UnscentedTransformationHarness.cpp File Reference

Detailed Description

Tests of UnscentedTransformation.

Sanity test

This is a sanity check of the unscented transformation. A random multivariate Gaussian distribution is generated. The unscented transformation is then used to propagate it through the trivial sanityModel.

Results are as follows:

mean(x)
[10](-0.950766,-3.44803,3.78549,0.940923,-1.77854,1.94595,-2.79131,4.18122,2.89861,-0.157974)
cov(x)
[10,10]((22.501,8.52122,7.9985,5.57765,11.9434,17.1223,12.8676,2.22982,0.975723,9.94315),(8.52122,7.43077,4.57982,8.23971,7.60942,15.4416,10.2499,1.84019,9.93574,7.33124),(7.9985,4.57982,8.05545,12.8964,12.4251,10.8098,7.46194,4.18468,11.5756,11.5633),(5.57765,8.23971,12.8964,50.9559,29.3453,36.7076,19.354,18.1084,48.0246,33.5314),(11.9434,7.60942,12.4251,29.3453,23.4569,28.873,15.8987,14.0912,29.9796,26.8267),(17.1223,15.4416,10.8098,36.7076,28.873,74.4893,35.4313,42.4353,65.9517,55.3457),(12.8676,10.2499,7.46194,19.354,15.8987,35.4313,24.3122,25.9576,39.6792,34.2886),(2.22982,1.84019,4.18468,18.1084,14.0912,42.4353,25.9576,72.0903,71.5283,73.693),(0.975723,9.93574,11.5756,48.0246,29.9796,65.9517,39.6792,71.5283,110.702,92.211),(9.94315,7.33124,11.5633,33.5314,26.8267,55.3457,34.2886,73.693,92.211,101.029))
sample mean(f(x))
[10](-0.92016,-3.42902,3.75612,0.832856,-1.8518,1.86501,-2.79917,4.07855,2.78576,-0.215624)
sample cov(f(x))
[10,10]((22.4829,8.41213,7.93332,5.08716,11.6717,16.3656,12.3191,1.45991,-0.121613,9.32162),(8.41213,7.37787,4.57756,8.1947,7.55407,15.0552,9.93662,1.33465,9.36255,6.95935),(7.93332,4.57756,8.07919,12.8413,12.4146,10.6469,7.34807,3.88118,11.4362,11.4587),(5.08716,8.1947,12.8413,51.2631,29.2985,36.2559,18.936,16.7663,47.5438,32.4185),(11.6717,7.55407,12.4146,29.2985,23.3699,28.3719,15.5376,13.1934,29.5289,26.2523),(16.3656,15.0552,10.6469,36.2559,28.3719,72.5387,34.082,40.1299,63.8792,53.3274),(12.3191,9.93662,7.34807,18.936,15.5376,34.082,23.3675,24.695,38.3162,33.1527),(1.45991,1.33465,3.88118,16.7663,13.1934,40.1299,24.695,70.3283,69.4979,71.7375),(-0.121613,9.36255,11.4362,47.5438,29.5289,63.8792,38.3162,69.4979,109.112,90.4555),(9.32162,6.95935,11.4587,32.4185,26.2523,53.3274,33.1527,71.7375,90.4555,99.6449))
unscented mean(f(x))
[10](-0.950766,-3.44803,3.78549,0.940923,-1.77854,1.94595,-2.79131,4.18122,2.89861,-0.157974)
unscented cov(f(x))
[10,10]((22.501,8.52122,7.9985,5.57765,11.9434,17.1223,12.8676,2.22982,0.975723,9.94315),(8.52122,7.43077,4.57982,8.23971,7.60942,15.4416,10.2499,1.84019,9.93574,7.33124),(7.9985,4.57982,8.05545,12.8964,12.4251,10.8098,7.46194,4.18468,11.5756,11.5633),(5.57765,8.23971,12.8964,50.9559,29.3453,36.7076,19.354,18.1084,48.0246,33.5314),(11.9434,7.60942,12.4251,29.3453,23.4569,28.873,15.8987,14.0912,29.9796,26.8267),(17.1223,15.4416,10.8098,36.7076,28.873,74.4893,35.4313,42.4353,65.9517,55.3457),(12.8676,10.2499,7.46194,19.354,15.8987,35.4313,24.3122,25.9576,39.6792,34.2886),(2.22982,1.84019,4.18468,18.1084,14.0912,42.4353,25.9576,72.0903,71.5283,73.693),(0.975723,9.93574,11.5756,48.0246,29.9796,65.9517,39.6792,71.5283,110.702,92.211),(9.94315,7.33124,11.5633,33.5314,26.8267,55.3457,34.2886,73.693,92.211,101.029))

Linear test

Propagation through linearModel.

