Add a unit test for bayesian_estimation.cc as part of trk_test which tests that all outputs are positive over a large number of iterations

src/tests/CMakeLists.txt

@@ -659,7 +659,8 @@ endif(NOT ${GTEST_DIR_LOCAL})
 add_executable(trk_test ${CMAKE_CURRENT_SOURCE_DIR}/single_test_main.cc
                         ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/galileo_e1_dll_pll_veml_tracking_test.cc
                         ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/tracking_loop_filter_test.cc
-                        ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/cpu_multicorrelator_real_codes_test.cc )
+                        ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/cpu_multicorrelator_real_codes_test.cc
+                        ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc )
 
 target_link_libraries(trk_test ${Boost_LIBRARIES}
                                ${GFlags_LIBS}

src/tests/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc

@@ -0,0 +1,80 @@
+/*!
+ * \file bayesian_estimation_positivity_test.cc
+ * \brief  This file implements timing tests for the Bayesian covariance estimator
+ * \author Gerald LaMountain, 20168. gerald(at)ece.neu.edu
+ *
+ *
+ * -------------------------------------------------------------------------
+ *
+ * Copyright (C) 2010-2018  (see AUTHORS file for a list of contributors)
+ *
+ * GNSS-SDR is a software defined Global Navigation
+ *          Satellite Systems receiver
+ *
+ * This file is part of GNSS-SDR.
+ *
+ * GNSS-SDR is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * GNSS-SDR is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with GNSS-SDR. If not, see <https://www.gnu.org/licenses/>.
+ *
+ * -------------------------------------------------------------------------
+ */
+
+#include <chrono>
+#include <complex>
+#include <random>
+#include <thread>
+#include <armadillo>
+#include <gtest/gtest.h>
+#include <gflags/gflags.h>
+#include <gnuradio/gr_complex.h>
+#include <volk_gnsssdr/volk_gnsssdr.h>
+#include "bayesian_estimation.h"
+
+#define BAYESIAN_TEST_N_TRIALS 100
+#define BAYESIAN_TEST_ITER 10000
+
+TEST(BayesianEstimationPositivityTest, BayesianPositivityTest)
+{
+    Bayesian_estimator bayes;
+    std::chrono::time_point<std::chrono::system_clock> start, end;
+    std::chrono::duration<double> elapsed_seconds(0);
+
+    arma::vec bayes_mu = arma::zeros(1, 1);
+    int bayes_nu = 0;
+    int bayes_kappa = 0;
+    arma::mat bayes_Psi = arma::ones(1, 1);
+
+    arma::vec input  = arma::zeros(1, 1);
+    arma::mat output = arma::ones(1, 1);
+
+    //--- Perform initializations ------------------------------
+
+    std::random_device r;
+    std::default_random_engine e1(r());
+    std::normal_distribution<float> normal_dist(0, 5);
+
+    for (int k = 0; k < BAYESIAN_TEST_N_TRIALS; k++)
+        {
+            bayes.init(bayes_mu, bayes_kappa, bayes_nu, bayes_Psi);
+
+
+            for (int n = 0; n < BAYESIAN_TEST_ITER; n++)
+                {
+                    input(0) = (double)(normal_dist(e1));
+                    bayes.update_sequential(input);
+
+                    output = bayes.get_Psi_est();
+                    ASSERT_EQ(output(0) > 0, true);
+                }
+        }
+}