combine residual calculation from openpilot (#116)

* combine resiudals and remove scipy

* fix usage

* update walkthrough

Co-authored-by: Kurt Nistelberger <[email protected]>

examples/Kalman.ipynb

@@ -137,7 +137,8 @@
     }
    ],
    "source": [
-    "from laika.raw_gnss import process_measurements, correct_measurements, calc_pos_fix\n",
+    "from laika.raw_gnss import process_measurements, correct_measurements\n",
+    "from laika.opt import calc_pos_fix\n",
     "from tqdm.auto import tqdm\n",
     "\n",
     "# We want to group measurements by measurement epoch\n",
@@ -305,4 +306,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 4
-}
+}

examples/Walkthrough.ipynb

@@ -180,6 +180,7 @@
    "outputs": [],
    "source": [
     "import laika.raw_gnss as raw\n",
+    "import laika.opt as opt\n",
     "import laika.helpers as helpers\n",
     "\n",
     "# this example data is the from the example segment\n",
@@ -351,12 +352,12 @@
     "corrected_measurements_by_epoch = []\n",
     "for meas_epoch in measurements_by_epoch[::10]:\n",
     "    processed = raw.process_measurements(meas_epoch, dog)\n",
-    "    est_pos = raw.calc_pos_fix(processed)[0][:3]\n",
+    "    est_pos = opt.calc_pos_fix(processed)[0][:3]\n",
     "    corrected = raw.correct_measurements(meas_epoch, est_pos, dog)\n",
     "    corrected_measurements_by_epoch.append(corrected)\n",
-    "    pos_solutions.append(raw.calc_pos_fix(corrected))\n",
+    "    pos_solutions.append(opt.calc_pos_fix(corrected))\n",
     "    # you need an estimate position to calculate a velocity fix\n",
-    "    vel_solutions.append(raw.calc_vel_fix(corrected, pos_solutions[-1][0]))"
+    "    vel_solutions.append(opt.calc_vel_fix(corrected, pos_solutions[-1][0]))"
    ]
   },
   {

laika/dgps.py

@@ -5,6 +5,7 @@
 from .gps_time import GPSTime
 from .constants import SECS_IN_YEAR
 from . import raw_gnss as raw
+from . import opt
 from .rinex_file import RINEXFile
 from .downloader import download_cors_coords
 from .helpers import get_constellation
@@ -107,8 +108,9 @@ def parse_dgps(station_id, station_obs_file_path, dog, max_distance=100000, requ
     station_delays[signal] = {}
     for i, proc_measurement in enumerate(proc_measurements):
       times.append(proc_measurement[0].recv_time)
-      Fx_pos = raw.pr_residual(proc_measurement, signal=signal)
-      residual = -np.array(Fx_pos(list(station_pos) + [0, 0]))
+      Fx_pos = opt.pr_residual(proc_measurement, signal=signal)
+      residual, _ = Fx_pos(list(station_pos) + [0,0])
+      residual = -np.array(residual)
       for j, m in enumerate(proc_measurement):
         prn = m.prn
         if prn not in station_delays[signal]:

