Projet

Général

Profil

« Précédent | Suivant » 

Révision 459

Ajouté par alpuech il y a presque 3 ans

filtre kalman fonctionnel

Voir les différences:

branch/PUECH_Alexis/sp4a3/sp4a3_kalman.c
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <math.h>
#include "sp4a3_kalman_extra.h"
void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma]){
int i,j;
for (i=0;i<na;i++)
{
for (j=0;j<ma;j++)
{
R[i][j]=A[i][j]+B[i][j];
//printf("%d ",R[i][j]);
}
//printf("\n");
}
}
void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
void Inverse_Mat_22(int n,int m,double A[n][m],double R[n][m]){
double coef,det;
det=(A[0][0]*A[1][1])-(A[1][0]*A[0][1]);
coef=1/det;
R[0][0]=A[1][1]*coef;
R[1][0]=-A[1][0]*coef;
R[1][1]=A[0][0]*coef;
R[0][1]=-A[0][1]*coef;
}
void Transpose_Mat(int n,int m,double A[n][m],double R[m][n]){
int i,j;
for (i=0;i<n;i++)
for (j=0;j<m;j++)
R[j][i]=A[i][j];
for (i=0;i<n;i++)
{
for (j=0;j<m;j++)
{
R[j][i]=A[i][j];
//printf("%d ",R[j][i]);
}
//printf("\n");
}
}
void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma]){
int i,j;
for (i=0;i<na;i++)
{
for (j=0;j<ma;j++)
{
R[i][j]=A[i][j]-B[i][j];
//printf("%d ",R[i][j]);
}
//printf("\n");
}
}
void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double R[na][mb]){
int i,j,k;
for (i=0;i<na;i++)
{
for (j=0;j<mb;j++)
{
R[i][j]=0;
for (k=0;k<ma;k++)
{
R[i][j]+=A[i][k]*B[k][j];
}
printf("%d ",R[i][j]);
}
printf("\n");
}
}
void tests_unitaires(void){
//Matrices d'entrée
double T21a[2][1]={{7},{-5}};
......
Mul_Mat_Mat(2,4,T24,4,2,T42a,R22); if (!Equal_Mat_Mat(RMT24T42,R22)) error("Erreur calcul Multiplication 2x4 4x2");
Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) error("Erreur calcul Multiplication 2x4 4x4");
printf("Test unitaires OK.\n");
}
}
int main(int argc,char **argv){
int main(int argc,char **argv){
tests_unitaires();
FILE* fichier = fopen("pos_t_x_y.dat","r");
if (fichier == NULL)
error("Impossible d'ouvrir le fichier GPGGA_data.dat");
FILE * Fout = Fout = fopen("output.dat","w");
if (fichier == NULL)
error("Impossible d'ouvrir le fichier output.dat");
printf("Kalman\n");
double t = 0;
double t0,x0,y0;
double xobs,yobs;
double oldx,oldy;
double dx=0,dy=0,dt=0.1;
int cpt = 0,i,j;
// kalman param
double sigma_etat = 10.0;
double sigma_observation = 2.0;
double X[4][1] = {{0},{0},{0},{0}};
double P[4][4] = {{sigma_etat*sigma_etat, 0, 0, 0},
{0, sigma_etat*sigma_etat, 0, 0},
{0, 0, 0, 0},
{0, 0, 0, 0}};
double Q[4][4] = {{0, 0, 0, 0},
{0, 0, 0, 0},
{0, 0, 0.1, 0},
{0, 0, 0, 0.1}};
double R[2][2] = {{sigma_observation*sigma_observation, 0},
{0 , sigma_observation*sigma_observation}};
double K[4][2];
double H[2][4] = {{1, 0, 0, 0},
{0, 1, 0, 0}};
double HT[4][2];
