2024-06-20 18:13:59 +02:00

90 lines
2.3 KiB
Python

import numpy as np
from numpy.typing import ArrayLike
from typing import Any, Tuple
from spatz.transforms import Transform
class GaussianNoise(Transform):
def __init__(self, mu: ArrayLike = None, sigma: ArrayLike = None) -> None:
super().__init__()
self.__mu = mu
self.__sigma = sigma
def __call__(self, _: float, x: ArrayLike) -> ArrayLike:
if np.isscalar(x):
noise = np.random.normal(0, 1)
x += self.__sigma * noise + self.__mu
else:
dim = len(x)
if np.isscalar(self.__sigma):
sigma = np.identity(dim) * self.__sigma
else:
sigma = self.__sigma
if np.isscalar(self.__mu):
mu = np.ones(dim) * self.__mu
else:
mu = self.__mu
noise = np.random.normal(0, 1, np.shape(x))
x += sigma @ noise + mu
return x
class DriftingBias(Transform):
def __init__(self, init: ArrayLike, covariance: ArrayLike, Tc: float) -> None:
"""First order Gauss-Markov (GM) model used to model drift.
Args:
init (ArrayLike): The initial bias.
covariance (ArrayLike): Covariance matrix of the process.
Tc (float): Correlation time of the process.
"""
super().__init__()
self.__t = 0
self.__beta = 1 / Tc
self.__covariance = covariance
self.__Tc = Tc
self.__x_old = np.copy(init)
def __call__(self, t: float, x: ArrayLike) -> ArrayLike:
dt = t - self.__t
self.__t = t
w = np.random.normal(np.zeros_like(x), self.__covariance*(1-np.exp(-2 * dt / self.__Tc)))
drift = (1 - self.__beta * dt) * self.__x_old + w
self.__x_old = drift
return x + drift
class ProportionalGaussian(Transform):
def __init__(self, mu, sigma) -> None:
super().__init__()
self.__mu = mu
self.__sigma = sigma
def __call__(self, _: float, x: ArrayLike) -> ArrayLike:
noise = np.random.normal(0, 1)
x += (self.__sigma * x) * noise + (self.__mu * x)
return x
class PinkNoise(Transform):
def __init__(self) -> None:
super().__init__()
def __call__(self, t: float, x: ArrayLike) -> Any:
pass