Révision 447
Ajouté par Youssef MORSY il y a presque 3 ans
| branch/MORSY/sp4a3/sp4a3_kalman.c | ||
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{0, 0, 1, 0},
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{0, 0, 0, 1}};
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double FT[4][4];
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Transpose_Mat(4,4,F,FT);
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Transpose_Mat(4,4,F,FT);
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double KK[2][2];
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double KKK[4][4];
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double KKKK[4][2];
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while(fscanf(fichier, "%lf %lf %lf", &t, &xobs, &yobs)>0){
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printf("-------------%04d--------------\n",cpt);
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{
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t -= t0;xobs -= x0;yobs -= y0;
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debug=0; ///Mettre à 1 pour afficher les matrices.
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debug=1; ///Mettre à 1 pour afficher les matrices.
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///Ajouter votre code ci-dessous///
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// Kalman
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// X = F*X
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// X = F*X
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Mul_Mat_Mat(4,4,F, 4,1,X, X);
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Plot_Mat(X," X(k+1|k) = ");
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//P = F*P*F'+Q;
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//P = F*P*F'+Q;
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Mul_Mat_Mat(4,4,F, 4,4, P,P);
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Transpose_Mat(4,4,F,F);
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Mul_Mat_Mat(4,4,P, 4,4, F,P);
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Add_Mat_Mat(4,4,P,4,4,R, P);
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Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
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// K = P*H' / ( H*P*H' + R);
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// K = P*H' / ( H*P*H' + R);
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Mul_Mat_Mat(2,4,H, 4,4, P,KKKK);
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Mul_Mat_Mat(2,4,KKKK, 4,2, HT,KK);
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Add_Mat_Mat(2,2,KK,2,2,Q, KK);
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Inverse_Mat_22(2,2,KK,KK);
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Mul_Mat_Mat(4,4,P, 4,2, HT,K);
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Mul_Mat_Mat(4,2,K, 2,2, KK,K);
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Plot_Mat(K,"K = ");
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//X = X + K*([xobs(i);yobs(i)]-H*X);
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Formats disponibles : Unified diff
TP3 IMPLANTATION FILTRE KALMAN