Simple Kalman filter implementation. More...

#include <KalmanFitter.h>

Inheritance diagram for KalmanFitter:

Collaboration diagram for KalmanFitter:

[legend]

Public Member Functions
	KalmanFitter (unsigned int maxIterations=4, double deltaPval=1e-3, double blowUpFactor=1e3, bool squareRootFormalism=false)

void	processTrackWithRep (Track tr, const AbsTrackRep rep, bool resortHits=false) override
	Hit resorting currently NOT supported.

void	processTrackPartially (Track tr, const AbsTrackRep rep, int startId=0, int endId=-1)
	process only a part of the track. More...

void	useSquareRootFormalism (bool squareRootFormalism=true)

void	getChiSquNdf (const Track tr, const AbsTrackRep rep, double &bChi2, double &fChi2, double &bNdf, double &fNdf) const

double	getChiSqu (const Track tr, const AbsTrackRep rep, int direction=-1) const

double	getNdf (const Track tr, const AbsTrackRep rep, int direction=-1) const

double	getRedChiSqu (const Track tr, const AbsTrackRep rep, int direction=-1) const

double	getPVal (const Track tr, const AbsTrackRep rep, int direction=-1) const

unsigned int	getMinIterations () const

unsigned int	getMaxIterations () const

double	getDeltaPval () const

double	getRelChi2Change () const

double	getBlowUpFactor () const

bool	getResetOffDiagonals () const

double	getBlowUpMaxVal () const

eMultipleMeasurementHandling	getMultipleMeasurementHandling () const

int	getMaxFailedHits () const

virtual void	setMinIterations (unsigned int n)
	Set the minimum number of iterations.

virtual void	setMaxIterations (unsigned int n)
	Set the maximum number of iterations.

void	setDeltaPval (double deltaPval)
	Set Convergence criterion. More...

void	setRelChi2Change (double relChi2Change)
	@ brief Set Non-convergence criterion More...

void	setBlowUpFactor (double blowUpFactor)

void	setResetOffDiagonals (bool resetOffDiagonals)

void	setBlowUpMaxVal (double blowUpMaxVal)
	Limit the cov entries to this maximum value when blowing up the cov. Set to negative value to disable. Default is 1.E6. More...

void	setMultipleMeasurementHandling (eMultipleMeasurementHandling mmh)
	How should multiple measurements be handled?

virtual void	setMaxFailedHits (int val)

bool	isTrackPrepared (const Track tr, const AbsTrackRep rep) const

bool	isTrackFitted (const Track tr, const AbsTrackRep rep) const

bool	canIgnoreWeights () const
	returns if the fitter can ignore the weights and handle the MeasurementOnPlanes as if they had weight 1.

void	processTrack (Track *, bool resortHits=false)
	Process all reps. More...

virtual void	setDebugLvl (unsigned int lvl=1)

Protected Member Functions
const std::vector< MeasurementOnPlane * >	getMeasurements (const KalmanFitterInfo fi, const TrackPoint tp, int direction) const
	get the measurementsOnPlane taking the multipleMeasurementHandling_ into account

Protected Attributes
unsigned int	minIterations_
	Minimum number of iterations to attempt. Forward and backward are counted as one iteration.

unsigned int	maxIterations_
	Maximum number of iterations to attempt. Forward and backward are counted as one iteration.

double	deltaPval_
	Convergence criterion. More...

double	relChi2Change_
	@ brief Non-convergence criterion More...

double	blowUpFactor_
	Blow up the covariance of the forward (backward) fit by this factor before seeding the backward (forward) fit.

bool	resetOffDiagonals_
	Reset the off-diagonals to 0 when blowing up the cov.

double	blowUpMaxVal_
	Limit the cov entries to this maxuimum value when blowing up the cov.

eMultipleMeasurementHandling	multipleMeasurementHandling_
	How to handle if there are multiple MeasurementsOnPlane.

int	maxFailedHits_
	after how many failed hits (exception during construction of plane, extrapolation etc.) should the fit be cancelled. More...

unsigned int	debugLvl_

Private Member Functions
	KalmanFitter (const KalmanFitter &)

KalmanFitter &	operator= (KalmanFitter const &)

bool	fitTrack (Track tr, const AbsTrackRep rep, double &chi2, double &ndf, int startId, int endId, int &nFailedHits)

void	processTrackPoint (TrackPoint tp, const AbsTrackRep rep, double &chi2, double &ndf, int direction)

Private Attributes
std::unique_ptr< MeasuredStateOnPlane >	currentState_

bool	squareRootFormalism_

Detailed Description

Simple Kalman filter implementation.

