Add GaussMarkovProcess pybind11 interface and examples

examples/gauss_markov_process_example.py

@@ -0,0 +1,44 @@
+# Copyright (C) 2021 Open Source Robotics Foundation
+#
+# Licensed under the Apache License, Version 2.0 (the "License")
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#       http:#www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# Modify the PYTHONPATH environment variable to include the ignition math
+# library install path. For example, if you install to /usr:
+#
+# $ export PYTHONPATH=/usr/lib/python:$PYTHONPATH
+#
+# You can plot the data generated by this program by following these
+# steps.
+#
+# 1. Run this program and save the output to a file:
+#     python3 gauss_markov_process_example.py > plot.data
+#
+# 2. Use gnuplot to create a plot:
+#     gnuplot -e 'set terminal jpeg; plot "plot.data" with lines' > out.jpg
+import datetime
+from ignition.math import GaussMarkovProcess
+
+# Create the process with:
+#   * Start value of 20.2
+#   * Theta (rate at which the process should approach the mean) of 0.1
+#   * Mu (mean value) 0.
+#   * Sigma (volatility) of 0.5.
+gmp = GaussMarkovProcess(20.2, 0.1, 0, 0.5);
+
+dt = datetime.timedelta(milliseconds=100)
+
+# This process should decrease toward the mean value of 0.
+# With noise of 0.5, the process will walk a bit.
+for i in range(1000):
+    value = gmp.update(dt);
+    print(value);

examples/gauss_markov_process_example.rb

@@ -0,0 +1,42 @@
+# Copyright (C) 2021 Open Source Robotics Foundation
+#
+# Licensed under the Apache License, Version 2.0 (the "License")
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#       http:#www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# Modify the RUBYLIB environment variable to include the ignition math
+# library install path. For example, if you install to /user:
+#
+# $ export RUBYLIB=/usr/lib/ruby:$RUBYLIB
+#
+# You can plot the data generated by this program by following these
+# steps.
+#
+# 1. Run this program and save the output to a file:
+#     ruby gauss_markov_process_example.rb > plot.data
+#
+# 2. Use gnuplot to create a plot:
+#     gnuplot -e 'set terminal jpeg; plot "plot.data" with lines' > out.jpg
+require 'ignition/math'
+
+# Create the process with:
+#   * Start value of 20.2
+#   * Theta (rate at which the process should approach the mean) of 0.1
+#   * Mu (mean value) 0.
+#   * Sigma (volatility) of 0.5.
+gmp = Ignition::Math::GaussMarkovProcess.new(20.2, 0.1, 0, 0.5);
+
+# This process should decrease toward the mean value of 0.
+# With noise of 0.5, the process will walk a bit.
+for i in 0..1000 do
+    value = gmp.Update(0.1);
+    puts(value);
+end

src/python/CMakeLists.txt

@@ -92,7 +92,6 @@ if (PYTHONLIBS_FOUND)
       Cylinder_TEST
       DiffDriveOdometry_TEST
       Frustum_TEST
-      GaussMarkovProcess_TEST
       Inertial_TEST
       MassMatrix3_TEST
       Matrix4_TEST

src/python_pybind11/CMakeLists.txt

@@ -16,6 +16,7 @@ if (${pybind11_FOUND})
     src/_ignition_math_pybind11.cc
     src/Angle.cc
     src/Color.cc
+    src/GaussMarkovProcess.cc
     src/Helpers.cc
     src/Kmeans.cc
     src/Material.cc
@@ -80,6 +81,7 @@ if (${pybind11_FOUND})
       Angle_TEST
       Color_TEST
       Filter_TEST
+      GaussMarkovProcess_TEST
       Helpers_TEST
       Kmeans_TEST
       Line2_TEST

src/python_pybind11/src/GaussMarkovProcess.cc

@@ -0,0 +1,73 @@
+/*
+ * Copyright (C) 2021 Open Source Robotics Foundation
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+#include <chrono>
+#include <string>
+
+#include <pybind11/pybind11.h>
+#include <pybind11/operators.h>
+#include <pybind11/chrono.h>
+
+#include <ignition/math/GaussMarkovProcess.hh>
+
+#include "GaussMarkovProcess.hh"
+
+namespace py = pybind11;
+
+namespace ignition
+{
+namespace math
+{
+namespace python
+{
+void defineMathGaussMarkovProcess(
+  py::module &m, const std::string &typestr)
+{
+  using Class = ignition::math::GaussMarkovProcess;
+  std::string pyclass_name = typestr;
+  py::class_<Class>(m,
+                    pyclass_name.c_str(),
+                    py::buffer_protocol(),
+                    py::dynamic_attr())
+    .def(py::init<>())
+    .def(py::init<double, double, double, double>())
+    .def("set",
+         &Class::Set,
+         "Set the process parameters. This will also call Reset().")
+    .def("start", &Class::Start,
+         "Get the start value.")
+    .def("value",
+         &Class::Value,
+         "Get the current process value.")
+    .def("theta", &Class::Theta, "Get the theta value.")
+    .def("mu", &Class::Mu, "Get the mu value.")
+    .def("sigma", &Class::Sigma, "Get the sigma value.")
+    .def("reset",
+         &Class::Reset,
+         "Reset the process. This will set the current process value")
+    .def("update",
+         py::overload_cast<
+          const std::chrono::steady_clock::duration&>(
+            &Class::Update),
+         "Update the process and get the new value.")
+    .def("update",
+         py::overload_cast<double>(&Class::Update),
+         "Update the process and get the new value.");
+}
+}  // namespace python
+}  // namespace math
+}  // namespace ignition

src/python_pybind11/src/GaussMarkovProcess.hh

@@ -0,0 +1,43 @@
+/*
+ * Copyright (C) 2021 Open Source Robotics Foundation
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+#ifndef IGNITION_MATH_PYTHON__GAUSSMARKOVPROCESS_HH_
+#define IGNITION_MATH_PYTHON__GAUSSMARKOVPROCESS_HH_
+
+#include <string>
+
+#include <pybind11/pybind11.h>
+
+namespace py = pybind11;
+
+namespace ignition
+{
+namespace math
+{
+namespace python
+{
+/// Define a pybind11 wrapper for an ignition::math::GaussMarkovProcess
+/**
+ * \param[in] module a pybind11 module to add the definition to
+ * \param[in] typestr name of the type used by Python
+ */
+void defineMathGaussMarkovProcess(py::module &m, const std::string &typestr);
+}  // namespace python
+}  // namespace math
+}  // namespace ignition
+
+#endif  // IGNITION_MATH_PYTHON__GAUSSMARKOVPROCESS_HH_

src/python_pybind11/src/_ignition_math_pybind11.cc

@@ -17,6 +17,7 @@
 #include "Angle.hh"
 #include "Color.hh"
 #include "Filter.hh"
+#include "GaussMarkovProcess.hh"
 #include "Helpers.hh"
 #include "Kmeans.hh"
 #include "Line2.hh"
@@ -48,6 +49,9 @@ PYBIND11_MODULE(math, m)
 
   ignition::math::python::defineMathColor(m, "Color");
 
+  ignition::math::python::defineMathGaussMarkovProcess(
+    m, "GaussMarkovProcess");
+
   ignition::math::python::defineMathHelpers(m);
 
   ignition::math::python::defineMathKmeans(m, "Kmeans");