FilterKalman.h

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// SPDX-License-Identifier: LGPL-3.0-or-later
/***********************************************************************************/
/*  Copyright 2019 Avalanche Warning Service Tyrol                  LWD-TIROL      */
/***********************************************************************************/
/* This file is part of MeteoIO.
    MeteoIO is free software: you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.
 
    MeteoIO 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public License
    along with MeteoIO.  If not, see <http://www.gnu.org/licenses/>.
*/
 
#ifndef FILTERKALMAN_H
#define FILTERKALMAN_H
 
#include <meteoio/dataClasses/Matrix.h>
#include <meteoio/meteoFilters/ProcessingBlock.h>
#include <meteoio/meteoStats/RandomNumberGenerator.h>
 
#include <string>
#include <vector>
 
namespace mio {
 
class FilterKalman : public ProcessingBlock {
        public:
                FilterKalman(const std::vector< std::pair<std::string, std::string> >& vecArgs, const std::string& name, const Config& cfg);
                virtual void process(const unsigned int& param, const std::vector<MeteoData>& ivec,
                        std::vector<MeteoData>& ovec);
        private:
                Matrix buildInitialStates(const std::vector<std::string>& xx_str, const std::vector<size_t>& meas_idx,
                        const std::vector<MeteoData>& ivec, const size_t& nr_observations) const;
                size_t buildObservationsMatrix(const unsigned int& param, const std::vector<MeteoData>& ivec, const size_t& nx,
                        Matrix& zz, std::vector<size_t>& meas_idx) const;
                Matrix buildControlSignal(const size_t& nx, const size_t& TT, const std::vector<MeteoData>& ivec) const;
                Matrix parseMatrix(const std::string& line, const size_t& rows, const size_t& cols,
                        const std::string& block) const;
                std::vector<std::string> parseSystemMatrix(const std::string& line, const size_t& rows) const;
                Matrix buildSystemMatrix(const std::vector<std::string>& AA_str, const size_t& sz, const double& dt,
                        const std::vector<MeteoData>& ivec, const size_t& kk) const;
                double substitute(const std::string& expr, const double& dt, const std::vector<MeteoData>& ivec, const size_t& kk) const;
                Matrix extractInputMatrix(const std::vector<std::string>& vecParams, const std::vector<MeteoData>& mvec,
                        const size_t& kk) const;
                void assertInputCovariances(const std::vector<MeteoData>& ivec, const size_t& nx, bool& has_RR_params,
                        bool& has_QQ_params) const;
                Matrix bloatMatrix(const std::string& line, const size_t& rows, const size_t& cols, const std::string& block) const;
                std::vector<double> buildTimeVector(const std::vector<MeteoData>& ivec) const;
                bool checkNodata(const Matrix& ivec) const;
                bool findFirstDatapoint(const std::vector<MeteoData>& ivec, const size_t& param, double& retval) const;
                void parse_args(const std::vector< std::pair<std::string, std::string> >& vecArgs);
                void cleanBrackets(std::string& iline) const;
 
                std::string mat_in_xx, mat_in_AA, mat_in_HH, mat_in_PP, mat_in_QQ, mat_in_RR, mat_in_BB, mat_in_uu;
                std::vector<std::string> meas_params; //parameter names of observations
                std::vector<std::string> error_params; //output PP to these parameters
                std::vector<std::string> QQ_params, RR_params; //input QQ and RR from these parameters
 
                bool filter_all_params; //filter only the parameter the filter runs on or all the ones used?
                bool out_error_stddev; //take the sqrt of error estimation
 
                bool be_verbose; //output warnings/info?
                std::string unrecognized_keys; //to warn about unknown ini keys
};
 
} //namespace
 
#endif //FILTERKALMAN_H