Results are as follows:

mean(x)
[10](-0.950766,-3.44803,3.78549,0.940923,-1.77854,1.94595,-2.79131,4.18122,2.89861,-0.157974)
cov(x)
[10,10]((22.501,8.52122,7.9985,5.57765,11.9434,17.1223,12.8676,2.22982,0.975723,9.94315),(8.52122,7.43077,4.57982,8.23971,7.60942,15.4416,10.2499,1.84019,9.93574,7.33124),(7.9985,4.57982,8.05545,12.8964,12.4251,10.8098,7.46194,4.18468,11.5756,11.5633),(5.57765,8.23971,12.8964,50.9559,29.3453,36.7076,19.354,18.1084,48.0246,33.5314),(11.9434,7.60942,12.4251,29.3453,23.4569,28.873,15.8987,14.0912,29.9796,26.8267),(17.1223,15.4416,10.8098,36.7076,28.873,74.4893,35.4313,42.4353,65.9517,55.3457),(12.8676,10.2499,7.46194,19.354,15.8987,35.4313,24.3122,25.9576,39.6792,34.2886),(2.22982,1.84019,4.18468,18.1084,14.0912,42.4353,25.9576,72.0903,71.5283,73.693),(0.975723,9.93574,11.5756,48.0246,29.9796,65.9517,39.6792,71.5283,110.702,92.211),(9.94315,7.33124,11.5633,33.5314,26.8267,55.3457,34.2886,73.693,92.211,101.029))
sample mean(f(x))
[10](-2.83393,-10.4119,11.3056,2.57634,-5.43561,5.74272,-8.4987,12.462,8.37407,-0.700304)
sample covariance(f(x))
[10,10]((202.191,76.6357,72.5294,51.65,108.731,158.15,116.599,24.82,13.2462,93.6473),(76.6357,66.2907,40.9088,73.2667,68.1154,140.251,92.7194,21.3295,92.5323,70.5147),(72.5294,40.9088,72.5151,115.665,112.489,101.282,68.3366,42.545,107.978,108.608),(51.65,73.2667,115.665,453.454,263.122,333.185,175.025,171.408,434.01,307.366),(108.731,68.1154,112.489,263.122,212.466,265.114,145.245,135.593,275.938,249.474),(158.15,140.251,101.282,333.185,265.114,678.434,325.609,399.698,609.894,518.559),(116.599,92.7194,68.3366,175.025,145.245,325.609,222.221,243.305,366.041,317.749),(24.82,21.3295,42.545,171.408,135.593,399.698,243.305,659.411,661.091,677.708),(13.2462,92.5323,107.978,434.01,275.938,609.894,366.041,661.091,1013.9,847.682),(93.6473,70.5147,108.608,307.366,249.474,518.559,317.749,677.708,847.682,924.91))
unscented mean(f(x))
[10](-2.8523,-10.3441,11.3565,2.82277,-5.33563,5.83785,-8.37393,12.5437,8.69584,-0.473922)
unscented cov(f(x))
[10,10]((202.509,76.691,71.9865,50.1988,107.491,154.101,115.808,20.0684,8.7815,89.4884),(76.691,66.8769,41.2183,74.1574,68.4848,138.975,92.2494,16.5617,89.4216,65.9812),(71.9865,41.2183,72.4991,116.068,111.826,97.2882,67.1575,37.6621,104.18,104.07),(50.1988,74.1574,116.068,458.603,264.107,330.369,174.186,162.976,432.222,301.783),(107.491,68.4848,111.826,264.107,211.112,259.857,143.088,126.821,269.816,241.44),(154.101,138.975,97.2882,330.369,259.857,670.404,318.882,381.918,593.565,498.112),(115.808,92.2494,67.1575,174.186,143.088,318.882,218.81,233.618,357.113,308.597),(20.0684,16.5617,37.6621,162.976,126.821,381.918,233.618,648.813,643.754,663.237),(8.7815,89.4216,104.18,432.222,269.816,593.565,357.113,643.754,996.317,829.899),(89.4884,65.9812,104.07,301.783,241.44,498.112,308.597,663.237,829.899,909.262))

Nonlinear test

Propagation through nonlinearModel.

Results are as follows:

