<s> """<STR_LIT>""" <EOL> from __future__ import ( absolute_import , division , print_function , <EOL> unicode_literals ) <EOL> import numpy as np <EOL> from scipy . linalg import inv <EOL> from numpy import dot , zeros , eye , asarray <EOL> from filterpy . common import setter , setter_scalar , dot3 <EOL> class InformationFilter ( object ) : <EOL> def __init__ ( self , dim_x , dim_z , dim_u = <NUM_LIT:0> ) : <EOL> """<STR_LIT>""" <EOL> assert dim_x > <NUM_LIT:0> <EOL> assert dim_z > <NUM_LIT:0> <EOL> assert dim_u >= <NUM_LIT:0> <EOL> self . dim_x = dim_x <EOL> self . dim_z = dim_z <EOL> self . dim_u = dim_u <EOL> self . _x = zeros ( ( dim_x , <NUM_LIT:1> ) ) <EOL> self . _P_inv = eye ( dim_x ) <EOL> self . _Q = eye ( dim_x ) <EOL> self . _B = <NUM_LIT:0> <EOL> self . _F = <NUM_LIT:0> <EOL> self . _F_inv = <NUM_LIT:0> <EOL> self . _H = <NUM_LIT:0> <EOL> self . _R_inv = eye ( dim_z ) <EOL> self . _K = <NUM_LIT:0> <EOL> self . _y = zeros ( ( dim_z , <NUM_LIT:1> ) ) <EOL> self . _S = <NUM_LIT:0> <EOL> self . _I = np . eye ( dim_x ) <EOL> self . _no_information = False <EOL> def update ( self , z , R_inv = None ) : <EOL> """<STR_LIT>""" <EOL> if z is None : <EOL> return <EOL> if R_inv is None : <EOL> R_inv = self . _R_inv <EOL> elif np . isscalar ( R_inv ) : <EOL> R_inv = eye ( self . dim_z ) * R_inv <EOL> H = self . _H <EOL> H_T = H . T <EOL> P_inv = self . _P_inv <EOL> x = self . _x <EOL> if self . _no_information : <EOL> self . _x = dot ( P_inv , x ) + dot3 ( H_T , R_inv , z ) <EOL> self . _P_inv = P_inv + dot3 ( H_T , R_inv , H ) <EOL> else : <EOL> self . _y = z - dot ( H , x ) <EOL> self . _S = P_inv + dot ( H_T , R_inv ) . dot ( H ) <EOL> self . _K = dot3 ( inv ( self . _S ) , H_T , R_inv ) <EOL> self . _x = x + dot ( self . _K , self . _y ) <EOL> self . _P_inv = P_inv + dot3 ( H_T , R_inv , H ) <EOL> def predict ( self , u = <NUM_LIT:0> ) : <EOL> """<STR_LIT>""" <EOL> A = dot3 ( self . _F_inv . T , self . _P_inv , self . _F_inv ) <EOL> try : <EOL> AI = inv ( A ) <EOL> invertable = True <EOL> if self . _no_information : <EOL> try : <EOL> self . _x = dot ( inv ( self . _P_inv ) , self . _x ) <EOL> except : <EOL> self . _x = dot ( <NUM_LIT:0> , self . _x ) <EOL> self . _no_information = False <EOL> except : <EOL> invertable = False <EOL> self . _no_information = True <EOL> if invertable : <EOL> self . _x = dot ( self . _F , self . x ) + dot ( self . _B , u ) <EOL> self . _P_inv = inv ( AI + self . _Q ) <EOL> else : <EOL> I_PF = self . _I - dot ( self . _P_inv , self . _F_inv ) <EOL> FTI = inv ( self . _F . T ) <EOL> FTIX = dot ( FTI , self . _x ) <EOL> print ( '<STR_LIT>' , self . _Q ) <EOL> print ( '<STR_LIT>' , A ) <EOL> AQI = inv ( A + self . _Q ) <EOL> self . _x = dot ( FTI , dot3 ( I_PF , AQI , FTIX ) ) <EOL> def batch_filter ( self , zs , Rs = None , update_first = False ) : <EOL> """<STR_LIT>""" <EOL> raise "<STR_LIT>" <EOL> '''<STR_LIT>''' <EOL> n = np . size ( zs , <NUM_LIT:0> ) <EOL> if Rs is None : <EOL> Rs = [ None ] * n <EOL> means = zeros ( ( n , self . dim_x , <NUM_LIT:1> ) ) <EOL> covariances = zeros ( ( n , self . dim_x , self . dim_x ) ) <EOL> if update_first : <EOL> for i , ( z , r ) in enumerate ( zip ( zs , Rs ) ) : <EOL> self . update ( z , r ) <EOL> means [ i , : ] = self . _x <EOL> covariances [ i , : , : ] = self . _P <EOL> self . predict ( ) <EOL> else : <EOL> for i , ( z , r ) in enumerate ( zip ( zs , Rs ) ) : <EOL> self . predict ( ) <EOL> self . update ( z , r ) <EOL> means [ i , : ] = self . _x <EOL> covariances [ i , : , : ] = self . _P <EOL> return ( means , covariances ) <EOL> def get_prediction ( self , u = <NUM_LIT:0> ) : <EOL> """<STR_LIT>""" <EOL> raise "<STR_LIT>" <EOL> x = dot ( self . _F , self . _x ) + dot ( self . _B , u ) <EOL> P = dot3 ( self . _F , self . _P , self . _F . T ) + self . Q <EOL> return ( x , P ) <EOL> def residual_of ( self , z ) : <EOL> """<STR_LIT>""" <EOL> raise "<STR_LIT>" <EOL> return z - dot ( self . _H , self . _x ) <EOL> def measurement_of_state ( self , x ) : <EOL> """<STR_LIT>""" <EOL> raise "<STR_LIT>" <EOL> return dot ( self . _H , x ) <EOL> @ property <EOL> def Q ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _Q <EOL> @ Q . setter <EOL> def Q ( self , value ) : <EOL> self . _Q = setter_scalar ( value , self . dim_x ) <EOL> @ property <EOL> def P_inv ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _P_inv <EOL> @ P_inv . setter <EOL> def P_inv ( self , value ) : <EOL> self . _P_inv = setter_scalar ( value , self . dim_x ) <EOL> @ property <EOL> def R_inv ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _R_inv <EOL> @ R_inv . setter <EOL> def R_inv ( self , value ) : <EOL> self . _R_inv = setter_scalar ( value , self . dim_z ) <EOL> @ property <EOL> def H ( self ) : <EOL> return self . _H <EOL> @ H . setter <EOL> def H ( self , value ) : <EOL> self . _H = setter ( value , self . dim_z , self . dim_x ) <EOL> @ property <EOL> def F ( self ) : <EOL> return self . _F <EOL> @ F . setter <EOL> def F ( self , value ) : <EOL> self . _F = setter ( value , self . dim_x , self . dim_x ) <EOL> self . _F_inv = inv ( self . _F ) <EOL> @ property <EOL> def B ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _B <EOL> @ B . setter <EOL> def B ( self , value ) : <EOL> """<STR_LIT>""" <EOL> self . _B = setter ( value , self . dim_x , self . dim_u ) <EOL> @ property <EOL> def x ( self ) : <EOL> return self . _x <EOL> @ x . setter <EOL> def x ( self , value ) : <EOL> self . _x = setter ( value , self . dim_x , <NUM_LIT:1> ) <EOL> @ property <EOL> def K ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _K <EOL> @ property <EOL> def y ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _y <EOL> @ property <EOL> def S ( self ) : <EOL> """<STR_LIT>""" <EOL> return self . _S </s>