laika/opt.py

@@ -0,0 +1,191 @@
+import sympy
+import numpy as np
+from typing import List
+
+from .constants import EARTH_ROTATION_RATE, SPEED_OF_LIGHT
+from .helpers import ConstellationId
+from .raw_gnss import GNSSMeasurement
+
+
+def gauss_newton(fun, b, xtol=1e-8, max_n=25):
+  for _ in range(max_n):
+    # Compute function and jacobian on current estimate
+    r, J = fun(b)
+
+    # Update estimate
+    delta = np.linalg.pinv(J) @ r
+    b -= delta
+
+    # Check step size for stopping condition
+    if np.linalg.norm(delta) < xtol:
+      break
+  return b
+
+
+def calc_pos_fix(measurements, posfix_functions=None, x0=None, no_weight=False, signal='C1C', min_measurements=6):
+  '''
+  Calculates gps fix using gauss newton method
+  To solve the problem a minimal of 4 measurements are required.
+    If Glonass is included 5 are required to solve for the additional free variable.
+  returns:
+  0 -> list with positions
+  1 -> pseudorange errs
+  '''
+  if x0 is None:
+    x0 = [0, 0, 0, 0, 0]
+
+  if len(measurements) < min_measurements:
+    return [],[]
+
+  Fx_pos = pr_residual(measurements, posfix_functions, signal=signal, no_weight=no_weight, no_nans=True)
+  x = gauss_newton(Fx_pos, x0)
+  residual, _ = Fx_pos(x, no_weight=True)
+  return x.tolist(), residual.tolist()
+
+
+def calc_vel_fix(measurements, est_pos, velfix_function=None, v0=None, no_weight=False, signal='D1C', min_measurements=6):
+  '''
+  Calculates gps velocity fix using gauss newton method
+  returns:
+  0 -> list with velocities
+  1 -> pseudorange_rate errs
+  '''
+  if v0 is None:
+    v0 = [0, 0, 0, 0]
+
+  if len(measurements) < min_measurements:
+    return [], []
+
+  Fx_vel = prr_residual(measurements, est_pos, velfix_function, signal=signal, no_weight=no_weight, no_nans=True)
+  v = gauss_newton(Fx_vel, v0)
+  residual, _ = Fx_vel(v, no_weight=True)
+  return v.tolist(), residual.tolist()
+
+
+def get_posfix_sympy_fun(constellation):
+  # Unknowns
+  x, y, z = sympy.Symbol('x'), sympy.Symbol('y'), sympy.Symbol('z')
+  bc = sympy.Symbol('bc')
+  bg = sympy.Symbol('bg')
+  zero_theta = sympy.Symbol('zero_theta')
+  var = [x, y, z, bc, bg]
+
+  # Knowns
+  pr = sympy.Symbol('pr')
+  sat_x, sat_y, sat_z = sympy.Symbol('sat_x'), sympy.Symbol('sat_y'), sympy.Symbol('sat_z')
+  weight = sympy.Symbol('weight')
+
+  theta = (EARTH_ROTATION_RATE * (pr - bc) / SPEED_OF_LIGHT)*zero_theta
+  val = sympy.sqrt(
+    (sat_x * sympy.cos(theta) + sat_y * sympy.sin(theta) - x) ** 2 +
+    (sat_y * sympy.cos(theta) - sat_x * sympy.sin(theta) - y) ** 2 +
+    (sat_z - z) ** 2
+  )
+
+  if constellation == ConstellationId.GLONASS:
+    res = weight * (val - (pr - bc - bg))
+  elif constellation == ConstellationId.GPS:
+    res = weight * (val - (pr - bc))
+  else:
+    raise NotImplementedError(f"Constellation {constellation} not supported")
+
+  res = [res] + [sympy.diff(res, v) for v in var]
+
+  return sympy.lambdify([x, y, z, bc, bg, pr, zero_theta, sat_x, sat_y, sat_z, weight], res, modules=["numpy"])
+
+
+def get_velfix_sympy_func():
+  # implementing this without sympy.Matrix gives a 2x speedup at generation
+
+  # knowns, receiver position, satellite position, satellite velocity
+  ep_x, ep_y, ep_z = sympy.Symbol('ep_x'), sympy.Symbol('ep_y'), sympy.Symbol('ep_z')
+  est_pos = np.array([ep_x, ep_y, ep_z])
+  sp_x, sp_y, sp_z = sympy.Symbol('sp_x'), sympy.Symbol('sp_y'), sympy.Symbol('sp_z')
