PartialDerivativesEquations.java
- /* Copyright 2010-2011 Centre National d'Études Spatiales
- * Licensed to CS Systèmes d'Information (CS) under one or more
- * contributor license agreements. See the NOTICE file distributed with
- * this work for additional information regarding copyright ownership.
- * CS licenses this file to You 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.
- */
- package org.orekit.propagation.numerical;
- import java.util.ArrayList;
- import java.util.Arrays;
- import java.util.List;
- import java.util.SortedSet;
- import java.util.TreeSet;
- import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
- import org.apache.commons.math3.geometry.euclidean.threed.FieldRotation;
- import org.apache.commons.math3.geometry.euclidean.threed.FieldVector3D;
- import org.apache.commons.math3.geometry.euclidean.threed.Rotation;
- import org.apache.commons.math3.geometry.euclidean.threed.Vector3D;
- import org.apache.commons.math3.util.FastMath;
- import org.apache.commons.math3.util.Precision;
- import org.orekit.errors.OrekitException;
- import org.orekit.errors.OrekitMessages;
- import org.orekit.forces.ForceModel;
- import org.orekit.propagation.SpacecraftState;
- import org.orekit.propagation.integration.AdditionalEquations;
- /** Set of {@link AdditionalEquations additional equations} computing the partial derivatives
- * of the state (orbit) with respect to initial state and force models parameters.
- * <p>
- * This set of equations are automatically added to a {@link NumericalPropagator numerical propagator}
- * in order to compute partial derivatives of the orbit along with the orbit itself. This is
- * useful for example in orbit determination applications.
- * </p>
- * @author Véronique Pommier-Maurussane
- */
- public class PartialDerivativesEquations implements AdditionalEquations {
- /** Selected parameters for Jacobian computation. */
- private NumericalPropagator propagator;
- /** Derivatives providers. */
- private final List<ForceModel> derivativesProviders;
- /** List of parameters selected for Jacobians computation. */
- private List<ParameterConfiguration> selectedParameters;
- /** Name. */
- private String name;
- /** State vector dimension without additional parameters
- * (either 6 or 7 depending on mass derivatives being included or not). */
- private int stateDim;
- /** Parameters vector dimension. */
- private int paramDim;
- /** Step used for finite difference computation with respect to spacecraft position. */
- private double hPos;
- /** Boolean for force models / selected parameters consistency. */
- private boolean dirty = false;
- /** Jacobian of acceleration with respect to spacecraft position. */
- private transient double[][] dAccdPos;
- /** Jacobian of acceleration with respect to spacecraft velocity. */
- private transient double[][] dAccdVel;
- /** Jacobian of acceleration with respect to spacecraft mass. */
- private transient double[] dAccdM;
- /** Jacobian of acceleration with respect to one force model parameter (array reused for all parameters). */
- private transient double[] dAccdParam;
- /** Simple constructor.
- * <p>
- * Upon construction, this set of equations is <em>automatically</em> added to
- * the propagator by calling its {@link
- * NumericalPropagator#addAdditionalEquations(AdditionalEquations)} method. So
- * there is no need to call this method explicitly for these equations.
- * </p>
- * @param name name of the partial derivatives equations
- * @param propagator the propagator that will handle the orbit propagation
- * @exception OrekitException if a set of equations with the same name is already present
- */
- public PartialDerivativesEquations(final String name, final NumericalPropagator propagator)
- throws OrekitException {
- this.name = name;
- derivativesProviders = new ArrayList<ForceModel>();
- dirty = true;
- this.propagator = propagator;
- selectedParameters = new ArrayList<ParameterConfiguration>();
- stateDim = -1;
- paramDim = -1;
- hPos = Double.NaN;
- propagator.addAdditionalEquations(this);
- }
- /** {@inheritDoc} */
- public String getName() {
- return name;
- }
- /** Get the names of the available parameters in the propagator.
- * <p>
- * The names returned depend on the force models set up in the propagator,
- * including the Newtonian attraction from the central body.
