Révision 568
Ajouté par Guillaume DAVID il y a environ 3 ans
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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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///Ajouter votre code ci-dessous///
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// Kalman
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/**< PREDICTION >**/
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/** X = F*X **/
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/** X1 = 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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Plot_Mat(X1," X(k+1|k) = ");
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/** P1 = 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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Plot_Mat(P1,"P(k+1|k) = F.P(k|k).FT + Q = ");
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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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| ... | ... | |
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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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Plot_Mat(K,"K = ");
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/**< MISE A JOUR >**/
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/** D = Obs - H*X1 **/
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double Dint1[2][4],D[2][1];
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double Obs[2][1]={{xobs},{yobs}};
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Mul_Mat_Mat(2,4,H,4,1,X1,Dint1);
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Sub_Mat_Mat(2,1,Obs,2,1,Dint1,D);
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/** X11 = X1+ K*D **/
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double X11int1[4][1],X11[4][1];
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Mul_Mat_Mat(4,2,K,2,1,D,X11int1);
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Add_Mat_Mat(4,1,X1,4,1,X11int1,X11);
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Plot_Mat(X11," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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/** P11 = P1 - K*H*P1 **/
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double P11int1[4][1],P11int2[4][1],P11[4][1];
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Mul_Mat_Mat(2,4,H,4,4,P1,P11int1);
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Mul_Mat_Mat(4,2,K,2,4,P11int1,P11int2);
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Sub_Mat_Mat(4,4,P1,4,4,P11int2,P11);
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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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/**< AFFICHAGE >**/
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int i,j;
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for(i=0;i<4;i++){
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for(j=0;j<1;j++) {
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X[i][j] = X11[i][j];
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}
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}
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for(i=0;i<4;i++){
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for(j=0;j<4;j++) {
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P[i][j] = P11[i][j];
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}
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}
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/**< FIN >**/
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// X = F*X
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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(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(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(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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t = cpt * dt;
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dx = (xobs - oldx)/dt;
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Formats disponibles : Unified diff
ajout mise à jour et affichage(qui est faux)