nyx_space/od/process/mod.rs
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/*
Nyx, blazing fast astrodynamics
Copyright (C) 2018-onwards Christopher Rabotin <christopher.rabotin@gmail.com>
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Affero General Public License as published
by the Free Software Foundation either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Affero General Public License for more details.
You should have received a copy of the GNU Affero General Public License
along with this program. If not, see <https://www.gnu.org/licenses/>.
*/
use crate::linalg::allocator::Allocator;
use crate::linalg::{DefaultAllocator, DimName};
use crate::md::trajectory::{Interpolatable, Traj};
pub use crate::od::estimate::*;
pub use crate::od::ground_station::*;
pub use crate::od::snc::*;
pub use crate::od::*;
use crate::propagators::PropInstance;
pub use crate::time::{Duration, Unit};
use anise::prelude::Almanac;
use indexmap::IndexSet;
use msr::sensitivity::TrackerSensitivity;
use snafu::prelude::*;
mod conf;
pub use conf::{IterationConf, SmoothingArc};
mod trigger;
pub use trigger::EkfTrigger;
mod rejectcrit;
use self::msr::TrackingDataArc;
pub use self::rejectcrit::ResidRejectCrit;
use std::collections::BTreeMap;
use std::marker::PhantomData;
use std::ops::Add;
mod export;
/// An orbit determination process. Note that everything passed to this structure is moved.
#[allow(clippy::upper_case_acronyms)]
pub struct ODProcess<
'a,
D: Dynamics,
MsrSize: DimName,
Accel: DimName,
K: Filter<D::StateType, Accel, MsrSize>,
Trk: TrackerSensitivity<D::StateType, D::StateType>,
> where
D::StateType:
Interpolatable + Add<OVector<f64, <D::StateType as State>::Size>, Output = D::StateType>,
<DefaultAllocator as Allocator<<D::StateType as State>::VecLength>>::Buffer<f64>: Send,
DefaultAllocator: Allocator<<D::StateType as State>::Size>
+ Allocator<<D::StateType as State>::VecLength>
+ Allocator<MsrSize>
+ Allocator<MsrSize, <D::StateType as State>::Size>
+ Allocator<MsrSize, MsrSize>
+ Allocator<<D::StateType as State>::Size, <D::StateType as State>::Size>
+ Allocator<Accel>
+ Allocator<Accel, Accel>
+ Allocator<<D::StateType as State>::Size, Accel>
+ Allocator<Accel, <D::StateType as State>::Size>,
{
/// PropInstance used for the estimation
pub prop: PropInstance<'a, D>,
/// Kalman filter itself
pub kf: K,
/// Tracking devices
pub devices: BTreeMap<String, Trk>,
/// Vector of estimates available after a pass
pub estimates: Vec<K::Estimate>,
/// Vector of residuals available after a pass
pub residuals: Vec<Option<Residual<MsrSize>>>,
pub ekf_trigger: Option<EkfTrigger>,
/// Residual rejection criteria allows preventing bad measurements from affecting the estimation.
pub resid_crit: Option<ResidRejectCrit>,
pub almanac: Arc<Almanac>,
init_state: D::StateType,
_marker: PhantomData<Accel>,
}
impl<
'a,
D: Dynamics,
MsrSize: DimName,
Accel: DimName,
K: Filter<D::StateType, Accel, MsrSize>,
Trk: TrackerSensitivity<D::StateType, D::StateType>,
> ODProcess<'a, D, MsrSize, Accel, K, Trk>
where
D::StateType:
Interpolatable + Add<OVector<f64, <D::StateType as State>::Size>, Output = D::StateType>,
<DefaultAllocator as Allocator<<D::StateType as State>::VecLength>>::Buffer<f64>: Send,
DefaultAllocator: Allocator<<D::StateType as State>::Size>
+ Allocator<<D::StateType as State>::VecLength>
+ Allocator<MsrSize>
+ Allocator<MsrSize, <D::StateType as State>::Size>
+ Allocator<MsrSize, MsrSize>
+ Allocator<<D::StateType as State>::Size, <D::StateType as State>::Size>
+ Allocator<Accel>
+ Allocator<Accel, Accel>
+ Allocator<<D::StateType as State>::Size, Accel>
+ Allocator<Accel, <D::StateType as State>::Size>,
{
/// Initialize a new orbit determination process with an optional trigger to switch from a CKF to an EKF.
