Révision 535
Ajouté par Mourougen MARIMOUTOU-POUGARY il y a presque 3 ans
| branch/MARIMOUTOU_Mourougen/spa3/sp4a3_kalman.c | ||
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printf("Kalman\n");
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double t = 0;
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double t0,x0,y0;
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double xobs,yobs;
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double xobs,yobs;
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double obs[2][1]={{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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{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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/**Declaration des matrice tampon**/
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double P1[4][4],X1[4][1],P2[4][4],X2[4][1];
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double A[4][4],B[4][4],C[4][4],D[4][4],E[4][4],M[4][4],G[4][4],A2[4][4];
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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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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,A);
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Mul_Mat_Mat(4,4,A,4,4,FT,C);
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Add_Mat_Mat(4,4,C,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,D);
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Mul_Mat_Mat(4,2,H,4,4,P1,E);
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Mul_Mat_Mat(4,4,E,2,4,HT,G);
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Add_Mat_Mat(4,4,G,4,4,R,A);
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Inverse_Mat_22(2,2,A,A2);
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Mul_Mat_Mat(2,2,A2,4,4,D,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(Delta,"DELTA = Obs - H.X(k+1|k)");
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double Delta[4][4];
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Mul_Mat_Mat(2,4,H,4,1,X1,A);
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Sub_Mat_Mat(2,1,A,2,1,obs,Delta);
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Mul_Mat_Mat(4,2,K,4,4,Delta,B);
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Add_Mat_Mat(4,1,X1,4,4,B,X2);
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Plot_Mat(X," 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(2,4,H,4,4,P1,C);
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Mul_Mat_Mat(2,4,C,4,2,K,D);
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Sub_Mat_Mat(4,4,P1,2,2,D,P2);
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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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//Iteration X(k|k)->X(k+1|k) et X(k+1|k)->X(k+1|k+1)
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int i,j;
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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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//Iteration P(k|k)->P(k+1|k) et P(k+1|k)->P(k+1|k+1)
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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
implantation des etapes du filtre de kalman