Transpose_Mat(2,4,H,HT);
double F[4][4] = {{1, 0, dt, 0},
{0, 1, 0, dt},
{0, 0, 1, 0},
{0, 0, 0, 1}};
double FT[4][4];
Transpose_Mat(4,4,F,FT);
//variables intermediaires
double FX[4][1];
double FP[4][4];
double Ftrans[4][4];
double FPFtrans[4][4];
double FPFtransPlusQ[4][4];
double Htrans[4][2];
double PHtrans[4][2];
double HP[2][4];
double HPHtrans[2][2];
double HPHtransPlusR[2][2];
double InvHPHtransPlusR[2][2];
double PHtransInvHPHtransPlusR[4][2];
double HFX[2][1];
double ObsMoinsHFX[2][1];
double KObsMoinsHFX[4][1];
double FXPlusKObsMoinsHFX[4][1];
double KH[4][4];
double KHP[4][4];
double PMoinsKHP[4][4];
tests_unitaires();
while(fscanf(fichier, "%lf %lf %lf", &t, &xobs, &yobs)>0){
printf("-------------%04d--------------\n",cpt);
if (cpt ==0)
{
t0=t;x0=xobs;y0=yobs;
xobs=xobs-x0;yobs=yobs-y0;
Plot_Mat(F,"F = ");
Plot_Mat(H,"H = ");
Plot_Mat(R,"R = ");
}
else
{
int i,j;
t -= t0;xobs -= x0;yobs -= y0;
debug=1; ///Mettre à 1 pour afficher les matrices.
///Ajouter votre code ci-dessous///
// Kalman
FILE* fichier = fopen("pos_t_x_y.dat","r");
if (fichier == NULL)
error("Impossible d'ouvrir le fichier GPGGA_data.dat");
double Obs[2][1]={{xobs},{yobs}};
FILE * Fout = Fout = fopen("output.dat","w");
if (fichier == NULL)
error("Impossible d'ouvrir le fichier output.dat");
// X = F*X
Mul_Mat_Mat(4,4,F,4,1,X,FX);
Plot_Mat(FX," X(k+1|k) = ");
printf("Kalman\n");
double t = 0;
double t0,x0,y0;
double xobs,yobs;
double oldx,oldy;
double dx=0,dy=0,dt=0.1;
int cpt = 0;
//P = F*P*F'+Q;
Mul_Mat_Mat(4,4,F,4,4,P,FP);
Transpose_Mat(4,4,F,Ftrans);
Mul_Mat_Mat(4,4,FP,4,4,Ftrans,FPFtrans);
Add_Mat_Mat(4,4,FPFtrans,4,4,Q,FPFtransPlusQ);
Plot_Mat(FPFtransPlusQ,"P(k+1|k) = F.P(k|k).FT + Q = ");
// kalman param
double sigma_etat = 10.0;
double sigma_observation = 2.0;
double X[4][1] = {{0},{0},{0},{0}};
// K = P*H' / ( H*P*H' + R);
Transpose_Mat(2,4,H,Htrans);
Mul_Mat_Mat(4,4,FPFtransPlusQ,4,2,Htrans,PHtrans);
Mul_Mat_Mat(2,4,H,4,4,FPFtransPlusQ,HP);
Mul_Mat_Mat(2,4,HP,4,2,Htrans,HPHtrans);
Add_Mat_Mat(2,2,HPHtrans,2,2,R,HPHtransPlusR);
Inverse_Mat_22(2,2,HPHtransPlusR,InvHPHtransPlusR);
Mul_Mat_Mat(4,2,PHtrans,2,2,InvHPHtransPlusR,PHtransInvHPHtransPlusR);
Plot_Mat(PHtransInvHPHtransPlusR,"K = ");
double P[4][4] = {{sigma_etat*sigma_etat, 0, 0, 0},
{0, sigma_etat*sigma_etat, 0, 0},
{0, 0, 0, 0},
{0, 0, 0, 0}};
double Q[4][4] = {{0, 0, 0, 0},
{0, 0, 0, 0},
{0, 0, 0.1, 0},
{0, 0, 0, 0.1}};
double R[2][2] = {{sigma_observation*sigma_observation, 0},
{0 , sigma_observation*sigma_observation}};
double K[4][2];
double H[2][4] = {{1, 0, 0, 0},
{0, 1, 0, 0}};
double HT[4][2];
Transpose_Mat(2,4,H,HT);
double F[4][4] = {{1, 0, dt, 0},
{0, 1, 0, dt},
{0, 0, 1, 0},