pub fn new(
prop: PropInstance<'a, D>,
kf: K,
devices: BTreeMap<String, Trk>,
ekf_trigger: Option<EkfTrigger>,
resid_crit: Option<ResidRejectCrit>,
almanac: Arc<Almanac>,
) -> Self {
let init_state = prop.state;
Self {
prop: prop.quiet(),
kf,
devices,
estimates: Vec::with_capacity(10_000),
residuals: Vec::with_capacity(10_000),
ekf_trigger,
resid_crit,
almanac,
init_state,
_marker: PhantomData::<Accel>,
}
}
/// Initialize a new orbit determination process with an Extended Kalman filter. The switch from a classical KF to an EKF is based on the provided trigger.
pub fn ekf(
prop: PropInstance<'a, D>,
kf: K,
devices: BTreeMap<String, Trk>,
trigger: EkfTrigger,
resid_crit: Option<ResidRejectCrit>,
almanac: Arc<Almanac>,
) -> Self {
let init_state = prop.state;
Self {
prop: prop.quiet(),
kf,
devices,
estimates: Vec::with_capacity(10_000),
residuals: Vec::with_capacity(10_000),
ekf_trigger: Some(trigger),
resid_crit,
almanac,
init_state,
_marker: PhantomData::<Accel>,
}
}
/// Allows to smooth the provided estimates. Returns the smoothed estimates or an error.
///
/// Estimates must be ordered in chronological order. This function will smooth the
/// estimates from the last in the list to the first one.
pub fn smooth(&self, condition: SmoothingArc) -> Result<Vec<K::Estimate>, ODError> {
let l = self.estimates.len() - 1;
info!("Smoothing {} estimates until {}", l + 1, condition);
let mut smoothed = Vec::with_capacity(self.estimates.len());
// Set the first item of the smoothed estimates to the last estimate (we cannot smooth the very last estimate)
smoothed.push(self.estimates.last().unwrap().clone());
loop {
let k = l - smoothed.len();
// Borrow the previously smoothed estimate of the k+1 estimate
let sm_est_kp1 = &self.estimates[k + 1];
let x_kp1_l = sm_est_kp1.state_deviation();
let p_kp1_l = sm_est_kp1.covar();
// Borrow the k-th estimate, which we're smoothing with the next estimate
let est_k = &self.estimates[k];
// Borrow the k+1-th estimate, which we're smoothing with the next estimate
let est_kp1 = &self.estimates[k + 1];
// Check the smoother stopping condition
match condition {
SmoothingArc::Epoch(e) => {
// If the epoch of the next estimate is _before_ the stopping time, stop smoothing
if est_kp1.epoch() < e {
break;
}
}
SmoothingArc::TimeGap(gap_s) => {
if est_kp1.epoch() - est_k.epoch() > gap_s {
break;
}
}
SmoothingArc::Prediction => {
if est_kp1.predicted() {
break;
}
}
SmoothingArc::All => {}
}
// Compute the STM between both steps taken by the filter
// The filter will reset the STM between each estimate it computes, time update or measurement update.
// Therefore, the STM is simply the inverse of the one we used previously.
// est_kp1 is the estimate that used the STM from time k to time k+1. So the STM stored there
// is \Phi_{k \to k+1}. Let's invert that.
let phi_kp1_k = &est_kp1
.stm()
.clone()
.try_inverse()
.ok_or(ODError::SingularStateTransitionMatrix)?;
// Compute smoothed state deviation
let x_k_l = phi_kp1_k * x_kp1_l;
// Compute smoothed covariance
let p_k_l = phi_kp1_k * p_kp1_l * phi_kp1_k.transpose();
// Store into vector
let mut smoothed_est_k = est_k.clone();
// Compute the smoothed state deviation
smoothed_est_k.set_state_deviation(x_k_l);
// Compute the smoothed covariance
smoothed_est_k.set_covar(p_k_l);
// Move on
smoothed.push(smoothed_est_k);
if smoothed.len() == self.estimates.len() {
break;
}
}
// Note that we have yet to reverse the list, so we print them backward
info!(
"Smoothed {} estimates (from {} to {})",
smoothed.len(),
smoothed.last().unwrap().epoch(),
smoothed[0].epoch(),
);
// Now, let's add all of the other estimates so that the same indexing can be done
// between all the estimates and the smoothed estimates
if smoothed.len() < self.estimates.len() {
// Add the estimates that might have been skipped.
