question-mark
Stuck on an issue?

Lightrun Answers was designed to reduce the constant googling that comes with debugging 3rd party libraries. It collects links to all the places you might be looking at while hunting down a tough bug.

And, if you’re still stuck at the end, we’re happy to hop on a call to see how we can help out.

bias_drift uses wrong std value?

See original GitHub issue

First, thanks for the amazing tool!

But, I suspect there is a bug here: https://github.com/Aceinna/gnss-ins-sim/blob/2d2ba0fac193afd10b4d7758cc85d14457f17001/gnss_ins_sim/pathgen/pathgen.py#L552

Should it be

b = drift[i] * np.sqrt(1. - np.exp(-2/(fs * corr_time[i])))

or am I missing something?

With this scaling, then the drift[i] describes the standard deviation of the output process. Whereas, the original implementation just describes the standard deviation of the discretized white noise. Which means that the noise process will not be consistent if the sampling frequency is changed.

Issue Analytics

  • State:closed
  • Created 3 years ago
  • Comments:9

github_iconTop GitHub Comments

2reactions
dxg-aceinnacommented, Oct 22, 2020

Note that (1 - dt/corr_time)**2 is the Taylor expansion of 1 - exp(-2 * dt/corr_time) upto the second order. Also, note that dt/corr_time must be less than or equal to unity to make physical sense. (corr_time > dt or the whole discretization kinda falls a part.)

Thank you for the explanation. It is clear to me now. A pull request will be much appreciated.

1reaction
ace-e4scommented, Oct 21, 2020

I’ll try to answer your comments using the same numbering:

  1. You are right, this is a typo from my part.
  2. No, the variance is dt. See https://en.wikipedia.org/wiki/Euler–Maruyama_method (last sentence in the introduction).
  3. Follows 2.
Read more comments on GitHub >

github_iconTop Results From Across the Web

Amazon SageMaker Clarify Model Monitors
Model bias monitor can detect bias drift of Machine Learning models in a regular basis. Similar to the other monitoring types, the standard...
Read more >
Linear learner hyperparameters - Amazon SageMaker
Whether to use a scheduler for the learning rate. If you want to use a scheduler, specify true . Optional. Valid values: true...
Read more >
EP0449992B1 - Bias drift compensation in near infrared quantitative ...
g) correcting a quantitative measurement of a sample (S) for bias shift by using said true OD values and said new OD values...
Read more >
A Comparison between Different Error Modeling of MEMS ...
This paper is focused on the identification and modeling of the bias-drift stochastic error, applying the most used techniques currently available to ...
Read more >
BIAS DRIFT ESTIMATION FOR MEMS GYROSCOPE USED ...
5, there are shown: the average value in each segment, the standard deviation, the first and third quartile. Points which are outside the...
Read more >

github_iconTop Related Medium Post

No results found

github_iconTop Related StackOverflow Question

No results found

github_iconTroubleshoot Live Code

Lightrun enables developers to add logs, metrics and snapshots to live code - no restarts or redeploys required.
Start Free

github_iconTop Related Reddit Thread

No results found

github_iconTop Related Hackernoon Post

No results found

github_iconTop Related Tweet

No results found

github_iconTop Related Dev.to Post

No results found

github_iconTop Related Hashnode Post

No results found