, _containedDecorators, _deepOpaqueEntityList, _description, _exportMoMLContents, _removeEntity, _removeRelation, _validateSettables, allAtomicEntityList, allowLevelCrossingConnect, classDefinitionList, connect, connect, containedObjectsIterator, deepCompositeEntityList, deepEntityList, deepGetEntities, deepNamedObjList, deepOpaqueEntityList, deepRelationSet, entityList, entityList, exportLinks, exportMoML, getAttribute, getEntities, getEntity, getPort, getRelation, getRelations, isAtomic, lazyAllAtomicEntityList, lazyAllCompositeEntityList, lazyAllCompositeTransparentAndOpaqueEntityList, lazyClassDefinitionList, lazyDeepEntityList, lazyEntityList, lazyRelationList, numberOfEntities, numberOfRelations, numEntities, numRelations, relationList, removeAllEntities, removeAllRelations, setClassDefinition, statistics, uniqueName

Methods inherited from class ptolemy.kernel.ComponentEntity

_checkContainer, _getContainedObject, _propagateExistence, getContainer, instantiate, moveDown, moveToFirst, moveToIndex, moveToLast, moveUp, propagateExistence, setName

Methods inherited from class ptolemy.kernel.Entity

_removePort, connectedPortList, connectedPorts, getPorts, linkedRelationList, linkedRelations, portList, removeAllPorts

Methods inherited from class ptolemy.kernel.InstantiableNamedObj

_setParent, getChildren, getElementName, getParent, getPrototypeList, isClassDefinition, isWithinClassDefinition

Methods inherited from class ptolemy.kernel.util.NamedObj

_addAttribute, _adjustOverride, _attachText, _cloneFixAttributeFields, _copyChangeRequestList, _debug, _debug, _debug, _debug, _debug, _executeChangeRequests, _getIndentPrefix, _isMoMLSuppressed, _markContentsDerived, _notifyHierarchyListenersAfterChange, _notifyHierarchyListenersBeforeChange, _propagateValue, _removeAttribute, _splitName, _stripNumericSuffix, addChangeListener, addDebugListener, addHierarchyListener, attributeDeleted, attributeList, attributeList, clone, decorators, deepContains, depthInHierarchy, description, description, event, executeChangeRequests, exportMoML, exportMoML, exportMoML, exportMoML, exportMoMLPlain, getAttribute, getAttributes, getChangeListeners, getClassName, getDecoratorAttribute, getDecoratorAttributes, getDerivedLevel, getDerivedList, getDisplayName, getFullName, getModelErrorHandler, getName, getName, getSource, handleModelError, isDeferringChangeRequests, isOverridden, isPersistent, lazyContainedObjectsIterator, message, notifyOfNameChange, propagateValue, propagateValues, removeAttribute, removeChangeListener, removeDebugListener, removeHierarchyListener, setClassName, setDeferringChangeRequests, setDerivedLevel, setDisplayName, setModelErrorHandler, setPersistent, setSource, sortContainedObjects, toplevel, toString, validateSettables, workspace

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface ptolemy.actor.Actor

createReceivers, getCausalityInterface, getDirector, getExecutiveDirector, getManager, inputPortList, newReceiver, outputPortList

Methods inherited from interface ptolemy.actor.Executable

isFireFunctional, isStrict, iterate, postfire, prefire, stop, stopFire, terminate

Methods inherited from interface ptolemy.actor.Initializable

addInitializable, initialize, removeInitializable

Methods inherited from interface ptolemy.kernel.util.Nameable

description, getContainer, getDisplayName, getFullName, getName, getName, setName

Methods inherited from interface ptolemy.kernel.util.Derivable

getDerivedLevel, getDerivedList, propagateValue

Field Detail

sigmaPointOutput

public TypedIOPort sigmaPointOutput

The output port that outputs the sigma-points of distribution of state variable at each firing.

stateEstimate

public TypedIOPort stateEstimate

State estimate output. A record token with one field per state variable.

t

public Parameter t

The value of current time. This parameter is not visible in the expression screen except in expert mode. Its value initially is just 0.0, a double, but upon each firing, it is given a value equal to the current time as reported by the director.

priorCovariance

public Parameter priorCovariance

A matrix value used in initialization of sigma points.

priorMeanState

public Parameter priorMeanState

An array value used in initialization of state variables.

processNoiseCovariance

public Parameter processNoiseCovariance

a matrix value which determine process noise.

_upToDate

protected boolean _upToDate

Flag indicating whether the contained model is up to date.

_stateNames

protected ArrayToken _stateNames

Cached State variable names.

_inputRelations

protected IORelation[] _inputRelations

Array of input Relations.

_sigmaPointLabels

protected java.lang.String[] _sigmaPointLabels

Labels of sigma points, that contains state names and a weight label.

