Révision 255
Ajouté par mamorales il y a presque 4 ans
sp4a3_kalman.c | ||
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#include <stdio.h>
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#include <math.h>
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#include "sp4a3_kalman_extra.h"
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#include "sp4a3_kalman_extra.h"
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void init(int n, int m, double R22 [n][m])
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{
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short i=0,j=0;
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for (i=0;i<n;i++)
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{
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for (j=0;j<m;j++)
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{
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R22[i][j]=0;
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}
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}
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}
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void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
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void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double OUT[na][ma])
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{
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short i=0,j=0;
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init (na,ma,OUT); // initialisation Resultat
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for (i=0;i<na;i++)
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{
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for (j=0;j<ma;j++)
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{
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OUT[i][j]=A[i][j]+B[i][j];
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}
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}
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}
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void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
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void Inverse_Mat_22(int n,int m,double A[n][m],double OUT[n][m])
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{
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short i=0,j=0;
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init (n,m,OUT); // initialisation Resultat
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if ((A[0][0]*A[1][1]-A[0][1]*A[1][0])==0)
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{
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printf ("Erreur d'inversion : determinant de la matrice nul");
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exit (-1);
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}
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for (i=0;i<n;i++)
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{
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for (j=0;j<m;j++)
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{
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if (i!=j)
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{
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OUT[i][j]= -(1/(A[0][0]*A[1][1]-A[0][1]*A[1][0]) * A[i][j]);
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OUT[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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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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R[j][i]=A[i][j];
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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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short i=0,j=0;
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init (m,n,R); // initialisation Resultat
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for (i=0;i<m;i++)
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{
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for (j=0;j<n;j++)
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{
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R[i][j]=A[j][i];
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}
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}
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}
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void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
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void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double B[nb][mb], double OUT[na][ma])
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{
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short i=0,j=0;
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init (na,ma,OUT); // initialisation Resultat
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for (i=0;i<na;i++)
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{
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for (j=0;j<ma;j++)
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{
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OUT[i][j]=A[i][j]-B[i][j];
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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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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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{
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short i=0,j=0,k=0;
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init (na,mb,OUT); // initialisation Resultat
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if (ma!=nb)
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{
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printf ("Erreur dimension matrice multiplication.");
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exit (-1);
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}
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for (i=0;i<na;i++)
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{
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for (j=0;j<mb;j++)
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{
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for (k=0;k<ma;k++)
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{
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OUT[i][j]= OUT[i][j] + (A[i][k]*B[k][j]);
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}
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}
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}
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}
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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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printf("Test unitaires OK.\n");
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printf("Test unitaires OK.\n");
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getchar();
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}
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int main(int argc,char **argv){
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... | ... | |
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while(fscanf(fichier, "%lf %lf %lf", &t, &x, &y)>0){
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printf("-------------%04d--------------\n",cpt);
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if (cpt ==0)
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if (cpt ==0)
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{
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t0=t;x0=x;y0=y;
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x=x-x0;y=y-y0;
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... | ... | |
{
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t -= t0;x -= x0;y -= 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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// Kalman
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//Matrices temporaires
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double Temp44[4][4]={{0,0,0,0},{0,0,0,0},{0,0,0,0},{0,0,0,0}};
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double Temp24[2][4]={{0,0,0,0},{0,0,0,0}};
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double Temp42[4][2]={{0,0},{0,0},{0,0},{0,0}};
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double Temp22[2][2]={{0,0},{0,0}};
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double Temp21[2][1]={{0},{0}};
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double Temp41[4][1]={{0},{0},{0},{0}};
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double Res0[4][1];
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double Res1[4][4];
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double Res2[2][2];
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double Res3[4][1];
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double Res4[4][4];
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//Prediction
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Plot_Mat(X," X(k|k) = ");
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//X=F*X
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Mul_Mat_Mat(4,4,F,4,1,X,Res0);
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Add_Mat_Mat(4,1,Res0,4,1,Temp41,X); // Temp41 est initialisée à 0 donc grace à ca on affecte à X la matrice Res0
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Plot_Mat(X,"X(k+1|k) = F*X(k|k) = ");
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Plot_Mat(P,"P(k|k) = ");
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//P=F*P*F'+Q
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Mul_Mat_Mat(4,4,F,4,4,P,Temp44);
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Mul_Mat_Mat(4,4,Temp44,4,4,FT,Res1);
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Add_Mat_Mat(4,4,Res1,4,4,Q,P);
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Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
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//Gain
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//K=P*H'/(H*P*H'+R)
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Mul_Mat_Mat(4,4,P,4,2,HT,Temp42);
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Plot_Mat(Temp42,"P(k+1|k).HT = ");
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Mul_Mat_Mat(2,4,H,4,2,Temp42,Temp22);
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Add_Mat_Mat(2,2,Temp22,2,2,R,Res2);
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Plot_Mat(Res2,"H.P(k+1|k).HT + R = ");
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Inverse_Mat_22(2,2,Res2,Temp22);
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Plot_Mat(Temp22,"INV(H.P(k+1|k).HT + R) = ");
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Mul_Mat_Mat(4,2,HT,2,2,Temp22,Temp42);
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Mul_Mat_Mat(4,4,P,4,2,Temp42,K);
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Plot_Mat(K,"K = ");
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//MaJ
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double VECT [2][1]={{x},{y}};
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Plot_Mat(VECT,"obs = ");
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//DELTA = Obs - H.X(k+1|k)
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double Delta [2][1];
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Mul_Mat_Mat(2,4,H,4,1,X,Temp21);
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Sub_Mat_Mat(2,1,VECT,2,1,Temp21,Delta);
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Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k) = ");
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//X = X + K*([xb(i);yb(i)]-H*X);
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Mul_Mat_Mat(4,2,K,2,1,Delta,Temp41);
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Add_Mat_Mat(4,1,X,4,1,Temp41,Res3);
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init(4,1,Temp41); //Temp41 = 0
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Add_Mat_Mat(4,1,Temp41,4,1,Res3,X);
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// X = F*X
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Plot_Mat(X," 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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// K = P*H' / ( H*P*H' + R);
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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(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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init(2,4,Temp24);
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// P = P - K*H*P;
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Mul_Mat_Mat(2,4,H,4,4,P,Temp24);
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Mul_Mat_Mat(4,2,K,2,4,Temp24,Temp44);
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Sub_Mat_Mat(4,4,P,4,4,Temp44,Res4);
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init(4,4,Temp44); //Temp44 est égale à 0.
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Add_Mat_Mat(4,4,Res4,4,4,Temp44,P); // P=Res3+0 donc on affecte à P la matrice Res3
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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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/// La matrice X doit contenir la position filtrée ///
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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 = (x - oldx)/dt;
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Formats disponibles : Unified diff
TP3 termine.