- * </p>
- * @return available parameters
- */
- public List<String> getAvailableParameters() {
- final List<String> available = new ArrayList<String>();
- available.addAll(propagator.getNewtonianAttractionForceModel().getParametersNames());
- for (final ForceModel model : propagator.getForceModels()) {
- available.addAll(model.getParametersNames());
- }
- return available;
- }
- /** Select the parameters to consider for Jacobian processing.
- * <p>Parameters names have to be consistent with some
- * {@link ForceModel} added elsewhere.</p>
- * @param parameters parameters to consider for Jacobian processing
- * @see NumericalPropagator#addForceModel(ForceModel)
- * @see #setInitialJacobians(SpacecraftState, double[][], double[][])
- * @see ForceModel
- * @see org.apache.commons.math3.ode.Parameterizable
- */
- public void selectParameters(final String ... parameters) {
- selectedParameters.clear();
- for (String param : parameters) {
- selectedParameters.add(new ParameterConfiguration(param, Double.NaN));
- }
- dirty = true;
- }
- /** Select the parameters to consider for Jacobian processing.
- * <p>Parameters names have to be consistent with some
- * {@link ForceModel} added elsewhere.</p>
- * @param parameter parameter to consider for Jacobian processing
- * @param hP step to use for computing Jacobian column with respect to the specified parameter
- * @see NumericalPropagator#addForceModel(ForceModel)
- * @see #setInitialJacobians(SpacecraftState, double[][], double[][])
- * @see ForceModel
- * @see org.apache.commons.math3.ode.Parameterizable
- */
- public void selectParamAndStep(final String parameter, final double hP) {
- selectedParameters.add(new ParameterConfiguration(parameter, hP));
- dirty = true;
- }
- /** Set the initial value of the Jacobian with respect to state and parameter.
- * <p>
- * This method is equivalent to call {@link #setInitialJacobians(SpacecraftState,
- * double[][], double[][])} with dYdY0 set to the identity matrix and dYdP set
- * to a zero matrix.
- * </p>
- * <p>
- * The returned state must be added to the propagator (it is not done
- * automatically, as the user may need to add more states to it).
- * </p>
- * @param s0 initial state
- * @param stateDimension state dimension, must be either 6 for orbit only or 7 for orbit and mass
- * @param paramDimension parameters dimension
- * @return state with initial Jacobians added
- * @exception OrekitException if the partial equation has not been registered in
- * the propagator or if matrices dimensions are incorrect
- * @see #selectedParameters
- * @see #selectParamAndStep(String, double)
- */
- public SpacecraftState setInitialJacobians(final SpacecraftState s0, final int stateDimension, final int paramDimension)
- throws OrekitException {
- final double[][] dYdY0 = new double[stateDimension][stateDimension];
- final double[][] dYdP = new double[stateDimension][paramDimension];
- for (int i = 0; i < stateDimension; ++i) {
- dYdY0[i][i] = 1.0;
- }
- return setInitialJacobians(s0, dYdY0, dYdP);
- }
- /** Set the initial value of the Jacobian with respect to state and parameter.
- * <p>
- * The returned state must be added to the propagator (it is not done
- * automatically, as the user may need to add more states to it).
