This shows you the differences between two versions of the page.

— |
cs-470:kalman-lab [2015/01/06 14:54] (current) ryancha created |
||
---|---|---|---|

Line 1: | Line 1: | ||

+ | The purpose of this lab is to give you an idea of what the Kalman Filter does and under what conditions | ||

+ | it works well (HINT: it doesn't work perfectly in every situation). | ||

+ | In addition to tracking enemy tanks, the | ||

+ | Kalman Filter will help you compensate for sensor noise, which is introduced in this lab (and will be present | ||

+ | in the final tournament). | ||

+ | You will be required to do the following: | ||

+ | * Code up a few simple "clay pigeon" to aim at (two will meet the assumptions of the Kalman filter, one will not) | ||

+ | * Code up the multivariate Kalman Filter update equations | ||

+ | * Draw the filter's output for your "clay pigeons" | ||

+ | Note that the numbers provided below are just a starting point. '''I expect you to have to adjust them to get this to work, that will be the hard part'''. | ||

+ | |||

+ | =What to Turn In= | ||

+ | |||

+ | To pass off this lab, you will: | ||

+ | |||

+ | * Submit all of your code electronically to the ta. | ||

+ | * Turn in a declaration of time spent by each lab partner | ||

+ | * Demonstrate to your code to the TA, and be able to discuss the item discussed below, that would have been in the write-up. You must show the TA some graphs and explain them. | ||

+ | |||

+ | Your discussion with the TA should include information about what kinds of transition and covariance matrices | ||

+ | you used and how it affected performance. Do meaningful experiments that test the | ||

+ | abilities of the filter, and try to make meaningful and insightful observations. Discuss why it works better | ||

+ | or worse in various circumstances and what you might do in the Tournament based on your observations in this lab. | ||

+ | |||

+ | =Description= | ||

+ | ==Conforming Clay Pigeon== | ||

+ | The Kalman Filter makes a number of assumptions about the path that the tracked object is following. | ||

+ | Your first task is to code several "Clay Pigeon" that conforms to these assumptions. | ||

+ | You will make 2 Conforming Clay Pigeons which behave in the following ways: | ||

+ | # "Sitting Duck"-- Just sit there | ||

+ | # Constant x and y velocity (a straight line) | ||

+ | |||

+ | ==Non-conforming Clay Pigeon (the "Wild Pigeon")== | ||

+ | Your second task is to build a Clay Pigeon that violates the Kalman assumptions in some way (your choice). | ||

+ | For fun try to make it as hard to hit as you can. | ||

+ | Skill in fooling the Kalman Filter will be an asset when you are competing in the final tournament. | ||

+ | I hope it also teaches you something about the Kalman Filter! | ||

+ | |||

+ | ==The Kalman Agent== | ||

+ | |||

+ | Your Kalman Agent must also plot the density of the output of the Kalman Filter (see [[GnuplotHelp]]). | ||

+ | You will need to plot your filtered estimate of the current location of the clay pigeons and the projected locations. | ||

+ | Please code up the plot early rather than at the end of the project; it is a great debugging tool and will really help you understand what is happening with the Kalman Filter. | ||

+ | |||

+ | Use the empty world (remove all obstacles). | ||

+ | Both teams should be run | ||

+ | with --[color]-tanks=1 (1 player on each team). | ||

+ | Your agent should be run with noise by using --default-posnoise=5 (Please comment on the discussion page or talk/email | ||

+ | me if you have trouble with this much noise, try various values). | ||

+ | Your agent may rotate but may not move. | ||

+ | You should successfully track and reliably (maybe not perfectly) shoot the Conforming Clay Pigeons. | ||

+ | There may also be instances where the random | ||

+ | starting position of the enemy puts it out of range of your tank for an extended period of time. | ||

+ | |||

+ | Part of your task is to tune your Kalman agent to do as well as possible on your Wild Pigeon. | ||

+ | In your writeup, explaining exactly | ||

+ | why you had difficulty and what you tried to do about it. | ||

+ | Communicate the creative | ||

+ | efforts you used to mislead the Kalman Filter and what you did to try to overcome these problems. | ||

+ | |||

+ | =Example Matrices= | ||

+ | |||

+ | To accomplish this lab, it is helpful to understand the "physics" used by the enemy agent. We will represent | ||

+ | these physics using matrices as done in the class discussions. You will want to play with the values in these | ||

