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dstl / Stone-Soup

A software project to provide the target tracking community with a framework for the development and testing of tracking algorithms.
https://stonesoup.rtfd.io
MIT License
384 stars 126 forks source link

Implementation of Stochastic Integration Filter #1040

Open 0sm1um opened 2 weeks ago

0sm1um commented 2 weeks ago

Hello all, I am presenting an implementation of the Stochastic Integration Filter for review.

The implementation was primarily authored by Jakub Matousek and revised/edited by myself for an upcoming paper for Fusion 2024.

The implementation includes a Predictor, an updator, as well as some functions which perform the stochastic integration scheme itself.

Also as background on the method itself, here are two papers. The first one details the algorithm itself, but the second I feel gives more background on the algorithm itself and contains compairison to other methods.

1.Dunik J, Straka O, Simandl M. Stochastic Integration Filter. IEEE transactions on automatic control. 2013;58(6):1561-1566. doi:10.1109/TAC.2013.2258494 2 .Dunik J, Straka O, Simandl M, Blasch E. Random-point-based filters: analysis and comparison in target tracking. IEEE tr

codecov[bot] commented 2 weeks ago

Codecov Report

Attention: Patch coverage is 47.34513% with 119 lines in your changes missing coverage. Please review.

Project coverage is 92.80%. Comparing base (d4b1da2) to head (83204f8).

Files Patch % Lines
stonesoup/updater/kalman.py 17.18% 53 Missing :warning:
stonesoup/functions/__init__.py 33.92% 34 Missing and 3 partials :warning:
stonesoup/smoother/kalman.py 23.68% 29 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #1040 +/- ## ========================================== - Coverage 93.63% 92.80% -0.83% ========================================== Files 203 203 Lines 13126 13348 +222 Branches 2681 2707 +26 ========================================== + Hits 12290 12388 +98 - Misses 589 708 +119 - Partials 247 252 +5 ``` | [Flag](https://app.codecov.io/gh/dstl/Stone-Soup/pull/1040/flags?src=pr&el=flags&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=dstl) | Coverage Δ | | |---|---|---| | [integration](https://app.codecov.io/gh/dstl/Stone-Soup/pull/1040/flags?src=pr&el=flag&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=dstl) | `65.05% <17.69%> (-0.86%)` | :arrow_down: | | [unittests](https://app.codecov.io/gh/dstl/Stone-Soup/pull/1040/flags?src=pr&el=flag&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=dstl) | `88.52% <47.34%> (-0.73%)` | :arrow_down: | Flags with carried forward coverage won't be shown. [Click here](https://docs.codecov.io/docs/carryforward-flags?utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=dstl#carryforward-flags-in-the-pull-request-comment) to find out more.

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