- * </p>
- * @param s1 current state
- * @param dY1dY0 Jacobian of current state at time t<sub>1</sub> with respect
- * to state at some previous time t<sub>0</sub> (may be either 6x6 for orbit
- * only or 7x7 for orbit and mass)
- * @param dY1dP Jacobian of current state at time t<sub>1</sub> with respect
- * to parameters (may be null if no parameters are selected)
- * @return state with initial Jacobians added
- * @exception OrekitException if the partial equation has not been registered in
- * the propagator or if matrices dimensions are incorrect
- * @see #selectedParameters
- * @see #selectParamAndStep(String, double)
- */
- public SpacecraftState setInitialJacobians(final SpacecraftState s1,
- final double[][] dY1dY0, final double[][] dY1dP)
- throws OrekitException {
- // Check dimensions
- stateDim = dY1dY0.length;
- if ((stateDim < 6) || (stateDim > 7) || (stateDim != dY1dY0[0].length)) {
- throw new OrekitException(OrekitMessages.STATE_JACOBIAN_NEITHER_6X6_NOR_7X7,
- stateDim, dY1dY0[0].length);
- }
- if ((dY1dP != null) && (stateDim != dY1dP.length)) {
- throw new OrekitException(OrekitMessages.STATE_AND_PARAMETERS_JACOBIANS_ROWS_MISMATCH,
- stateDim, dY1dP.length);
- }
- paramDim = (dY1dP == null) ? 0 : dY1dP[0].length;
- // store the matrices as a single dimension array
- final JacobiansMapper mapper = getMapper();
- final double[] p = new double[mapper.getAdditionalStateDimension()];
- mapper.setInitialJacobians(s1, dY1dY0, dY1dP, p);
- // set value in propagator
- return s1.addAdditionalState(name, p);
- }
- /** Get a mapper between two-dimensional Jacobians and one-dimensional additional state.
- * @return a mapper between two-dimensional Jacobians and one-dimensional additional state,
- * with the same name as the instance
- * @exception OrekitException if the initial Jacobians have not been initialized yet
- * @see #setInitialJacobians(SpacecraftState, int, int)
- * @see #setInitialJacobians(SpacecraftState, double[][], double[][])
- */
- public JacobiansMapper getMapper() throws OrekitException {
- if (stateDim < 0) {
- throw new OrekitException(OrekitMessages.STATE_JACOBIAN_NOT_INITIALIZED);
- }
- return new JacobiansMapper(name, stateDim, paramDim,
- propagator.getOrbitType(),
- propagator.getPositionAngleType());
- }
- /** {@inheritDoc} */
- public double[] computeDerivatives(final SpacecraftState s, final double[] pDot)
- throws OrekitException {
- final int dim = 3;
- // Lazy initialization
- if (dirty) {
- // if step has not been set by user, set a default value
- if (Double.isNaN(hPos)) {
- hPos = FastMath.sqrt(Precision.EPSILON) * s.getPVCoordinates().getPosition().getNorm();
- }
- // set up derivatives providers
- derivativesProviders.clear();
- derivativesProviders.addAll(propagator.getForceModels());
- derivativesProviders.add(propagator.getNewtonianAttractionForceModel());
- // check all parameters are handled by at least one Jacobian provider
- for (final ParameterConfiguration param : selectedParameters) {
- final String parameterName = param.getParameterName();
- boolean found = false;
- for (final ForceModel provider : derivativesProviders) {
- if (provider.isSupported(parameterName)) {
- param.setProvider(provider);
- found = true;
- }
- }
- if (!found) {
- // build the list of supported parameters, avoiding duplication
- final SortedSet<String> set = new TreeSet<String>();
- for (final ForceModel provider : derivativesProviders) {
- for (final String forceModelParameter : provider.getParametersNames()) {
- set.add(forceModelParameter);
- }
- }
- final StringBuilder builder = new StringBuilder();
- for (final String forceModelParameter : set) {
- if (builder.length() > 0) {
- builder.append(", ");
- }
- builder.append(forceModelParameter);
- }
- throw new OrekitException(OrekitMessages.UNSUPPORTED_PARAMETER_NAME,