+  sat_pos = np.array([sp_x, sp_y, sp_z])
+  sv_x, sv_y, sv_z = sympy.Symbol('sv_x'), sympy.Symbol('sv_y'), sympy.Symbol('sv_z')
+  sat_vel = np.array([sv_x, sv_y, sv_z])
+  observables = sympy.Symbol('observables')
+  weight = sympy.Symbol('weight')
+
+  # unknown, receiver velocity
+  v_x, v_y, v_z = sympy.Symbol('v_x'), sympy.Symbol('v_y'), sympy.Symbol('v_z')
+  vel = np.array([v_x, v_y, v_z])
+  vel_o = sympy.Symbol('vel_o')
+
+  loss = sat_pos - est_pos
+  loss /= sympy.sqrt(loss.dot(loss))
+
+  nv = loss.dot(sat_vel - vel)
+  ov = (observables - vel_o)
+  res = (nv - ov)*weight
+
+  res = [res] + [sympy.diff(res, v) for v in [v_x, v_y, v_z, vel_o]]
+
+  return sympy.lambdify([
+      ep_x, ep_y, ep_z, sp_x, sp_y, sp_z,
+      sv_x, sv_y, sv_z, observables, weight,
+      v_x, v_y, v_z, vel_o
+    ],
+    res, modules=["numpy"])
+
+
+def pr_residual(measurements: List[GNSSMeasurement], posfix_functions=None, signal='C1C', no_weight=False, no_nans=False):
+
+  if posfix_functions is None:
+    posfix_functions = {constellation: get_posfix_sympy_fun(constellation) for constellation in (ConstellationId.GPS, ConstellationId.GLONASS)}
+
+  def Fx_pos(inp, no_weight=no_weight):
+    vals, gradients = [], []
+
+    for meas in measurements:
+      if signal in meas.observables_final and np.isfinite(meas.observables_final[signal]):
+        pr = meas.observables_final[signal]
+        sat_pos = meas.sat_pos_final
+        zero_theta = 0
+      elif signal in meas.observables and np.isfinite(meas.observables[signal]) and meas.processed:
+        pr = meas.observables[signal]
+        pr += meas.sat_clock_err * SPEED_OF_LIGHT
+        sat_pos = meas.sat_pos
+        zero_theta = 1
+      else:
+        if not no_nans:
+          vals.append(np.nan)
+          gradients.append(np.nan)
+        continue
+
+      w = 1.0 if no_weight or meas.observables_std[signal] == 0 else (1 / meas.observables_std[signal])
+      val, *gradient = posfix_functions[meas.constellation_id](*inp, pr, zero_theta, *sat_pos, w)
+      vals.append(val)
+      gradients.append(gradient)
+    return np.asarray(vals), np.asarray(gradients)
+  return Fx_pos
+
+
+def prr_residual(measurements: List[GNSSMeasurement], est_pos, velfix_function=None, signal='D1C', no_weight=False, no_nans=False):
+
+  if velfix_function is None:
+    velfix_function = get_velfix_sympy_func()
+
+  def Fx_vel(vel, no_weight=no_weight):
+    vals, gradients = [], []
+
+    for meas in measurements:
+      if signal not in meas.observables or not np.isfinite(meas.observables[signal]):
+        if not no_nans:
+          vals.append(np.nan)
+          gradients.append(np.nan)
+        continue
+
+      sat_pos = meas.sat_pos_final if meas.corrected else meas.sat_pos
+      weight = 1.0 if no_weight or meas.observables_std[signal] == 0 else (1 / meas.observables_std[signal])
+
+      val, *gradient = velfix_function(est_pos[0], est_pos[1], est_pos[2],
+                                       sat_pos[0], sat_pos[1], sat_pos[2],
+                                       meas.sat_vel[0], meas.sat_vel[1], meas.sat_vel[2],
+                                       meas.observables[signal], weight,
+                                       vel[0], vel[1], vel[2], vel[3])
+      vals.append(val)
+      gradients.append(gradient)
+
+    return np.asarray(vals), np.asarray(gradients)
+  return Fx_vel

