Révision 448
Ajouté par Lilian MEMBRE il y a presque 3 ans
| sp4a3_kalman.c | ||
|---|---|---|
|
{
|
||
|
t -= t0;xobs -= x0;yobs -= y0;
|
||
|
|
||
|
debug=0; ///Mettre à 1 pour afficher les matrices.
|
||
|
debug=1; ///Mettre à 1 pour afficher les matrices.
|
||
|
double Q[4][4] = {{0, 0, 0, 0},
|
||
|
{0, 0, 0, 0},
|
||
|
{0, 0, 0.1, 0},
|
||
|
{0, 0, 0, 0.1}};
|
||
|
|
||
|
///Ajouter votre code ci-dessous///
|
||
|
// Kalman
|
||
|
|
||
|
double R1[4][4];
|
||
|
double R2[4][4];
|
||
|
double R3[4][4];
|
||
|
double R4[4][2];
|
||
|
double R5[2][4];
|
||
|
double R6[2][2];
|
||
|
double R7[2][2];
|
||
|
double R8[4][2];
|
||
|
double R9[2][2];
|
||
|
double R10[4][4];
|
||
|
double R11[4][4];
|
||
|
|
||
|
// X = F*X
|
||
|
// X = F*X
|
||
|
Mul_Mat_Mat(4, 4, F, 4, 1, X, X);
|
||
|
Plot_Mat(X," X(k+1|k) = ");
|
||
|
|
||
|
//P = F*P*F'+Q;
|
||
|
//P = F*P*F'+Q;
|
||
|
|
||
|
|
||
|
|
||
|
Mul_Mat_Mat(4,4,F, 4,4,P, R1);
|
||
|
Transpose_Mat(4, 4, F, R2);
|
||
|
Mul_Mat_Mat(4, 4, R1, 4, 4, R2, R3);
|
||
|
Add_Mat_Mat(4, 4, Q, 4, 4, R3, P);
|
||
|
Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
|
||
|
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
Transpose_Mat(2, 4, H, R4);
|
||
|
Mul_Mat_Mat(4,4, P, 4, 2, R4,R8);
|
||
|
Mul_Mat_Mat(2,4,H,4,4,P,R5);
|
||
|
Mul_Mat_Mat(2,4,R5,4,2,R4,R6);
|
||
|
Add_Mat_Mat(2,2,R6,2,2,R,R7);
|
||
|
Inverse_Mat_22(2,2,R7, R9);
|
||
|
Mul_Mat_Mat(4,2,R8, 2,2, R9, K);
|
||
|
Plot_Mat(K,"K = ");
|
||
|
|
||
|
//X = X + K*([xobs(i);yobs(i)]-H*X);
|
||
|
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
|
||
|
Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
|
||
|
|
||
|
// P = P - K*H*P;
|
||
|
// P = P - K*H*P;
|
||
|
Mul_Mat_Mat(4,2,K,2,4,H,R10);
|
||
|
Mul_Mat_Mat(4,4,R10,4,4,P,R11);
|
||
|
Sub_Mat_Mat(4,4,P,4,4,R11,P);
|
||
|
Plot_Mat(P," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
|
||
|
|
||
|
/// La matrice X doit contenir la position filtrée ///
|
||
Formats disponibles : Unified diff
redaction kalman, 4 equations faites qui fonctionnent, reste la derniere avec xobs et vobs