Definition at line 40 of file KalmanFitter.h.

Member Function Documentation

◆ processTrack()

void processTrack	(	Track *	tr,
		bool	resortHits = `false`
	)

inherited

Process all reps.

Start with the cardinalRep and resort the hits if necessary (and supported by the fitter)

Definition at line 25 of file AbsFitter.cc.

◆ processTrackPartially()

void processTrackPartially	(	Track *	tr,
		const AbsTrackRep *	rep,
		int	startId = `0`,
		int	endId = `-1`
	)

process only a part of the track.

Can also be used to process the track only in backward direction. Does not alter the FitStatus and does not do multiple iterations.

Definition at line 304 of file KalmanFitter.cc.

                                                                                              {
  
   if (tr->getFitStatus(rep) != nullptr && tr->getFitStatus(rep)->isTrackPruned()) {
     Exception exc("KalmanFitter::processTrack: Cannot process pruned track!", __LINE__,__FILE__);
     throw exc;
   }
  
   if (startId < 0)
     startId += tr->getNumPointsWithMeasurement();
   if (endId < 0)
     endId += tr->getNumPointsWithMeasurement();
  
   int direction(1);
   if (endId < startId)
     direction = -1;
  
  
   TrackPoint* trackPoint = tr->getPointWithMeasurement(startId);
   TrackPoint* prevTrackPoint(nullptr);
  
  
   if (direction == 1 && startId > 0)
     prevTrackPoint = tr->getPointWithMeasurement(startId - 1);
   else if (direction == -1 && startId < (int)tr->getNumPointsWithMeasurement() - 1)
     prevTrackPoint = tr->getPointWithMeasurement(startId + 1);
  
  
   if (prevTrackPoint != nullptr &&
       prevTrackPoint->hasFitterInfo(rep) &&
       dynamic_cast<KalmanFitterInfo*>(prevTrackPoint->getFitterInfo(rep)) != nullptr &&
       static_cast<KalmanFitterInfo*>(prevTrackPoint->getFitterInfo(rep))->hasUpdate(direction)) {
     currentState_.reset(new MeasuredStateOnPlane(*(static_cast<KalmanFitterInfo*>(prevTrackPoint->getFitterInfo(rep))->getUpdate(direction))));
     if (debugLvl_ > 0)
       debugOut << "take update of previous fitter info as seed \n";
   }
   else if (rep != tr->getCardinalRep() &&
       trackPoint->hasFitterInfo(tr->getCardinalRep()) &&
       dynamic_cast<KalmanFitterInfo*>(trackPoint->getFitterInfo(tr->getCardinalRep())) != nullptr &&
       static_cast<KalmanFitterInfo*>(trackPoint->getFitterInfo(tr->getCardinalRep()))->hasPredictionsAndUpdates() ) {
     if (debugLvl_ > 0)
       debugOut << "take smoothed state of cardinal rep fit as seed \n";
     TVector3 pos, mom;
     TMatrixDSym cov;
     const MeasuredStateOnPlane& fittedState = static_cast<KalmanFitterInfo*>(trackPoint->getFitterInfo(tr->getCardinalRep()))->getFittedState(true);
     tr->getCardinalRep()->getPosMomCov(fittedState, pos, mom, cov);
     currentState_.reset(new MeasuredStateOnPlane(rep));
     rep->setPosMomCov(*currentState_, pos, mom, cov);
     rep->setQop(*currentState_, tr->getCardinalRep()->getQop(fittedState));
   }
   else {
     currentState_.reset(new MeasuredStateOnPlane(rep));
     rep->setTime(*currentState_, tr->getTimeSeed());
     rep->setPosMomCov(*currentState_, tr->getStateSeed(), tr->getCovSeed());
     if (debugLvl_ > 0)
       debugOut << "take seed of track as seed \n";
   }
  
