Révision 570
Ajouté par Florentin GAMEL il y a presque 3 ans
| branch/gamel/sp4a3/sp4a3_kalman.c | ||
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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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// Toutes les matrices qui me seront utiles pendant les calculs
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double X1[4][1];
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double X2[4][1];
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double P1[4][4];
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double P2[4][4];
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double Delta[2][1];
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double R1[4][4];
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double R2[4][4];
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double R3[4][2];
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double R4[2][4];
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double R5 [2][2];
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double R6 [2][2];
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double R7 [2][2];
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double R8 [2][1];
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double R9[4][1];
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double R10[4][4];
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double R11 [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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printf("-------------%04d--------------\n",cpt);
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if (cpt ==0)
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{
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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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double Obs [2][1] = {{xobs},{yobs}};
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int i,j;
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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,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,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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Plot_Mat(K,"K = ");
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// K = P*H' / ( H*P*H' + R);
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Mul_Mat_Mat(4,4,P1,4,2,HT,R3);
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Mul_Mat_Mat(2,4,H,4,4,P1,R4);
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Mul_Mat_Mat(2,4,R4,4,2,HT,R5);
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Add_Mat_Mat(2,2,R5,2,2,R,R6);
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Inverse_Mat_22(2,2,R6,R7);
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Mul_Mat_Mat(4,2,R3,2,2,R7,K);
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Plot_Mat(K,"K = ");
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//DELTA
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Mul_Mat_Mat(2,4,H,4,1,X1,R8);
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Sub_Mat_Mat(2,1,Obs,2,1,R8,Delta);
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Plot_Mat(Delta,"DELTA = Obs - H.X(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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Mul_Mat_Mat(4,2,K,2,1,Delta,R9);
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Add_Mat_Mat(4,1,X1,4,1,R9,X2);
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Plot_Mat(X2," 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(4,2,K,2,4,H,R10);
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Mul_Mat_Mat(4,4,R10,4,4,P1,R11);
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Sub_Mat_Mat(4,4,P1,4,4,R11,P2);
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Plot_Mat(P2," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
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for(i=0;i<4;i++){ //Permet de balayer la matrice X avec ses 4 lignes et 1 colonne
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for(j=0;j<1;j++){
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X[i][j]=X2[i][j];
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}
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}
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for(i=0;i<4;i++){ //Permet de balayer la matrice P avec ses 4 lignes et 4 colonnes
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for(j=0;j<4;j++){
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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
Filtre Kalman fonctionnel