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Révision 512

Ajouté par Hamza MOUBTASSIME il y a environ 3 ans

prepa tp

Voir les différences:

branch/moubtassime/sp4a3/sp4a3_kalman.c
#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]){
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;
if((na == nb)&&(ma == mb)){
for(i= 0; i < na; i++){
for(j=0;j < ma;j++){
R[i][j] = A[i][j] + B[i][j];
}
}
}
}
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 B[n][m]){
int i,j;
double I[2][2];
I[0][0] = A[1][1];
I[0][1] = -A[0][1];
I[1][0] = -A[1][0];
I[1][1] = A[0][0];
for(i= 0; i < n; i++){
for(j=0;j < m;j++){
I[i][j] = 1/(A[0][0]*A[1][1]-A[0][1]*A[1][0])*I[i][j];
}
}
}
void Transpose_Mat(int n,int m,double A[n][m],double R[m][n]){
......
R[j][i]=A[i][j];
}
void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double R[na][ma]){
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;
if((na == nb)&&(ma == mb)){
for(i= 0; i < na; i++){
for(j=0;j < ma;j++){
R[i][j] = A[i][j] - B[i][j];
}
}
}
}
void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double R[na][mb]){
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;
if (na==mb) {
for (i=0, i<na,i++){
for(j=0,j<mb,j++){
for (k=0,k<nb,k++){
R[i][j]=A[i][k]*B[k][j];
}
}
}
}
}
......
{0, 0, 1, 0},
{0, 0, 0, 1}};
double FT[4][4];
Transpose_Mat(4,4,F,FT);
Transpose_Mat(4,4,F,FT);
double FX[4][1];
double FP[4][4];
double FPFtrans[4][4];
double PHtrans[4][2];
double HP[4][4];
double HPHtrans[4][4];
double HPHtransR[2][2];
double invHPHtransR[2][2];
double KH[4][4];
double KHP[4][4];
double HX[2][1];
double HXxy[2][1];
double KHXxy [4][1];
double XplusKHXxy [4][1];
while(fscanf(fichier, "%lf %lf %lf", &t, &xobs, &yobs)>0){
printf("-------------%04d--------------\n",cpt);
......
}
else
{
t -= t0;xobs -= x0;yobs -= y0;
t -= t0;xobs -= x0;yobs -= y0;
debug=0; ///Mettre à 1 pour afficher les matrices.
debug=1; ///Mettre à 1 pour afficher les matrices.
///Ajouter votre code ci-dessous///
// Kalman
// X = F*X
// Kalman
// X = F*X
Mul_Mat_Mat(4,4,F,4,1,X,FX);
for (i=0,i<4,i++){
X[i][0]=FX[i][0];
}
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,FP);
Mul_Mat_Mat(4,4,FP,4,4,FT,FPFtrans);
Add_Mat_Mat(4,4,FPFtrans,4,4,Q,P);
Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
// K = P*H' / ( H*P*H' + R);
Mul_Mat_Mat(4,4,P,4,2,HT,PHtrans);
Mul_Mat_Mat(2,4,H,4,4,P,HP);
Mul_Mat_Mat(2,4,HP,4,2,HT,HPHtrans);
Add_Mat_Mat(2,2,HPHtrans,2,2,R, HPHtransR);
Mul_Mat_Mat(2,4,HP,4,2,HT, HPHtrans);
Inverse_Mat_22(2,2,HPHtransR, invHPHtransR);
Mul_Mat_Mat(4,2,PHtrans,2,2,invHPHtransR,K);
Plot_Mat(K,"K = ");
//X = X + K*([xobs(i);yobs(i)]-H*X);
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
//X = X + K*([xobs(i);yobs(i)]-H*X);
Mul_Mat_Mat(2,4,H,4,1,X, HX);
double xy[2][1] = {{xobs},{yobs}};
Sub_Mat_Mat(2,1,xy,2,1,HX, HXxy);
Mul_Mat_Mat(4,2,K,2,1,HXxy, KHXxy);
Add_Mat_Mat(4,1,X,4,1,KHXxy, XplusKHXxy);
for(i=0;i<4;i++){
X[i][0] = XplusKHXxy[i][0];
}
//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, KH);
Mul_Mat_Mat(4,4,KH,4,4,P, KHP);
Sub_Mat_Mat(4,4,P,4,4,KHP,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 ///
}

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