Révision 248
Ajouté par clbouillot2 il y a presque 4 ans
| sp4a3_kalman.c | ||
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void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
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A[0][0]=(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*B[1][1];
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A[0][1]=(-1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*B[0][1];
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A[1][0]=(-1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*B[1][0];
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A[1][1]=(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*B[0][0];
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/*B[0][0]=(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*A[1][1];
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B[0][1]=-(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*A[0][1];
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B[1][0]=-(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*A[1][0];
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B[1][1]=(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]))*A[0][0];*/
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int i,j;
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for(i=0;i<n;i++){
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for(j=0;j<m;j++){
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if (i!=j){
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B[i][j]=-(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0])*A[i][j]);
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B[i][i]=(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0])*A[j][j]);
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}
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}
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}
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}
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void Transpose_Mat(int n,int m,double A[n][m],double R[m][n]){
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| ... | ... | |
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}
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}
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/*void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double out[na][mb]){
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int i,j;
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for (i=0;i<n;i++){
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for (j=0;j<m;j++){
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out[i][j]=A[i][j]-B[i][j];
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void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double out[na][mb]){
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int i,j,k,sum;
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for (i=0;i<na;i++){
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for (j=0;j<mb;j++){
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sum=0;
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for(k=0;k<ma;k++){
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sum+=A[i][k]*B[k][j];
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}
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out[i][j]=sum;
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}
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}
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}
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*/
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void tests_unitaires(void){
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//Matrices d'entrée
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double T21a[2][1]={{7},{-5}};
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| ... | ... | |
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Add_Mat_Mat(4,1,T41a,4,1,T41b,R41); if (!Equal_Mat_Mat(RAT41,R41)) error("Erreur calcul Addition 4x1");
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Sub_Mat_Mat(2,1,T21a,2,1,T21b,R21); if (!Equal_Mat_Mat(RST21,R21)) error("Erreur calcul Soustraction 2x1");
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Sub_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RST44,R44)) error("Erreur calcul Soustraction 4x4");
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/*Mul_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RMT44T44,R44)) error("Erreur calcul Multiplication 4x4 4x4");
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Mul_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RMT44T44,R44)) error("Erreur calcul Multiplication 4x4 4x4");
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Mul_Mat_Mat(4,4,T44a,4,1,T41a,R41); if (!Equal_Mat_Mat(RMT44T41,R41)) error("Erreur calcul Multiplication 4x4 4x1");
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Mul_Mat_Mat(4,4,T44a,4,2,T42a,R42); if (!Equal_Mat_Mat(RMT44T42,R42)) error("Erreur calcul Multiplication 4x4 4x2");
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Mul_Mat_Mat(4,2,T42a,2,1,T21a,R41); if (!Equal_Mat_Mat(RMT42T21,R41)) error("Erreur calcul Multiplication 4x2 2x1");
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| ... | ... | |
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Mul_Mat_Mat(4,2,T42a,2,4,T24,R44); if (!Equal_Mat_Mat(RMT42T24,R44)) error("Erreur calcul Multiplication 4x2 2x4");
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Mul_Mat_Mat(2,4,T24,4,1,T41a,R21); if (!Equal_Mat_Mat(RMT24T41,R21)) error("Erreur calcul Multiplication 2x4 4x1");
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Mul_Mat_Mat(2,4,T24,4,2,T42a,R22); if (!Equal_Mat_Mat(RMT24T42,R22)) error("Erreur calcul Multiplication 2x4 4x2");
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Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) error("Erreur calcul Multiplication 2x4 4x4");*/
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Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) error("Erreur calcul Multiplication 2x4 4x4");
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printf("Test unitaires OK.\n");
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}
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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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// X = F*X
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// X = F*X
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double Res1 [4][1];
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X=Mul_Mat_Mat(4,4,F,4,1,X,Res1);
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Plot_Mat(X," X(k+1|k) = ");
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//P = F*P*F'+Q;
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//P = F*P*F'+Q;
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double Res2 [4][4],FP [4][4], Res3[4][4], Res4[4][4], FPFt[4][4];
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FP=Mul_Mat_Mat(4,4,F,4,4,P,Res2); //multiplication de F et P
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FPFt=Mul_Mat_Mat(4,4,FP,4,4,FT,Res3); //multiplication de F*P et F'
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P=Add_Mat_Mat(4,4,FPFt,4,4,Q,Res4);
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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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// K = P*H' / ( H*P*H' + R);
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double Res9 [2][2],Res10[4][2], Res11[2][2],Res12[4][2],Res13[2][2],PHt[4][2],HPHt[2][2],HPHtR[2][2],InvHPHtR[2][2];
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PHt=Mul_Mat_Mat(4,4,P,4,2,HT,Res10); //multiplication de P et H'
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HPHt=Mul_Mat_Mat(2,4,H,4,2,PHt,Res9); //multiplication de H'*P et H
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HPHtR=Add_Mat_Mat(2,2,HPHt,2,2,R,Res11); //addition de H*P*H' et R
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InvHPHtR=Inverse_Mat_22(2,2,HPHtR,Res13); // Inversion de H*P*H' + R => 1/H*P*H' + R
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K=Mul_Mat_Mat(4,2,PHt,2,2,InvHPHtR,Res12);
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Plot_Mat(K,"K = ");
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//X = X + K*([xb(i);yb(i)]-H*X);
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//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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double Res14 [2][1], Res15[4][1], Res16[?][?], Res17[?][?],HX[2][1],Vect[2][1], KVect[4][1],KVectHX[2][1];
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HX=Mul_Mat_Mat(2,4,H,4,1,X,Res14);
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Vect=[x[i],y[i]];
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KVect=Mul_Mat_Mat(4,2,K,2,1,Vect,Res15);
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KVectHX=Sub_Mat_Mat(4,1,KVect,2,1,HX,Res16);
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X=Add_Mat_Mat(4,1,X,2,1,KVectHX,Res17);
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Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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// P = P - K*H*P;
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// P = P - K*H*P;
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double Res6 [4][4],Res7[4][4], Res8[4][4],KH[4][4],KHP[4][4];
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KH=Mul_Mat_Mat(4,2,K,2,4,H,Res6); //multiplication de K et H
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KHP=Mul_Mat_Mat(4,4,KH,4,4,P,Res7); //multiplication de K*H et P
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P=Sub_Mat_Mat(4,4,P,4,4,KHP,Res8);
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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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Formats disponibles : Unified diff
Implantation des équations pour le filtre de kalman, quelques soucis encore