laika/raw_gnss.py

@@ -292,108 +292,6 @@ def read_rinex_obs(obsdata) -> List[List[GNSSMeasurement]]:
   return measurements
 
 
-def calc_pos_fix(measurements, x0=[0, 0, 0, 0, 0], no_weight=False, signal='C1C', min_measurements=6):
-  '''
-  Calculates gps fix with WLS optimizer
-
-  returns:
-  0 -> list with positions
-  1 -> pseudorange errs
-  '''
-  import scipy.optimize as opt  # Only use scipy here
-
-  n = len(measurements)
-  if n < min_measurements:
-    return []
-
-  Fx_pos = pr_residual(measurements, signal=signal, no_weight=no_weight, no_nans=True)
-  opt_pos = opt.least_squares(Fx_pos, x0).x
-  return opt_pos, Fx_pos(opt_pos, no_weight=True)
-
-
-def calc_vel_fix(measurements, est_pos, v0=[0, 0, 0, 0], no_weight=False, signal='D1C'):
-  '''
-  Calculates gps velocity fix with WLS optimizer
-
-  returns:
-  0 -> list with velocities
-  1 -> pseudorange_rate errs
-  '''
-  import scipy.optimize as opt  # Only use scipy here
-
-  n = len(measurements)
-  if n < 6:
-    return []
-
-  Fx_vel = prr_residual(measurements, est_pos, signal=signal, no_weight=no_weight, no_nans=True)
-  opt_vel = opt.least_squares(Fx_vel, v0).x
-  return opt_vel, Fx_vel(opt_vel, no_weight=True)
-
-
-def pr_residual(measurements: List[GNSSMeasurement], signal='C1C', no_weight=False, no_nans=False):
-  # solve for pos
-  def Fx_pos(xxx_todo_changeme, no_weight=no_weight):
-    (x, y, z, bc, bg) = xxx_todo_changeme
-    rows = []
-
-    for meas in measurements:
-      if signal in meas.observables_final and np.isfinite(meas.observables_final[signal]):
-        pr = meas.observables_final[signal]
-        sat_pos = meas.sat_pos_final
-        theta = 0
-      elif signal in meas.observables and np.isfinite(meas.observables[signal]) and meas.processed:
-        pr = meas.observables[signal]
-        pr += meas.sat_clock_err * constants.SPEED_OF_LIGHT
-        sat_pos = meas.sat_pos
-        theta = constants.EARTH_ROTATION_RATE * (pr - bc) / constants.SPEED_OF_LIGHT
-      else:
-        if not no_nans:
-          rows.append(np.nan)
-        continue
-      if no_weight:
-        weight = 1
-      else:
-        weight = (1 / meas.observables_std[signal])
-
-      val = np.sqrt(
-          (sat_pos[0] * np.cos(theta) + sat_pos[1] * np.sin(theta) - x) ** 2 +
-          (sat_pos[1] * np.cos(theta) - sat_pos[0] * np.sin(theta) - y) ** 2 +
-          (sat_pos[2] - z) ** 2
-      )
-      if meas.constellation_id == ConstellationId.GLONASS:
-        rows.append(weight * (val - (pr - bc - bg)))
-      elif meas.constellation_id == ConstellationId.GPS:
-        rows.append(weight * (val - (pr - bc)))
-    return rows
-  return Fx_pos
-
-
-def prr_residual(measurements, est_pos, signal='D1C', no_weight=False, no_nans=False):
-  # solve for vel
-  def Fx_vel(vel, no_weight=no_weight):
-    rows = []
-    for meas in measurements:
-      if signal not in meas.observables or not np.isfinite(meas.observables[signal]):
-        if not no_nans:
-          rows.append(np.nan)
-        continue
-      if meas.corrected:
-        sat_pos = meas.sat_pos_final
-      else:
-        sat_pos = meas.sat_pos
-      if no_weight:
-        weight = 1
-      else:
-        weight = (1 / meas.observables[signal])
-      los_vector = (sat_pos - est_pos[0:3]
-                    ) / np.linalg.norm(sat_pos - est_pos[0:3])
-      rows.append(
-        weight * ((meas.sat_vel - vel[0:3]).dot(los_vector) -
-                  (meas.observables[signal] - vel[3])))
-    return rows
-  return Fx_vel
-
-
 def get_Q(recv_pos, sat_positions):
   local = LocalCoord.from_ecef(recv_pos)
   sat_positions_rel = local.ecef2ned(sat_positions)

tests/test_positioning.py

@@ -10,6 +10,7 @@
 from laika.rinex_file import RINEXFile
 from laika.dgps import get_station_position
 import laika.raw_gnss as raw
+import laika.opt as opt
 
 
 class TestPositioning(unittest.TestCase):
@@ -50,7 +51,7 @@ def run_station_position(self, length):
     # fixes for every epoch (every 30s) over 24h.
     ests = []
     for corr in tqdm(rinex_corr_grouped):
-      ret = raw.calc_pos_fix(corr)
+      ret = opt.calc_pos_fix(corr)
       if len(ret) > 0:
         fix, _ = ret
         ests.append(fix)