- parameterName, builder.toString());
- }
- }
- // check the numbers of parameters and matrix size agree
- if (selectedParameters.size() != paramDim) {
- throw new OrekitException(OrekitMessages.INITIAL_MATRIX_AND_PARAMETERS_NUMBER_MISMATCH,
- paramDim, selectedParameters.size());
- }
- dAccdParam = new double[dim];
- dAccdPos = new double[dim][dim];
- dAccdVel = new double[dim][dim];
- dAccdM = (stateDim > 6) ? new double[dim] : null;
- dirty = false;
- }
- // initialize acceleration Jacobians to zero
- for (final double[] row : dAccdPos) {
- Arrays.fill(row, 0.0);
- }
- for (final double[] row : dAccdVel) {
- Arrays.fill(row, 0.0);
- }
- if (dAccdM != null) {
- Arrays.fill(dAccdM, 0.0);
- }
- // prepare derivation variables, 3 for position, 3 for velocity and optionally 1 for mass
- final int nbVars = (dAccdM == null) ? 6 : 7;
- // position corresponds three free parameters
- final Vector3D position = s.getPVCoordinates().getPosition();
- final FieldVector3D<DerivativeStructure> dsP = new FieldVector3D<DerivativeStructure>(new DerivativeStructure(nbVars, 1, 0, position.getX()),
- new DerivativeStructure(nbVars, 1, 1, position.getY()),
- new DerivativeStructure(nbVars, 1, 2, position.getZ()));
- // velocity corresponds three free parameters
- final Vector3D velocity = s.getPVCoordinates().getPosition();
- final FieldVector3D<DerivativeStructure> dsV = new FieldVector3D<DerivativeStructure>(new DerivativeStructure(nbVars, 1, 3, velocity.getX()),
- new DerivativeStructure(nbVars, 1, 4, velocity.getY()),
- new DerivativeStructure(nbVars, 1, 5, velocity.getZ()));
- // mass corresponds either to a constant or to one free parameter
- final DerivativeStructure dsM = (dAccdM == null) ?
- new DerivativeStructure(nbVars, 1, s.getMass()) :
- new DerivativeStructure(nbVars, 1, 6, s.getMass());
- // TODO: we should compute attitude partial derivatives with respect to position/velocity
- final Rotation rotation = s.getAttitude().getRotation();
- final FieldRotation<DerivativeStructure> dsR =
- new FieldRotation<DerivativeStructure>(new DerivativeStructure(nbVars, 1, rotation.getQ0()),
- new DerivativeStructure(nbVars, 1, rotation.getQ1()),
- new DerivativeStructure(nbVars, 1, rotation.getQ2()),
- new DerivativeStructure(nbVars, 1, rotation.getQ3()),
- false);
- // compute acceleration Jacobians
- for (final ForceModel derivativesProvider : derivativesProviders) {
- final FieldVector3D<DerivativeStructure> acceleration =
- derivativesProvider.accelerationDerivatives(s.getDate(), s.getFrame(),
- dsP, dsV, dsR, dsM);
- addToRow(acceleration.getX(), 0);
- addToRow(acceleration.getY(), 1);
- addToRow(acceleration.getZ(), 2);
- }
- // the variational equations of the complete state Jacobian matrix have the
- // following form for 7x7, i.e. when mass partial derivatives are also considered
- // (when mass is not considered, only the A, B, D and E matrices are used along
- // with their derivatives):
- // [ | | ] [ | | ] [ | | ]
- // [ Adot | Bdot | Cdot ] [ dVel/dPos = 0 | dVel/dVel = Id | dVel/dm = 0 ] [ A | B | C ]
- // [ | | ] [ | | ] [ | | ]
- // --------+--------+--- ---- ------------------+------------------+---------------- -----+-----+-----
- // [ | | ] [ | | ] [ | | ]
- // [ Ddot | Edot | Fdot ] = [ dAcc/dPos | dAcc/dVel | dAcc/dm ] * [ D | E | F ]
- // [ | | ] [ | | ] [ | | ]
- // --------+--------+--- ---- ------------------+------------------+---------------- -----+-----+-----
- // [ Gdot | Hdot | Idot ] [ dmDot/dPos = 0 | dmDot/dVel = 0 | dmDot/dm = 0 ] [ G | H | I ]
- // The A, B, D and E sub-matrices and their derivatives (Adot ...) are 3x3 matrices,
- // the C and F sub-matrices and their derivatives (Cdot ...) are 3x1 matrices,
- // the G and H sub-matrices and their derivatives (Gdot ...) are 1x3 matrices,
- // the I sub-matrix and its derivative (Idot) is a 1x1 matrix.