let mut k = self.estimates.len() - smoothed.len();
loop {
smoothed.push(self.estimates[k].clone());
if k == 0 {
break;
}
k -= 1;
}
}
// And reverse to maintain the order of estimates
smoothed.reverse();
Ok(smoothed)
}
/// Returns the root mean square of the prefit residual ratios
pub fn rms_residual_ratios(&self) -> f64 {
let mut sum = 0.0;
for residual in self.residuals.iter().flatten() {
sum += residual.ratio.powi(2);
}
(sum / (self.residuals.len() as f64)).sqrt()
}
/// Allows iterating on the filter solution. Requires specifying a smoothing condition to know where to stop the smoothing.
pub fn iterate_arc(
&mut self,
arc: &TrackingDataArc,
config: IterationConf,
) -> Result<(), ODError> {
let mut best_rms = self.rms_residual_ratios();
let mut previous_rms = best_rms;
let mut divergence_cnt = 0;
let mut iter_cnt = 0;
loop {
if best_rms <= config.absolute_tol {
info!("*****************");
info!("*** CONVERGED ***");
info!("*****************");
info!(
"Filter converged to absolute tolerance ({:.2e} < {:.2e}) after {} iterations",
best_rms, config.absolute_tol, iter_cnt
);
break;
}
iter_cnt += 1;
// Prevent infinite loop when iterating prior to turning on the EKF.
if let Some(trigger) = &mut self.ekf_trigger {
trigger.reset();
}
info!("***************************");
info!("*** Iteration number {iter_cnt:02} ***");
info!("***************************");
// First, smooth the estimates
let smoothed = self.smooth(config.smoother)?;
// Reset the propagator
self.prop.state = self.init_state;
// Empty the estimates and add the first smoothed estimate as the initial estimate
self.estimates = Vec::with_capacity(arc.measurements.len().max(self.estimates.len()));
self.residuals = Vec::with_capacity(arc.measurements.len().max(self.estimates.len()));
self.kf.set_previous_estimate(&smoothed[0]);
// And re-run the filter
self.process_arc(arc)?;
// Compute the new RMS
let new_rms = self.rms_residual_ratios();
let cur_rms_num = (new_rms - previous_rms).abs();
let cur_rel_rms = cur_rms_num / previous_rms;
if cur_rel_rms < config.relative_tol || cur_rms_num < config.absolute_tol * best_rms {
if previous_rms < best_rms {
best_rms = previous_rms;
}
info!("*****************");
info!("*** CONVERGED ***");
info!("*****************");
info!(
"New residual RMS: {:.5}\tPrevious RMS: {:.5}\tBest RMS: {:.5}",
new_rms, previous_rms, best_rms
);
if cur_rel_rms < config.relative_tol {
info!(
"Filter converged on relative tolerance ({:.2e} < {:.2e}) after {} iterations",
cur_rel_rms, config.relative_tol, iter_cnt
);
} else {
info!(
"Filter converged on relative change ({:.2e} < {:.2e} * {:.2e}) after {} iterations",
cur_rms_num, config.absolute_tol, best_rms, iter_cnt
);
}
break;
} else if new_rms > previous_rms {
warn!(
"New residual RMS: {:.5}\tPrevious RMS: {:.5}\tBest RMS: {:.5} ({cur_rel_rms:.2e} > {:.2e})",
new_rms, previous_rms, best_rms, config.relative_tol
);
divergence_cnt += 1;
previous_rms = new_rms;
if divergence_cnt >= config.max_divergences {
let msg = format!(
"Filter iterations have continuously diverged {} times: {}",
config.max_divergences, config
);
if config.force_failure {
return Err(ODError::Diverged {
loops: config.max_divergences,
});
} else {
error!("{}", msg);
break;
}
} else {
warn!("Filter iteration caused divergence {} of {} acceptable subsequent divergences", divergence_cnt, config.max_divergences);
}
} else {
info!(
"New residual RMS: {:.5}\tPrevious RMS: {:.5}\tBest RMS: {:.5} ({cur_rel_rms:.2e} > {:.2e})",
new_rms, previous_rms, best_rms, config.relative_tol
);
// Reset the counter
divergence_cnt = 0;
previous_rms = new_rms;
if previous_rms < best_rms {
best_rms = previous_rms;
}
}
if iter_cnt >= config.max_iterations {
let msg = format!(
"Filter has iterated {} times but failed to reach filter convergence criteria: {}",
config.max_iterations, config
);
if config.force_failure {
return Err(ODError::Diverged {
loops: config.max_divergences,
});
} else {
error!("{}", msg);
break;
}
}
}
Ok(())
}
/// Process the provided measurements for this orbit determination process given the associated devices.
