Révision 454
Ajouté par Damien REGENT il y a presque 3 ans
| sp4a3_kalman.c | ||
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#include "sp4a3_kalman_extra.h"
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void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma]){
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void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma])
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{
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int i,j;
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for(i=0;i<na;i++)
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{
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for (j=0;j<ma;j++)
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{
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R[i][j]=A[i][j]+B[i][j];
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}
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}
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}
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void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
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void Inverse_Mat_22(int n,int m,double A[n][m],double R[n][m])
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{
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double det=1/((A[0][0]*A[1][1])-(A[0][1]*A[1][0]));
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R[0][0]=A[1][1]*det;
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R[1][1]=A[0][0]*det;
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R[0][1]=-A[0][1]*det;
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R[1][0]=-A[1][0]*det;
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//printf("\n %f %f\n %f %f\n",R[0][0] ,R[0][1] ,R[1][0] ,R[1][1]);
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}
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void Transpose_Mat(int n,int m,double A[n][m],double R[m][n]){
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void Transpose_Mat(int n,int m,double A[n][m],double R[m][n])
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{
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int i,j;
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for (i=0;i<n;i++)
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for (j=0;j<m;j++)
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R[j][i]=A[i][j];
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for (i=0;i<n;i++)
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{
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for (j=0;j<m;j++)
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{
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R[j][i]=A[i][j];
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}
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}
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}
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void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma]){
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void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma])
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{
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int i,j;
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for(i=0;i<na;i++)
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{
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for (j=0;j<ma;j++)
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{
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R[i][j]=A[i][j]-B[i][j];
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}
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}
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}
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void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double R[na][mb]){
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void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double R[na][mb])
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{
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int i,j,k;
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for(i=0;i<na;i++)
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{
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for (j=0;j<mb;j++)
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{
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R[i][j]=0;
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for (k=0;k<ma;k++)
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{
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R[i][j]+=A[i][k]*B[k][j];
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}
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}
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}
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}
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void tests_unitaires(void){
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void tests_unitaires(void)
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{
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//Matrices d'entrée
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double T21a[2][1]={{7},{-5}};
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double T21b[2][1]={{-3},{46}};
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| ... | ... | |
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double xobs,yobs;
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double oldx,oldy;
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double dx=0,dy=0,dt=0.1;
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int cpt = 0;
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int cpt = 0,i,j;
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// kalman param
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double sigma_etat = 10.0;
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| ... | ... | |
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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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//création de matrices intermédiaires
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double X1[4][1];
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double P1[4][4] = {{sigma_etat*sigma_etat, 0, 0, 0},
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{0, sigma_etat*sigma_etat, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double X2[4][1];
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double P2[4][4] = {{sigma_etat*sigma_etat, 0, 0, 0},
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{0, sigma_etat*sigma_etat, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double Mint[4][4];
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double Mint2[4][4];
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double Mint3[4][4];
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double Mint4[4][4];
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double Mint5[4][4];
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double Mint6[4][4];
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double Mint7[4][4];
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double Mint8[4][4];
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double Mint9[4][4];
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double Delta[2][1];
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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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{
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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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// Kalman
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double XY[2][1]={{xobs},{yobs}};
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// X = F*X
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Plot_Mat(X," X(k+1|k) = ");
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// X = F*X
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Mul_Mat_Mat(4,4,F,4,1,X,X1);
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Plot_Mat(X1," X(k+1|k) = ");
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//P = F*P*F'+Q;
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Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
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//P = F*P*F'+Q;
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Mul_Mat_Mat(4,4,F,4,4,P,Mint);
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Mul_Mat_Mat(4,4,Mint,4,4,FT,Mint2);
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Add_Mat_Mat(4,4,Mint2,4,4,Q,P1);
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Plot_Mat(P1,"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(4,4,P1,4,2,HT,Mint);
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Mul_Mat_Mat(2,4,H,4,4,P1,Mint2);
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Mul_Mat_Mat(2,4,Mint2,4,2,HT,Mint3);
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Add_Mat_Mat(2,2,Mint3,2,2,R,Mint6);
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Inverse_Mat_22(2,2,Mint6,Mint5);
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Mul_Mat_Mat(4,2,Mint,2,2,Mint5,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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//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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//X = X + K*([xobs(i);yobs(i)]-H*X);
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Mul_Mat_Mat(2,4,H,4,1,X1,Mint2);
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Sub_Mat_Mat(2,1,XY,2,1,Mint2,Delta);
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Mul_Mat_Mat(4,2,K,2,1,Delta,Mint7);
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Add_Mat_Mat(4,1,X1,4,1,Mint7,X2);
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Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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Plot_Mat(X2," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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// P = P - K*H*P;
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Plot_Mat(P," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
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// P = P - K*H*P;
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Mul_Mat_Mat(4,2,K,2,4,H,Mint8);
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Mul_Mat_Mat(4,4,Mint8,4,4,P1,Mint9);
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Sub_Mat_Mat(4,4,P1,4,4,Mint9,P2);
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Plot_Mat(P2," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
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//X(k+1|k) devient X(k+1|k+1) et X(k|k) devient X(k+1|k) ( X=X1; X1=X2 );
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for (i=0;i<4;i++)
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{
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for (j=0;j<1;j++)
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{
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X[i][j]=X2[i][j];
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}
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}
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for (i=0;i<4;i++)
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{
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for (j=0;j<4;j++)
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{
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P[i][j]=P2[i][j];
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}
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}
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/// La matrice X doit contenir la position filtrée ///
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}
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t = cpt * dt;
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Formats disponibles : Unified diff
TP3 terminé, il fonctionne