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kalman.py.back
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# First predict the new mean and variance then calculate with new measurements, if there is not much
# difference then update.
import random
import numpy as np
import shelve
class stru:
def __init__(self,mu=0,sigma=0):
self.mu = np.float64(mu)
self.sigma = np.float64(sigma)
#md = shelve.open("DB/measurementDB")
def update(mean1, var1, mean2, var2):
new_mean = (var2 * mean1 + var1 * mean2) / (var1 + var2)
new_var = 1/(1/var1 + 1/var2)
return [new_mean, new_var]
def predict(mean1, var1, mean2, var2):
new_mean = mean1 + mean2
new_var = var1 + var2
return [new_mean, new_var]
def meanAndVariance(l):
m = 0.0
m = sum(l)/len(l)
v = 0.0
for i in l:
v += (i-m)**2
v = v/len(l)
return [m,v]
#def meanAndVariance(data):
# n = 0
# Sum = 0
# Sum_sqr = 0
#
# for x in data:
# n = n + 1
# Sum = Sum + x
# Sum_sqr = Sum_sqr + x*x
#
# mean = Sum/n
# variance = (Sum_sqr - Sum*mean)/(n - 1)
# return [mean,variance]
#measurements = [5., 6., 7., 9., 10.]
#motion = [0., 0., 0., 0., 0.]
#md = shelve.open("DB/measurementDB")
measurement_sig = .2
predict_sig = .007
#mu = 0
#sig = 10000
passed = False
#input1 = [[r for r in range(5*x,5*(x+1))] for x in range(4)]
#input2 = [[random.uniform(0,5) for r in range(5)] for x in range(4)]
def getDataToBeSaved(input1, input2,username):
global measurement_sig
global predict_sig
# global md
md = shelve.open("DB/predictSigmaDB",writeback = True)
saved = []
mu = 0
sigma = 0
for i in range(len(input1)):
temp = []
temp2 = []
for j in range(len(input1[i])):
temp.append(np.float64(input1[i][j]))
temp.append(np.float64(input2[i][j]))
if temp[0]<0.000000000001:temp[0] = 0.0000001
if temp[1]<0.000000000001:temp[1] = 0.0000002
mu,sigma = meanAndVariance(temp)
s = stru(mu,sigma)
temp2.append(s)
temp = []
saved.append(temp2)
temp2 = []
saved = np.copy(saved)
md[username] = predict_sig
md.close()
return saved
#newInput = [[random.uniform(0,5) for r in range(5)] for x in range(4)]
def analyzeNewInput(saved, newInput, username):
global predict_sig
global measurement_sig
md = shelve.open("DB/predictSigmaDB", writeback=True)
predict_sig = md[username]
p = np.copy(saved) # predict the next round of data
for i in range(len(p)):
for j in range(len(p[i])):
p[i][j].mu,p[i][j].sigma = predict(p[i][j].mu, p[i][j].sigma, 0, predict_sig)
b = []
mu = 0
sigma = 0
for i in p:
pr = 1
l = []
for j in range(len(i)):
l.append(i[j].mu)
mu,sigma = meanAndVariance(l)
print "mu,sigma,pr",mu,sigma,pr
b.append(stru(mu,sigma))
mu = 0
sigma = 0
sigma = 0
mu = 0
l = []
for i in b:
l.append(i.mu)
mu,sigma = meanAndVariance(l)
c = stru(mu,sigma)
db = [sum(r)/len(r) for r in newInput]
dc = sum(db)/len(db)
print "c=[%s%s] dc=%s",c.mu,c.sigma,dc
if dc <= c.mu + np.sqrt(c.sigma) and dc >= c.mu-np.sqrt(c.sigma):
predict_sig = meanAndVariance([c.mu,dc])[1]
print "predict_sig",predict_sig
passed = True
print "pass"
for i in range(len(saved)):
for j in range(len(saved[i])):
saved[i][j].mu,saved[i][j].sigma = predict(saved[i][j].mu, saved[i][j].sigma,0, predict_sig)
saved[i][j].mu,saved[i][j].sigma = update(saved[i][j].mu, saved[i][j].sigma, newInput[i][j], measurement_sig)
md[username] = predict_sig
else:
passed = False
print "fail"
md.close()
return passed, saved
"""
def analyzeNewInput(saved, newInput, username):
global measurement_sig
global predict_sig
p = np.copy(saved) # predict the next round of data
for i in range(len(p)):
for j in range(len(p[i])):
p[i][j] = predict(p[i][j][0], p[i][j][1], 0, predict_sig)
# m = np.copy(saved)
# m1 = [[random.uniform(0,5) for r in range(5)] for x in range(4)]
# for i in range(len(m)):
# for j in range(len(m[i])):
# m[i][j] = update(m[i][j][0], m[i][j][1], m1[i][j], measurement_sig)
# global md
md = shelve.open("DB/measurementDB", writeback=True)
predict_sig = md[username]
print "measurement", predict_sig
passed = False
# print "saved",saved
a = [0]*len(newInput[0])
b = [0]*len(newInput[0])
c = [0]*len(newInput[0])
print newInput
for j in range(len(newInput[0])):
for i in range(len(newInput)):
# if saved[i][j][1] != 0:
a[j] += (newInput[i][j] - p[i][j][0])**2 # - np.sqrt(saved[i][j][1]))/np.sqrt(saved[i][j][1])
# print "a[j] += " , newInput[i][j] ,"-", saved[i][j][0]
b[j] += 1./p[i][j][1]
a[j] = np.sqrt(a[j])
b[j] = np.sqrt(1./b[j])
c[j] = b[j]/2. - a[j]
# print "kalman a=",a
print "sum(b)=",sum(b)
print "sum(a)=",sum(a)
print "sum(c) = ",sum(c)
if sum(c)>0:
#ml,sl = meanAndVariance(a)
#predict_sig = sl
predict_sig = sum(b)/len(b)/20
print "measurement_sig=",measurement_sig
passed = True
print "passed"
for i in range(len(saved)):
for j in range(len(saved[i])):
saved[i][j] = predict(saved[i][j][0], saved[i][j][1],0, predict_sig)
saved[i][j] = update(saved[i][j][0],saved[i][j][1], newInput[i][j], measurement_sig)
else:
passed = False
print "failed"
md[username] = predict_sig
md.close()
return passed, saved
#md.close()"""