_sigmaPointTypes

protected Type[] _sigmaPointTypes

Types of each sigma point dimension.

_stateLabels

protected java.lang.String[] _stateLabels

Labels of states.

_stateTypes

protected Type[] _stateTypes

Types of each state dimension.

_Sigma

protected double[][] _Sigma

Measurement covariance matrix.

STATE_VARIABLE_NAMES

protected static final java.lang.String STATE_VARIABLE_NAMES

See Also:

Constant Field Values

MEASUREMENT_NOISE

protected static final java.lang.String MEASUREMENT_NOISE

See Also:

Constant Field Values

UPDATE_POSTFIX

protected static final java.lang.String UPDATE_POSTFIX

See Also:

Constant Field Values

MEASUREMENT_POSTFIX

protected static final java.lang.String MEASUREMENT_POSTFIX

See Also:

Constant Field Values

Constructor Detail

AbstractUnscentedKalmanFilter

public AbstractUnscentedKalmanFilter(CompositeEntity container,
                                     java.lang.String name)
                              throws NameDuplicationException,
                                     IllegalActionException

Construct the composite actor with a name and a container. This constructor creates the ports, parameters, and the icon.

Parameters:

container - The container.

name - The name.

Throws:

NameDuplicationException - If another entity already had this name.

IllegalActionException - If there was an internal problem.

AbstractUnscentedKalmanFilter

public AbstractUnscentedKalmanFilter(Workspace workspace)
                              throws IllegalActionException,
                                     NameDuplicationException

Construct a UKF in the specified workspace with no container and an empty string as a name. You can then change the name with setName(). If the workspace argument is null, then use the default workspace.

Parameters:

workspace - The workspace that will list the actor.

Throws:

IllegalActionException - If the name has a period in it, or the director is not compatible with the specified container.

NameDuplicationException - If the container already contains an entity with the specified name.

Method Detail

attributeChanged

public void attributeChanged(Attribute attribute)
                      throws IllegalActionException

If the argument is any parameter other than stateVariableNames t, or any parameter matching an input port, then request reinitialization.

Overrides:

attributeChanged in class TypedCompositeActor

Parameters:

attribute - The attribute that changed.

Throws:

IllegalActionException - If the numerator and the denominator matrix is not a row vector.

fire

public void fire()
          throws IllegalActionException

Override the base class to first set the value of the parameter t to match current time, then to set the local parameters that mirror input values, and then to fire the contained actors.

Specified by:

fire in interface Executable

Overrides:

fire in class CompositeActor

Throws:

IllegalActionException - If there is no director, or if the director's fire() method throws it, or if the actor is not opaque.

preinitialize

public void preinitialize()
                   throws IllegalActionException

Create the model inside from the parameter values. This method gets write access on the workspace.

Specified by:

preinitialize in interface Initializable

Overrides:

preinitialize in class CompositeActor

Throws:

IllegalActionException - If there is no director, or if any contained actors throws it in its preinitialize() method.

getInputType

protected abstract AbstractUnscentedKalmanFilter.InputType getInputType(java.lang.String inputName)

wrapup

public void wrapup()
            throws IllegalActionException

Description copied from class: CompositeActor

If this actor is opaque, then invoke the wrapup() method of the local director. This method is read-synchronized on the workspace.

Specified by:

wrapup in interface Initializable

Overrides:

wrapup in class CompositeActor

Throws:

IllegalActionException - If there is no director, or if the director's wrapup() method throws it, or if this actor is not opaque.

_checkParameters

protected abstract void _checkParameters()
                                  throws IllegalActionException

Check the dimensions of all parameters and ports.

Throws:

IllegalActionException - If the dimensions are illegal.

getUserDefinedParameterExpression

protected java.lang.String getUserDefinedParameterExpression(java.lang.String parameterName)
                                                      throws IllegalActionException

Return the expression for a user-defined parameter.

Parameters:

parameterName - Name of parameter

Returns:

parameter expression

Throws:

IllegalActionException

getUserDefinedParameter

protected abstract Parameter getUserDefinedParameter(java.lang.String parameterName)
                                              throws IllegalActionException

Return the Parameter that is part of a state space model.

Parameters:

parameterName - Name of parameter

Returns:

Parameter object

Throws:

IllegalActionException

getMeasurementParameterExpression

protected java.lang.String getMeasurementParameterExpression(java.lang.String fullName)
                                                      throws IllegalActionException

Throws:

IllegalActionException

getMeasurementParameter

protected abstract Parameter getMeasurementParameter(java.lang.String fullName)
                                              throws IllegalActionException

Throws:

IllegalActionException

getNoiseParameter

protected abstract Parameter getNoiseParameter(java.lang.String inputName)
                                        throws IllegalActionException

Throws:

IllegalActionException