- // The expanded multiplication above can be rewritten to take into account
- // the fixed values found in the sub-matrices in the left factor. This leads to:
- // [ Adot ] = [ D ]
- // [ Bdot ] = [ E ]
- // [ Cdot ] = [ F ]
- // [ Ddot ] = [ dAcc/dPos ] * [ A ] + [ dAcc/dVel ] * [ D ] + [ dAcc/dm ] * [ G ]
- // [ Edot ] = [ dAcc/dPos ] * [ B ] + [ dAcc/dVel ] * [ E ] + [ dAcc/dm ] * [ H ]
- // [ Fdot ] = [ dAcc/dPos ] * [ C ] + [ dAcc/dVel ] * [ F ] + [ dAcc/dm ] * [ I ]
- // [ Gdot ] = [ 0 ]
- // [ Hdot ] = [ 0 ]
- // [ Idot ] = [ 0 ]
- // The following loops compute these expressions taking care of the mapping of the
- // (A, B, ... I) matrices into the single dimension array p and of the mapping of the
- // (Adot, Bdot, ... Idot) matrices into the single dimension array pDot.
- // copy D, E and F into Adot, Bdot and Cdot
- final double[] p = s.getAdditionalState(getName());
- System.arraycopy(p, dim * stateDim, pDot, 0, dim * stateDim);
- // compute Ddot, Edot and Fdot
- for (int i = 0; i < dim; ++i) {
- final double[] dAdPi = dAccdPos[i];
- final double[] dAdVi = dAccdVel[i];
- for (int j = 0; j < stateDim; ++j) {
- pDot[(dim + i) * stateDim + j] =
- dAdPi[0] * p[j] + dAdPi[1] * p[j + stateDim] + dAdPi[2] * p[j + 2 * stateDim] +
- dAdVi[0] * p[j + 3 * stateDim] + dAdVi[1] * p[j + 4 * stateDim] + dAdVi[2] * p[j + 5 * stateDim] +
- ((dAccdM == null) ? 0.0 : dAccdM[i] * p[j + 6 * stateDim]);
- }
- }
- if (dAccdM != null) {
- // set Gdot, Hdot and Idot to 0
- Arrays.fill(pDot, 6 * stateDim, 7 * stateDim, 0.0);
- }
- for (int k = 0; k < paramDim; ++k) {
- // compute the acceleration gradient with respect to current parameter
- final ParameterConfiguration param = selectedParameters.get(k);
- final ForceModel provider = param.getProvider();
- final FieldVector3D<DerivativeStructure> accDer =
- provider.accelerationDerivatives(s, param.getParameterName());
- dAccdParam[0] = accDer.getX().getPartialDerivative(1);
- dAccdParam[1] = accDer.getY().getPartialDerivative(1);
- dAccdParam[2] = accDer.getZ().getPartialDerivative(1);
- // the variational equations of the parameters Jacobian matrix are computed
- // one column at a time, they have the following form:
- // [ ] [ | | ] [ ] [ ]
- // [ Jdot ] [ dVel/dPos = 0 | dVel/dVel = Id | dVel/dm = 0 ] [ J ] [ dVel/dParam = 0 ]
- // [ ] [ | | ] [ ] [ ]
- // -------- ------------------+------------------+---------------- ----- --------------------
- // [ ] [ | | ] [ ] [ ]
- // [ Kdot ] = [ dAcc/dPos | dAcc/dVel | dAcc/dm ] * [ K ] + [ dAcc/dParam ]
- // [ ] [ | | ] [ ] [ ]
- // -------- ------------------+------------------+---------------- ----- --------------------
- // [ Ldot ] [ dmDot/dPos = 0 | dmDot/dVel = 0 | dmDot/dm = 0 ] [ L ] [ dmDot/dParam = 0 ]
- // The J and K sub-columns and their derivatives (Jdot ...) are 3 elements columns,
- // the L sub-colums and its derivative (Ldot) are 1 elements columns.
