Révision 566
Ajouté par Romain CHAMBELLON il y a presque 3 ans
| branch/CHAMBELLON/sp4a3/sp4a3_kalman.c | ||
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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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/// On definit des matrices intermediaires pour les calculs pour eviter l'utilisation
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/// d'une meme variable matricielle en entree et en sortie de fonction d'opérations
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double Xk[4][1];
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double P1[4][4];
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double P2[4][4];
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double Pk[4][4];
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double NK1[4][2];
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double DK1[2][4];
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double DK2[2][2];
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double DK3[2][2];
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double DK4[2][2];
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while(fscanf(fichier, "%lf %lf %lf", &t, &xobs, &yobs)>0){
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| ... | ... | |
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xobs=xobs-x0;yobs=yobs-y0;
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Plot_Mat(F,"F = ");
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Plot_Mat(H,"H = ");
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Plot_Mat(R,"R = ");
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Plot_Mat(R,"R = ");
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}
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else
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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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Mul_Mat_Mat(4, 4, F, 4, 1, X, Xk);
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Plot_Mat(Xk," X(k+1|k) = ");
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Plot_Mat(X," X(k+1|k) = ");
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//P = F*P*F'+Q;
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Mul_Mat_Mat(4,4,F,4,4,P,P1);
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Mul_Mat_Mat(4,4,P1,4,4,FT,P2);
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Add_Mat_Mat(4,4,P2,4,4,Q,Pk);
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Plot_Mat(Pk,"P(k+1|k) = F.P(k|k).FT + Q = ");
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//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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// K = P*H' / ( H*P*H' + R);
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Mul_Mat_Mat(4,4,Pk,4,2,HT,NK1); // Calcul du numerateur de K
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Mul_Mat_Mat(2,4,H,4,4,Pk,DK1); // Calcul du dénominateur de K
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Mul_Mat_Mat(2,4,DK1,4,2,HT,DK2);
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Add_Mat_Mat(2,2,DK2,2,2,R,DK3);
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Inverse_Mat_22(2,2,DK3,DK4); // Calcul de l'inverse pour faire la division
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Mul_Mat_Mat(4,2,NK1,2,2,DK4,K);
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Plot_Mat(K,"K = ");
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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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//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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Formats disponibles : Unified diff
Implantation fonctions X, Pk, K