Révision 564
Ajouté par Guillaume DAVID il y a environ 3 ans
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debug=0; ///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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/**< PREDICTION >**/
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/** X = F*X **/
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double X1[4][1];
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Mul_Mat_Mat(4,4,F,4,1,X,X1);
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/** P = F*P*Ft + Q **/
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double Pint1[4][4],Pint2[4][4],P1[4][4];
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Mul_Mat_Mat(4,4,P,4,4,FT,Pint1);
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Mul_Mat_Mat(4,4,F,4,4,Pint1,Pint2);
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Add_Mat_Mat(4,4,Pint1,4,4,Q,P1);
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/**< GAIN >**/
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/** K = P1*Ht*inv(H*P1*Ht + R) **/
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double Kint1[4][4],Kint2[4][4],Kint3[4][4],Kint4[4][4],Kint5[4][4];
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Mul_Mat_Mat(4,4,P1,4,2,HT,Kint1);
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Mul_Mat_Mat(2,4,H,4,2,Kint1,Kint2);
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Add_Mat_Mat(2,2,Kint2,2,2,R,Kint3);
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Inverse_Mat_22(2,2,Kint3,Kint4);
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Mul_Mat_Mat(4,2,HT,2,2,Kint4,Kint5);
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Mul_Mat_Mat(4,4,P1,4,2,Kint5,K);
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/**< MISE A JOUR >**/
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/** X11 = X1+ K*D **/
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// X = F*X
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Plot_Mat(X," X(k+1|k) = ");
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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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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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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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Plot_Mat(X11," 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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Plot_Mat(P11," 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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}
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