- // The expanded multiplication and addition above can be rewritten to take into
- // account the fixed values found in the sub-matrices in the left factor. This leads to:
- // [ Jdot ] = [ K ]
- // [ Kdot ] = [ dAcc/dPos ] * [ J ] + [ dAcc/dVel ] * [ K ] + [ dAcc/dm ] * [ L ] + [ dAcc/dParam ]
- // [ Ldot ] = [ 0 ]
- // The following loops compute these expressions taking care of the mapping of the
- // (J, K, L) columns into the single dimension array p and of the mapping of the
- // (Jdot, Kdot, Ldot) columns into the single dimension array pDot.
- // copy K into Jdot
- final int columnTop = stateDim * stateDim + k;
- pDot[columnTop] = p[columnTop + 3 * paramDim];
- pDot[columnTop + paramDim] = p[columnTop + 4 * paramDim];
- pDot[columnTop + 2 * paramDim] = p[columnTop + 5 * paramDim];
- // compute Kdot
- for (int i = 0; i < dim; ++i) {
- final double[] dAdPi = dAccdPos[i];
- final double[] dAdVi = dAccdVel[i];
- pDot[columnTop + (dim + i) * paramDim] =
- dAccdParam[i] +
- dAdPi[0] * p[columnTop] + dAdPi[1] * p[columnTop + paramDim] + dAdPi[2] * p[columnTop + 2 * paramDim] +
- dAdVi[0] * p[columnTop + 3 * paramDim] + dAdVi[1] * p[columnTop + 4 * paramDim] + dAdVi[2] * p[columnTop + 5 * paramDim] +
- ((dAccdM == null) ? 0.0 : dAccdM[i] * p[columnTop + 6 * paramDim]);
- }
- if (dAccdM != null) {
- // set Ldot to 0
- pDot[columnTop + 6 * paramDim] = 0;
- }
- }
- // these equations have no effect of the main state itself
- return null;
- }
- /** Fill Jacobians rows when mass is needed.
- * @param accelerationComponent component of acceleration (along either x, y or z)
- * @param index component index (0 for x, 1 for y, 2 for z)
- */
- private void addToRow(final DerivativeStructure accelerationComponent, final int index) {
- if (dAccdM == null) {
- // free parameters 0, 1, 2 are for position
- dAccdPos[index][0] += accelerationComponent.getPartialDerivative(1, 0, 0, 0, 0, 0);
- dAccdPos[index][1] += accelerationComponent.getPartialDerivative(0, 1, 0, 0, 0, 0);
- dAccdPos[index][2] += accelerationComponent.getPartialDerivative(0, 0, 1, 0, 0, 0);
- // free parameters 3, 4, 5 are for velocity
- dAccdVel[index][0] += accelerationComponent.getPartialDerivative(0, 0, 0, 1, 0, 0);
- dAccdVel[index][1] += accelerationComponent.getPartialDerivative(0, 0, 0, 0, 1, 0);
- dAccdVel[index][2] += accelerationComponent.getPartialDerivative(0, 0, 0, 0, 0, 1);
- } else {
- // free parameters 0, 1, 2 are for position
- dAccdPos[index][0] += accelerationComponent.getPartialDerivative(1, 0, 0, 0, 0, 0, 0);
- dAccdPos[index][1] += accelerationComponent.getPartialDerivative(0, 1, 0, 0, 0, 0, 0);
- dAccdPos[index][2] += accelerationComponent.getPartialDerivative(0, 0, 1, 0, 0, 0, 0);
- // free parameters 3, 4, 5 are for velocity
- dAccdVel[index][0] += accelerationComponent.getPartialDerivative(0, 0, 0, 1, 0, 0, 0);
- dAccdVel[index][1] += accelerationComponent.getPartialDerivative(0, 0, 0, 0, 1, 0, 0);
- dAccdVel[index][2] += accelerationComponent.getPartialDerivative(0, 0, 0, 0, 0, 1, 0);
- // free parameter 6 is for mass
- dAccdM[index] += accelerationComponent.getPartialDerivative(0, 0, 0, 0, 0, 0, 1);
- }
- }
- }