"""2-state heading EKF (Extended Kalman Filter) -- Sprint 8. Fuses NMEA 2000 heading (PGN 127250) and rate-of-turn (PGN 127251) into a smoothed, low-latency heading/ROT estimate for the outer PID loop. State vector x = [heading_deg, rot_dps] Process model (constant-ROT): h_{k+1} = h_k + rot_k * dt r_{k+1} = r_k (ROT modelled as random walk) Measurements: z_heading = h_k + v_h (v_h ~ N(0, R_h)) z_rot = r_k + v_r (v_r ~ N(0, R_r)) Angles are kept in the range [0, 360) for the state but the update step works on signed shortest-arc differences to avoid wrap-around errors. Usage:: ekf = HeadingEKF() # On each 10 Hz tick: ekf.predict(dt_s=0.1) if new_heading_available: ekf.update_heading(heading_deg, noise_deg=2.0) if new_rot_available: ekf.update_rot(rot_dps, noise_dps=1.0) h, rot = ekf.heading_deg, ekf.rot_dps """ from __future__ import annotations import math from dataclasses import dataclass, field @dataclass class HeadingEKF: """2-state linear Kalman filter for heading and rate-of-turn. Parameters ---------- heading_deg: Initial heading estimate (degrees, 0-360). rot_dps: Initial rate-of-turn estimate (degrees per second, signed). process_noise_heading: Process noise variance for heading (deg²). Larger = trust model less. process_noise_rot: Process noise variance for ROT (deg²/s²). """ heading_deg: float = 0.0 rot_dps: float = 0.0 # Process noise (Q matrix diagonal) process_noise_heading: float = 0.01 # deg² process_noise_rot: float = 0.1 # (deg/s)² # Covariance matrix P (2×2, stored as flat [p00, p01, p10, p11]) _P: list[float] = field(default_factory=lambda: [1.0, 0.0, 0.0, 1.0]) # ------------------------------------------------------------------ def predict(self, dt_s: float) -> None: """Propagate the state and covariance forward by ``dt_s`` seconds.""" h = self.heading_deg r = self.rot_dps # State transition: heading += rot * dt self.heading_deg = (h + r * dt_s) % 360.0 # Jacobian F = [[1, dt], [0, 1]] dt = dt_s p00, p01, p10, p11 = self._P # P = F P Fᵀ + Q new_p00 = p00 + dt * p10 + dt * p01 + dt * dt * p11 + self.process_noise_heading new_p01 = p01 + dt * p11 new_p10 = p10 + dt * p11 new_p11 = p11 + self.process_noise_rot self._P = [new_p00, new_p01, new_p10, new_p11] def update_heading(self, measured_deg: float, noise_deg: float = 2.0) -> None: if not math.isfinite(measured_deg) or not math.isfinite(noise_deg): return """Kalman update step for a heading measurement. Parameters ---------- measured_deg: Raw heading from PGN 127250, degrees [0, 360). noise_deg: Standard deviation of the sensor noise (degrees). Variance = noise² """ R = noise_deg * noise_deg p00, p01, p10, p11 = self._P # Innovation (shortest arc) innov = _shortest_arc(measured_deg, self.heading_deg) # H = [1, 0] (observe heading only) # S = H P Hᵀ + R = p00 + R S = p00 + R if S == 0: return # Kalman gain K = P Hᵀ / S → [k0, k1] = [p00/S, p10/S] k0 = p00 / S k1 = p10 / S # Update state self.heading_deg = (self.heading_deg + k0 * innov) % 360.0 self.rot_dps += k1 * innov # Update P = (I - K H) P self._P = [ (1 - k0) * p00, (1 - k0) * p01, p10 - k1 * p00, p11 - k1 * p01, ] def update_rot(self, measured_rot_dps: float, noise_dps: float = 1.0) -> None: if not math.isfinite(measured_rot_dps) or not math.isfinite(noise_dps): return """Kalman update step for a rate-of-turn measurement. Parameters ---------- measured_rot_dps: Raw ROT from PGN 127251, degrees per second (signed). noise_dps: Standard deviation of the ROT sensor noise (deg/s). """ R = noise_dps * noise_dps p00, p01, p10, p11 = self._P # Innovation innov = measured_rot_dps - self.rot_dps # H = [0, 1] (observe ROT only) # S = p11 + R S = p11 + R if S == 0: return # Kalman gain: [k0, k1] = [p01/S, p11/S] k0 = p01 / S k1 = p11 / S # Update state self.heading_deg = (self.heading_deg + k0 * innov) % 360.0 self.rot_dps += k1 * innov # Update P self._P = [ p00 - k0 * p01, (1 - k1) * p01, p10 - k0 * p11, (1 - k1) * p11, ] @property def covariance(self) -> tuple[float, float, float, float]: """Return (p00, p01, p10, p11) — the 2×2 covariance matrix.""" return tuple(self._P) # type: ignore[return-value] def _shortest_arc(a: float, b: float) -> float: """Signed shortest-arc from ``b`` to ``a`` (degrees).""" diff = (a - b + 180.0) % 360.0 - 180.0 return diff