   // if at first or last hit, blow up
   if (startId == 0 || startId == (int)tr->getNumPointsWithMeasurement() - 1) {
     currentState_->blowUpCov(blowUpFactor_, resetOffDiagonals_, blowUpMaxVal_);
     if (debugLvl_ > 0)
       debugOut << "blow up seed \n";
   }
  
   if (debugLvl_ > 0) {
     debugOut << "\033[1;21mstate pre" << std::endl;
     currentState_->Print();
     debugOut << "\033[0mfitting" << std::endl;
   }
  
   double chi2, ndf;
   int nFailedHits;
   fitTrack(tr, rep, chi2, ndf, startId, endId, nFailedHits); // return value has no consequences here
  
 }

◆ setBlowUpMaxVal()

void setBlowUpMaxVal ( double blowUpMaxVal )

inlineinherited

Limit the cov entries to this maximum value when blowing up the cov. Set to negative value to disable. Default is 1.E6.

This is especially useful for fits where the measurements do not constrain one direction, e.g. parallel wire measurements. The fit will not be constrained along the wire direction. This also means that the covariance along the wire direction will not get smaller during the fit. However, it will be blown up before the next iteration, leading to an exponential growth of the covariance element(s) corresponding to the wire direction. This can then lead to numerical problems. To prevent this, the maximum value of the covariance elements after blowing up can be limited.

Definition at line 119 of file AbsKalmanFitter.h.

◆ setDeltaPval()

void setDeltaPval ( double deltaPval )

inlineinherited

Set Convergence criterion.

if track total P-value changes less than this between consecutive iterations, consider the track converged. chi² from the backwards fit is used.

Definition at line 95 of file AbsKalmanFitter.h.

◆ setRelChi2Change()

void setRelChi2Change ( double relChi2Change )

inlineinherited

@ brief Set Non-convergence criterion

if the relative chi^2 between two iterations is larger than relChi2Change_, the fit is NOT converged and further iterations will be done, even if the deltaPval_ convergence criterium is met. This is especially useful for fits which have a p-value of almost 0 (possibly due to bad start values), where the p-value from one iteration to the next might not change much. However, a significant change in chi^2 tells us, that the fit might not yet be converged.

Definition at line 106 of file AbsKalmanFitter.h.

Member Data Documentation

◆ deltaPval_

double deltaPval_

protectedinherited

Convergence criterion.

if track total P-value changes less than this between consecutive iterations, consider the track converged. chi² from the backwards fit is used.

Definition at line 148 of file AbsKalmanFitter.h.

◆ maxFailedHits_

int maxFailedHits_

protectedinherited

after how many failed hits (exception during construction of plane, extrapolation etc.) should the fit be cancelled.

-1 means don't cancel

Definition at line 172 of file AbsKalmanFitter.h.

◆ relChi2Change_

double relChi2Change_

protectedinherited

@ brief Non-convergence criterion

if the relative chi^2 between two iterations is larger than relChi2Change_, the fit is NOT converged and further iterations will be done, even if the deltaPval_ convergence criterium is met. This is especially useful for fits which have a p-value of almost 0 (possibly due to bad start values), where the p-value from one iteration to the next might not change much. However, a significant change in chi^2 tells us, that the fit might not yet be converged.

Definition at line 158 of file AbsKalmanFitter.h.

The documentation for this class was generated from the following files:

genfit2/code2/fitters/include/KalmanFitter.h
genfit2/code2/fitters/src/KalmanFitter.cc

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Detailed Description

Member Function Documentation

◆ processTrack()

◆ processTrackPartially()

◆ setBlowUpMaxVal()

◆ setDeltaPval()

◆ setRelChi2Change()

Member Data Documentation

◆ deltaPval_

◆ maxFailedHits_

◆ relChi2Change_