{0, 0, 0, 1}};
double FT[4][4];
Transpose_Mat(4,4,F,FT);
while(fscanf(fichier, "%lf %lf %lf", &t, &xobs, &yobs)>0){
printf("-------------%04d--------------\n",cpt);
if (cpt ==0)
{
t0=t;x0=xobs;y0=yobs;
xobs=xobs-x0;yobs=yobs-y0;
Plot_Mat(F,"F = ");
Plot_Mat(H,"H = ");
Plot_Mat(R,"R = ");
}
else
{
t -= t0;xobs -= x0;yobs -= y0;
debug=0; ///Mettre à 1 pour afficher les matrices.
///Ajouter votre code ci-dessous///
// Kalman
// X = F*X
Plot_Mat(X," X(k+1|k) = ");
//P = F*P*F'+Q;
Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
// K = P*H' / ( H*P*H' + R);
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 = ");
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
Mul_Mat_Mat(2,4,H,4,1,FX,HFX);
Sub_Mat_Mat(2,1,Obs,2,1,HFX,ObsMoinsHFX);
Mul_Mat_Mat(4,2,PHtransInvHPHtransPlusR,2,1,ObsMoinsHFX,KObsMoinsHFX);
Add_Mat_Mat(4,1,FX,4,1,KObsMoinsHFX,FXPlusKObsMoinsHFX);
Plot_Mat(FXPlusKObsMoinsHFX," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
// P = P - K*H*P;
Plot_Mat(P," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
// P = P - K*H*P;
Mul_Mat_Mat(4,2,PHtransInvHPHtransPlusR,2,4,H,KH);
Mul_Mat_Mat(4,4,KH,4,4,FPFtransPlusQ,KHP);
Sub_Mat_Mat(4,4,FPFtransPlusQ,4,4,KHP,PMoinsKHP);
Plot_Mat(PMoinsKHP," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
/// La matrice X doit contenir la position filtrée ///
for(i=0;i<4;i++)
{
for(j=0;j<1;j++)
{
X[i][j]=FXPlusKObsMoinsHFX[i][j];
}
}
for(i=0;i<4;i++)
{
for(j=0;j<4;j++)
{
P[i][j]=PMoinsKHP[i][j];
}
}
/// La matrice X doit contenir la position filtrée ///
}
t = cpt * dt;
dx = (xobs - oldx)/dt;
dy = (yobs - oldy)/dt;
fprintf(Fout,"%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\n",t,xobs,yobs,sqrt(dx*dx+dy*dy)*dt,X[0][0],X[1][0],X[2][0],X[3][0],sqrt(X[2][0]*X[2][0]+X[3][0]*X[3][0])*dt);
oldx = xobs;
oldy = yobs;
cpt ++;
}
fclose(Fout);
fclose(fichier);
system ("gnuplot -p -e \"plot 'output.dat' u 5:6 w l, '' u 2:3 w l\";");
system ("gnuplot -p -e \"plot 'output.dat' u 1:9 w l, '' u 1:4 w l\";");
system ("gnuplot -p -e \"plot 'output.dat' u 9 w l , 'vitesse_reelle.dat' u 2 w l\";");
return 0;
}
}
t = cpt * dt;
dx = (xobs - oldx)/dt;
dy = (yobs - oldy)/dt;
fprintf(Fout,"%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\n",t,xobs,yobs,sqrt(dx*dx+dy*dy)*dt,X[0][0],X[1][0],X[2][0],X[3][0],sqrt(X[2][0]*X[2][0]+X[3][0]*X[3][0])*dt);
oldx = xobs;
oldy = yobs;
cpt ++;
}
fclose(Fout);
fclose(fichier);
system ("gnuplot -p -e \"plot 'output.dat' u 5:6 w l, '' u 2:3 w l\";");
system ("gnuplot -p -e \"plot 'output.dat' u 1:9 w l, '' u 1:4 w l\";");
system ("gnuplot -p -e \"plot 'output.dat' u 9 w l , 'vitesse_reelle.dat' u 2 w l\";");
return 0;
}

Formats disponibles : Unified diff