+ | matrices, especially $\Sigma_x$ and $\Sigma_z$, | ||

+ | and we encourage you to do so in order to better understand how the Kalman Filter works. | ||

+ | |||

+ | Initially, your clay pigeons will be at some unknown position on the playing field, and the velocity and | ||

+ | acceleration will both be zero. You can use that information to create your initial estimates of the mean | ||

+ | and covariance. The physics are based on the six values in our state vector (in this order, represented as a | ||

+ | column vector): | ||

+ | |||

+ | $X_t = | ||

+ | \begin{bmatrix} | ||

+ | x_t \\ | ||

+ | \dot{x}_t \\ | ||

+ | \ddot{x}_t \\ | ||

+ | y_t \\ | ||

+ | \dot{y}_t \\ | ||

+ | \ddot{y}_t | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | where $x$ and $y$ are the $(x, y)$ position of the enemy agent, $\dot{x}$ | ||

+ | is the x component of the agent's velocity, $\ddot{x}$ is | ||

+ | the x component of the agent's acceleration, and etc. Note that we use $X_t$ | ||

+ | to represent the entire observation at time $t$. | ||

+ | |||

+ | ==Initialization== | ||

+ | |||

+ | Given this state vector, the Kalman Filter will produce a mean estimate for this vector $\mu$ and a covariance | ||

+ | matrix for this vector $\Sigma$. So, your initial estimates of the mean and covariance could look like these: | ||

+ | |||

+ | $\mu_0 = | ||

+ | \begin{bmatrix} | ||

+ | 0 \\ | ||

+ | 0 \\ | ||

+ | 0 \\ | ||

+ | 0 \\ | ||

+ | 0 \\ | ||

+ | 0 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | which means that you think the agent begins at the origin with no velocity and no acceleration, and | ||

+ | |||

+ | $\Sigma_0 = | ||

+ | \begin{bmatrix} | ||

+ | 100 & 0 & 0 & 0 & 0 & 0 \\ | ||

+ | 0 & 0.1 & 0 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 0.1 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 100 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 0 & 0.1 & 0 \\ | ||

+ | 0 & 0 & 0 & 0 & 0 & 0.1 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | which means that you are pretty sure that the agent is not accelerating or going anywhere, but that you are | ||

+ | pretty unsure exactly where the agent is. | ||

+ | |||

+ | ==Motion or Transition== | ||

+ | |||

+ | Once every time period ($\Delta t$), the enemy agent will update its state $X$ as follows: | ||

+ | |||

+ | $X_t \sim N(FX_t, \Sigma_x)\,$ | ||

+ | |||

+ | In other words, the enemy agent applies the system transition matrix $F$ to its previous state and then adds | ||

+ | noise, which is drawn from some distribution. Since the initial state and all subsequent states are random | ||

+ | variables, these variables are capitalized to be consistent with our notes in class. The $F$ matrix used in this | ||

+ | lab is precisely the one that we derived in class using Newton's laws of motion (with one exception): | ||

+ | |||

+ | $F = | ||

+ | \begin{bmatrix} | ||

+ | 1 & \Delta t & \Delta t^2/2 & 0 & 0 & 0 \\ | ||

+ | 0 & 1 & \Delta t & 0 & 0 & 0 \\ | ||

+ | 0 & -c & 1 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 1 & \Delta t & \Delta t^2/2 \\ | ||

+ | 0 & 0 & 0 & 0 & 1 & \Delta t \\ | ||

+ | 0 & 0 & 0 & 0 & -c & 1 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | where the $c$ indicates that we have a linear friction force working against this agent. | ||

+ | If in this lab, you re-compute every half-second then $\Delta t = 0.5$. Try setting the friction coefficient $c$ to $0.1$ to start out with. Sometimes it works better without it ($C=0$). | ||

+ | |||

+ | ==Noise== | ||

+ | |||

+ | Each $X_t$ is a sample drawn from a multivariate normal distribution. In reality, only $x$ and $y$ | ||

+ | accelerations have noise (with a standard deviation of $0.5$), but since there are some other influences on the | ||

+ | behavior of the agent (such as being pushed away from walls) you will want play with the covariance matrix. | ||

+ | A good place to start is with a covariance matrix that allows acceleration to vary from the model more than velocity or position, like the following: | ||