///
/// # Argument details
/// + The measurements must be a list mapping the name of the measurement device to the measurement itself.
/// + The name of all measurement devices must be present in the provided devices, i.e. the key set of `devices` must be a superset of the measurement device names present in the list.
/// + The maximum step size to ensure we don't skip any measurements.
#[allow(clippy::erasing_op)]
pub fn process_arc(&mut self, arc: &TrackingDataArc) -> Result<(), ODError> {
let measurements = &arc.measurements;
ensure!(
measurements.len() >= 2,
TooFewMeasurementsSnafu {
need: 2_usize,
action: "running a Kalman filter"
}
);
let max_step = match arc.min_duration_sep() {
Some(step_size) => step_size,
None => {
return Err(ODError::TooFewMeasurements {
action: "determining the minimum step size",
need: 2,
})
}
};
ensure!(
!max_step.is_negative() && max_step != Duration::ZERO,
StepSizeSnafu { step: max_step }
);
// Start by propagating the estimator.
let num_msrs = measurements.len();
// Update the step size of the navigation propagator if it isn't already fixed step
if !self.prop.fixed_step {
self.prop.set_step(max_step, false);
}
// let prop_time = measurements[num_msrs - 1].1.epoch() - self.kf.previous_estimate().epoch();
let prop_time = arc.end_epoch().unwrap() - self.kf.previous_estimate().epoch();
info!("Navigation propagating for a total of {prop_time} with step size {max_step}");
let mut epoch = self.prop.state.epoch();
let mut reported = [false; 11];
reported[0] = true; // Prevent showing "0% done"
info!("Processing {num_msrs} measurements with covariance mapping");
// We'll build a trajectory of the estimated states. This will be used to compute the measurements.
let mut traj: Traj<D::StateType> = Traj::new();
let mut msr_accepted_cnt: usize = 0;
let tick = Epoch::now().unwrap();
for (msr_cnt, (epoch_ref, msr)) in measurements.iter().enumerate() {
let next_msr_epoch = *epoch_ref;
// Advance the propagator
loop {
let delta_t = next_msr_epoch - epoch;
// Propagator for the minimum time between the maximum step size, the next step size, and the duration to the next measurement.
let next_step_size = delta_t.min(self.prop.step_size).min(max_step);
// Remove old states from the trajectory
// This is a manual implementation of `retaint` because we know it's a sorted vec, so no need to resort every time
let mut index = traj.states.len();
while index > 0 {
index -= 1;
if traj.states[index].epoch() >= epoch {
break;
}
}
traj.states.truncate(index);
debug!("propagate for {next_step_size} (Δt to next msr: {delta_t})");
let (_, traj_covar) = self
.prop
.for_duration_with_traj(next_step_size)
.context(ODPropSnafu)?;
for state in traj_covar.states {
// NOTE: At the time being, only spacecraft estimation is possible, and the trajectory will always be the exact state
// that was propagated. Even once ground station biases are estimated, these won't go through the propagator.
traj.states.push(state);
}
// Now that we've advanced the propagator, let's see whether we're at the time of the next measurement.
