Révision 549
Ajouté par Yaye Oumy NDONG il y a presque 3 ans
| branch/Ndong_Yaye_Oumy/sp4a3/sp4a3_kalman.c | ||
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// kalman param
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double sigma_etat = 10.0;
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double sigma_observation = 2.0;
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double X[4][1] = {{0},{0},{0},{0}};
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double X[4][1] = {{0},{0},{0},{0}};
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double P[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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| ... | ... | |
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double R[2][2] = {{sigma_observation*sigma_observation, 0},
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{0 , sigma_observation*sigma_observation}};
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double K[4][2];
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//double K[4][2];
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double H[2][4] = {{1, 0, 0, 0},
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{0, 1, 0, 0}};
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double HT[4][2];
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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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double Pk[4][4];
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double Pk_1[4][4];
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double Xk[4][1];
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double Xk_1[4][1];
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double R1[4][4];Plot_Mat(H,"H= Obs - H.X(k+1|k)");
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double R2[4][4];
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double R3[2][4];
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double R4[2][2];
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double R5[2][2];
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double R5_inv[2][2];
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double R6[4][2];
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double R11[4][4];
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double R12[4][4];
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double R7[2][1];
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double R9[2][1];
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double R10[4][1];
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double K_1[4][2];
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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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// 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,Xk);
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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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Plot_Mat(Xk," X(k+1|k) = ");
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// K = P*H' / ( H*P*H' + R);
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Plot_Mat(K,"K = ");
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//P = F*P*F'+Q;
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//Transpose_Mat(4,4,F,FT);
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Mul_Mat_Mat(4,4,F,4,4,P,R1);
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Mul_Mat_Mat(4,4,R1,4,4,FT,R2);
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Add_Mat_Mat(4,4,R2,4,4,Q,Pk);
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Plot_Mat(Pk,"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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//Transpose_Mat(2,4,H,HT);
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Mul_Mat_Mat(2,4,H,4,4,Pk,R3);
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Mul_Mat_Mat(2,4,R3,4,2,HT,R4);
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Add_Mat_Mat(2,2,R4,2,2,R,R5);
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Inverse_Mat_22(2,2,R5,R5_inv);
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Mul_Mat_Mat(4,4,Pk,4,2,HT,R6);
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Mul_Mat_Mat(4,2,R6,2,2,R5_inv,K_1);
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Plot_Mat(K_1,"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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double OBS[2][1]={{xobs},{yobs}};
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Mul_Mat_Mat(2,4,H,4,1,Xk,R7);
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Sub_Mat_Mat(2,1,OBS,2,1,R7,R9);
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Plot_Mat(R9,"DELTA = Obs - H.X(k+1|k)");
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Mul_Mat_Mat(4,2,K_1,2,1,R9,R10);
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Add_Mat_Mat(4,1,Xk,4,1,R10,Xk_1);
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Plot_Mat(Xk_1," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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// Plot_Mat(OBS,"obs = Obs - H.X(k+1|k)");
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// Plot_Mat(H,"H= Obs - H.X(k+1|k)");
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// Plot_Mat(R7,"H= Obs - H.X(k+1|k)");
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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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/// La matrice X doit contenir la position filtrée ///
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// P = P - K*H*P;
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Mul_Mat_Mat(4,2,K_1,2,4,H,R11);
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Mul_Mat_Mat(4,4,R11,4,4,Pk,R12);
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Sub_Mat_Mat(4,4,Pk,4,4,R12,Pk_1);
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Plot_Mat(Pk_1," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
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/// La matrice X doit contenir la position filtrée ///
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for (int i = 0; i <4 ; i++){
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for (int j = 0; j <1 ; j++){
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X[i][j] = Xk_1[i][j];
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}
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}
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for (int i = 0; i <4 ; i++){
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for (int j = 0; j <4 ; j++){
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P[i][j] = Pk_1[i][j];
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}
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}
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}
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t = cpt * dt;
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dx = (xobs - oldx)/dt;
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Formats disponibles : Unified diff
filtre Kalman fini