+ | |||

+ | $\Sigma_x = | ||

+ | \begin{bmatrix} | ||

+ | 0.1 & 0 & 0 & 0 & 0 & 0 \\ | ||

+ | 0 & 0.1 & 0 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 100 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 0.1 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 0 & 0.1 & 0 \\ | ||

+ | 0 & 0 & 0 & 0 & 0 & 100 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | The noisy measurements of the enemy position will have zero-mean Gaussian noise with a standard | ||

+ | deviation of 5 units in each dimension. The sensor model is as follows: | ||

+ | |||

+ | $Z_t \sim N(HX_t, \Sigma_z)\,$ | ||

+ | |||

+ | In this equation, $X_t$ is a random variable representing the true (unknown) state, and $Z_t$ is a random variable representing the noisy and limited observations provided by the server. Each observation from the server is a sample from $Z_t$ and is encoded as a 2-dimensional vector. These samples are used to perform inference about $X_t$. | ||

+ | |||

+ | '''NOTE:''' As I recall, while you get $x$ and $y$ positions and $\dot{x}$ and $\dot{y}$ velocities for your own tank, you only get $x$ and $y$ for other tanks. | ||

+ | |||

+ | The observation matrix, $H$, selects out the two "position" values from the state vector. It looks like this: | ||

+ | |||

+ | $H = | ||

+ | \begin{bmatrix} | ||

+ | 1 & 0 & 0 & 0 & 0 & 0 \\ | ||

+ | 0 & 0 & 0 & 1 & 0 & 0 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | Since these measurements are corrupted by noise, it is important to know the covariance matrix of this noise. | ||

+ | Since the standard deviation of the $x$ and $y$ position noise is 5 and since these two noises are uncorrelated, | ||

+ | the covariance matrix is given by: | ||

+ | |||

+ | $\Sigma_z = | ||

+ | \begin{bmatrix} | ||

+ | 25 & 0 \\ | ||

+ | 0 & 25 | ||

+ | \end{bmatrix}$ | ||

+ | |||

+ | '''NOTE:''' I may change this, make it a parameter! | ||

+ | |||

+ | ==Implementation Hints== | ||

+ | |||

+ | * You are more than welcome to implement your own matrix manipulation code. However, you are encouraged to spend your precious time on more important things. Find a reputable source and download a matrix package. If you are using python, I think all of the needed matrix operators are available in numpy. I think numpy is on the lab machines. | ||

+ | *Here are the three Kalman update equations (NOTE: The third equation is wrong in the second edition of the book! It was fixed for the third edition): | ||

+ | |||

+ | $K_{t+1} = (F \Sigma_t F^T + \Sigma_x) H^T (H(F \Sigma_t F^T + \Sigma_x) H^T + \Sigma_z)^{-1}$ | ||

+ | |||

+ | $\mu_{t+1} = F\mu_t + K_{t+1}(z_{t+1} - HF\mu_t)$ | ||

+ | |||

+ | $\Sigma_{t+1} = (I - K_{t+1} H)(F \Sigma_t F^T + \Sigma_x)$ | ||

+ | |||

+ | * Be careful not to get confused with the different $\Sigma$ matrices: $\Sigma_x$, $\Sigma_z$ and the various $\Sigma_t$ matrices (one for each time step t). | ||

+ | * Note that these four matrices are constants, so can be initialized once: $F$,$\Sigma_x$, $H$, $\Sigma_z$. | ||

+ | * Note also that since $H$ and $F$ are constant, $H^T$ and $F^T$ are also constant, and can be precomputed just once. | ||

+ | * Initialize your $\mu_0$ and $\Sigma_0$ matrices at the start of each run. | ||

+ | * Don't be too scared by all the subscripts in the Kalman equations. Just think of $t$ as "the last time" and $t + 1$ as "this time." | ||

+ | * Note also that the expression $(F\Sigma_tF^T + \Sigma_x)$ occurs three times in the equations, so you may save some time by calculating that first. | ||

+ | * To apply predictions into the future, you don't make additional observations, so you shouldn't use the full equations. Instead, use this equation: | ||

+ | |||

+ | $\mu_{t+1} = F\mu_t$ | ||

+ | |||

+ | =Acknowledgments= | ||

+ | |||

+ | Thanks to Chris Monson, Andrew McNabb, David Wingate and Kirt Lillywhite |