// Extract the state and update the STM in the filter.
let nominal_state = self.prop.state;
// Get the datetime and info needed to compute the theoretical measurement according to the model
epoch = nominal_state.epoch();
// Perform a measurement update
if nominal_state.epoch() == next_msr_epoch {
// Get the computed observations
match self.devices.get_mut(&msr.tracker) {
Some(device) => {
if let Some(computed_meas) =
device.measure(epoch, &traj, None, self.almanac.clone())?
{
let msr_types = device.measurement_types();
// Switch back from extended if necessary
if let Some(trigger) = &mut self.ekf_trigger {
if self.kf.is_extended() && trigger.disable_ekf(epoch) {
self.kf.set_extended(false);
info!("EKF disabled @ {epoch}");
}
}
// Perform several measurement updates to ensure the desired dimensionality.
let windows = msr_types.len() / MsrSize::USIZE;
let mut msr_rejected = false;
for wno in 0..=windows {
let mut cur_msr_types = IndexSet::new();
for msr_type in msr_types
.iter()
.copied()
.skip(wno * MsrSize::USIZE)
.take(MsrSize::USIZE)
{
cur_msr_types.insert(msr_type);
}
if cur_msr_types.is_empty() {
// We've processed all measurements.
break;
}
// Check that the observation is valid.
for val in msr.observation::<MsrSize>(&cur_msr_types).iter() {
ensure!(
val.is_finite(),
InvalidMeasurementSnafu {
epoch: next_msr_epoch,
val: *val
}
);
}
let h_tilde = device
.h_tilde::<MsrSize>(
msr,
&cur_msr_types,
&nominal_state,
self.almanac.clone(),
)
.unwrap();
self.kf.update_h_tilde(h_tilde);
match self.kf.measurement_update(
nominal_state,
&msr.observation(&cur_msr_types),
&computed_meas.observation(&cur_msr_types),
device.measurement_covar_matrix(&cur_msr_types, epoch)?,
self.resid_crit,
) {
Ok((estimate, mut residual)) => {
debug!("processed measurement #{msr_cnt} for {cur_msr_types:?} @ {epoch} from {}", device.name());
residual.tracker = Some(device.name());
residual.msr_types = cur_msr_types;
if residual.rejected {
msr_rejected = true;
}
// Switch to EKF if necessary, and update the dynamics and such
// Note: we call enable_ekf first to ensure that the trigger gets
// called in case it needs to save some information (e.g. the
// StdEkfTrigger needs to store the time of the previous measurement).
if let Some(trigger) = &mut self.ekf_trigger {
if trigger.enable_ekf(&estimate)
&& !self.kf.is_extended()
{
self.kf.set_extended(true);
if !estimate.within_3sigma() {
warn!("EKF enabled @ {epoch} but filter DIVERGING");
} else {
info!("EKF enabled @ {epoch}");
}
}
if self.kf.is_extended() {
self.prop.state = self.prop.state
+ estimate.state_deviation();
}
}
self.prop.state.reset_stm();
self.estimates.push(estimate);
self.residuals.push(Some(residual));
}
Err(e) => return Err(e),
}
}
if !msr_rejected {
msr_accepted_cnt += 1;
}
} else {
warn!("Real observation exists @ {epoch} but simulated {} does not see it -- ignoring measurement", msr.tracker);
}
}
None => {
error!("Tracking arc references {} which is not in the list of configured devices", msr.tracker)
}
}
let msr_prct = (10.0 * (msr_cnt as f64) / (num_msrs as f64)) as usize;
if !reported[msr_prct] {
let num_rejected = msr_cnt - msr_accepted_cnt.saturating_sub(1);
let msg = format!(
"{:>3}% done - {msr_accepted_cnt:.0} measurements accepted, {:.0} rejected",
10 * msr_prct, num_rejected
);
if msr_accepted_cnt < num_rejected {
warn!("{msg}");
} else {
info!("{msg}");
}
reported[msr_prct] = true;
}
break;
} else {
// No measurement can be used here, let's just do a time update and continue advancing the propagator.