mean(x)
[10](-0.950766,-3.44803,3.78549,0.940923,-1.77854,1.94595,-2.79131,4.18122,2.89861,-0.157974)
cov(x)
[10,10]((22.501,8.52122,7.9985,5.57765,11.9434,17.1223,12.8676,2.22982,0.975723,9.94315),(8.52122,7.43077,4.57982,8.23971,7.60942,15.4416,10.2499,1.84019,9.93574,7.33124),(7.9985,4.57982,8.05545,12.8964,12.4251,10.8098,7.46194,4.18468,11.5756,11.5633),(5.57765,8.23971,12.8964,50.9559,29.3453,36.7076,19.354,18.1084,48.0246,33.5314),(11.9434,7.60942,12.4251,29.3453,23.4569,28.873,15.8987,14.0912,29.9796,26.8267),(17.1223,15.4416,10.8098,36.7076,28.873,74.4893,35.4313,42.4353,65.9517,55.3457),(12.8676,10.2499,7.46194,19.354,15.8987,35.4313,24.3122,25.9576,39.6792,34.2886),(2.22982,1.84019,4.18468,18.1084,14.0912,42.4353,25.9576,72.0903,71.5283,73.693),(0.975723,9.93574,11.5756,48.0246,29.9796,65.9517,39.6792,71.5283,110.702,92.211),(9.94315,7.33124,11.5633,33.5314,26.8267,55.3457,34.2886,73.693,92.211,101.029))
sample mean(f(x))
[10](23.2728,19.3027,22.8439,51.3671,26.8118,77.4452,32.1875,88.1683,117.608,100.683)
sample cov(f(x))
[10,10]((1095.74,255.393,9.77146,71.7553,371.62,602.503,513.288,136.291,191.396,385.62),(255.393,460.905,-200.715,24.8852,305.322,97.195,608.817,-75.4512,-192.925,138.287),(9.77146,-200.715,622.26,545.954,-14.4115,584.774,-210.902,269.176,741.439,211.044),(71.7553,24.8852,545.954,5259.86,1556.68,2989.12,540.309,807.68,4937.34,2119),(371.62,305.322,-14.4115,1556.68,1432.01,1390.32,848.027,-19.4754,1220.43,1549.74),(602.503,97.195,584.774,2989.12,1390.32,12368,1860.63,4888.22,10151.3,6148.96),(513.288,608.817,-210.902,540.309,848.027,1860.63,1993.47,253.261,1935.08,2639.49),(136.291,-75.4512,269.176,807.68,-19.4754,4888.22,253.261,15517.9,13889.6,11140.5),(191.396,-192.925,741.439,4937.34,1220.43,10151.3,1935.08,13889.6,28415.7,17169.1),(385.62,138.287,211.044,2119,1549.74,6148.96,2639.49,11140.5,17169.1,21286))
unscented mean(f(x))
[10](23.4049,19.3197,22.3854,51.8413,26.6201,78.2761,32.1036,89.5729,119.104,101.054)
unscented cov(f(x))
[10,10]((1093.95,446.139,247.361,2273.16,1136.39,3225.45,1230.69,3208.74,4971.04,4552.48),(446.139,463.808,-119.396,650.355,535.264,692.592,755.92,965.253,1247.99,1517.42),(247.361,-119.396,591.519,1004.69,43.2959,1518.61,76.3056,1426.38,2291.57,1600.01),(2273.16,650.355,1004.69,5373.48,2194.11,7860.2,2274.38,7631.83,11805.8,10276.1),(1136.39,535.264,43.2959,2194.11,1397.25,3094.87,1456.29,2962.88,4575.24,4769.81),(3225.45,692.592,1518.61,7860.2,3094.87,12225.6,2852.18,12121,17980.2,14983.1),(1230.69,755.92,76.3056,2274.38,1456.29,2852.18,1939.87,2293.54,4098.65,4972.96),(3208.74,965.253,1426.38,7631.83,2962.88,12121,2293.54,15435.3,19428.7,14371.7),(4971.04,1247.99,2291.57,11805.8,4575.24,17980.2,4098.65,19428.7,28230.3,22199.3),(4552.48,1517.42,1600.01,10276.1,4769.81,14983.1,4972.96,14371.7,22199.3,20423.9))

Definition in file UnscentedTransformationHarness.cpp.

Go to the source code of this file.

Functions

int main (int argc, const char *argv[])
 Run tests.

Variables

unsigned int M = 10
 Dimensionality of the Gaussian.
unsigned int N = 10000
 Number of samples to take for sampling output distribution.
SanityModel sanityModel
 Sanity check function $f(x) = x$ for testing.
LinearModel linearModel
 Linear function $f(x) = 3x$ for testing.
NonlinearModel nonlinearModel
 Nonlinear function $f(x) = x^2$ for testing.

Function Documentation

int main ( int  argc,
const char *  argv[] 
)

Run tests.

Definition at line 94 of file UnscentedTransformationHarness.cpp.

Variable Documentation

LinearModel linearModel

Linear function $f(x) = 3x$ for testing.

unsigned int M = 10

Dimensionality of the Gaussian.

Definition at line 54 of file UnscentedTransformationHarness.cpp.

unsigned int N = 10000

Number of samples to take for sampling output distribution.

Definition at line 59 of file UnscentedTransformationHarness.cpp.

NonlinearModel nonlinearModel

Nonlinear function $f(x) = x^2$ for testing.

SanityModel sanityModel

Sanity check function $f(x) = x$ for testing.

Generated on Wed Dec 17 15:05:50 2008 for dysii Filtering Test Suite by  doxygen 1.5.3