debug!("time update {epoch}");
match self.kf.time_update(nominal_state) {
Ok(est) => {
// State deviation is always zero for an EKF time update
// therefore we don't do anything different for an extended filter
self.estimates.push(est);
// We push None so that the residuals and estimates are aligned
self.residuals.push(None);
}
Err(e) => return Err(e),
}
self.prop.state.reset_stm();
}
}
}
// Always report the 100% mark
if !reported[10] {
let tock_time = Epoch::now().unwrap() - tick;
info!(
"100% done - {msr_accepted_cnt:.0} measurements accepted, {:.0} rejected (done in {tock_time})",
num_msrs - msr_accepted_cnt
);
}
Ok(())
}
/// Continuously predicts the trajectory until the provided end epoch, with covariance mapping at each step. In other words, this performs a time update.
pub fn predict_until(&mut self, step: Duration, end_epoch: Epoch) -> Result<(), ODError> {
let prop_time = end_epoch - self.kf.previous_estimate().epoch();
info!("Mapping covariance for {prop_time} with {step} step");
loop {
let mut epoch = self.prop.state.epoch();
if epoch + self.prop.details.step > end_epoch {
self.prop.until_epoch(end_epoch).context(ODPropSnafu)?;
} else {
self.prop.for_duration(step).context(ODPropSnafu)?;
}
// Perform time update
// Extract the state and update the STM in the filter.
let nominal_state = self.prop.state;
// Get the datetime and info needed to compute the theoretical measurement according to the model
epoch = nominal_state.epoch();
// No measurement can be used here, let's just do a time update
debug!("time update {epoch}");
match self.kf.time_update(nominal_state) {
Ok(est) => {
// State deviation is always zero for an EKF time update
// therefore we don't do anything different for an extended filter
self.estimates.push(est);
self.residuals.push(None);
}
Err(e) => return Err(e),
}
self.prop.state.reset_stm();
if epoch == end_epoch {
break;
}
}
Ok(())
}
/// Continuously predicts the trajectory for the provided duration, with covariance mapping at each step. In other words, this performs a time update.
pub fn predict_for(&mut self, step: Duration, duration: Duration) -> Result<(), ODError> {
let end_epoch = self.kf.previous_estimate().epoch() + duration;
self.predict_until(step, end_epoch)
}
/// Builds the navigation trajectory for the estimated state only
pub fn to_traj(&self) -> Result<Traj<D::StateType>, NyxError>
where
DefaultAllocator: Allocator<<D::StateType as State>::VecLength>,
{
if self.estimates.is_empty() {
Err(NyxError::NoStateData {
msg: "No navigation trajectory to generate: run the OD process first".to_string(),
})
} else {
Ok(Traj {
states: self
.estimates
.iter()
.map(|est| est.nominal_state())
.collect(),
name: None,
})
}
}
}
impl<
'a,
D: Dynamics,
MsrSize: DimName,
Accel: DimName,
K: Filter<D::StateType, Accel, MsrSize>,
Trk: TrackerSensitivity<D::StateType, D::StateType>,
> ODProcess<'a, D, MsrSize, Accel, K, Trk>
where
D::StateType:
Interpolatable + Add<OVector<f64, <D::StateType as State>::Size>, Output = D::StateType>,
<DefaultAllocator as Allocator<<D::StateType as State>::VecLength>>::Buffer<f64>: Send,
DefaultAllocator: Allocator<<D::StateType as State>::Size>
+ Allocator<<D::StateType as State>::VecLength>
+ Allocator<MsrSize>
+ Allocator<MsrSize, <D::StateType as State>::Size>
+ Allocator<MsrSize, MsrSize>
+ Allocator<<D::StateType as State>::Size, <D::StateType as State>::Size>
+ Allocator<Accel>
+ Allocator<Accel, Accel>
+ Allocator<<D::StateType as State>::Size, Accel>
+ Allocator<Accel, <D::StateType as State>::Size>,
{
pub fn ckf(
prop: PropInstance<'a, D>,
kf: K,
devices: BTreeMap<String, Trk>,
resid_crit: Option<ResidRejectCrit>,
almanac: Arc<Almanac>,
) -> Self {
let init_state = prop.state;
Self {
prop: prop.quiet(),
kf,
devices,
estimates: Vec::with_capacity(10_000),
residuals: Vec::with_capacity(10_000),
resid_crit,
ekf_trigger: None,
init_state,
almanac,
_marker: PhantomData::<Accel>,
}
}
}