Révision 259
Ajouté par albeaufour il y a presque 4 ans
| sp4a3_kalman.c | ||
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#include "sp4a3_kalman_extra.h"
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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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int i,j;
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for (i=0;i<na;i++)
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for (j=0;j<ma;j++)
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out[i][j]=A[i][j] + B[i][j];
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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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int i,j;
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double det;
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det = A[0][0]*A[1][1]-A[1][0]*A[0][1];
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B[0][0] = (A[1][1])/det;
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B[0][1] = - (A[0][1])/det;
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B[1][0] = - (A[1][0])/det;
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B[1][1] = (A[0][0])/det;
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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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| ... | ... | |
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R[j][i]=A[i][j];
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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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int i,j;
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for (i=0;i<na;i++)
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for (j=0;j<ma;j++)
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out[i][j]=A[i][j] - B[i][j];
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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,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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{
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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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Plot_Mat(R,"R = ");
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}
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else
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{
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{
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getchar();
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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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// X = F*X
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// X = F*X
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Mul_Mat_Mat(4,4,F, 4,1,X, 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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//P = F*P*F'+Q;
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double intern[4][4]
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Mul_Mat_Mat(4,4,F, 4,4,P, intern);
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Mul_Mat_Mat(4,4,intern, 4,4,FT, intern);
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Add_Mat_Mat(4,4,intern,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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// 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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{
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double Denom1[2][4];
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double Denom[2][2];
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double num[4][2];
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Mul_Mat_Mat(2,4,H, 4,4,P, Denom1);
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Mul_Mat_Mat(2,4,Denom1, 4,2,HT, Denom);
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Add_Mat_Mat(2,2,Denom,2,2,R, Denom);
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Mul_Mat_Mat(4,4,P, 4,2,HT, num);
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Inverse_Mat_22(2,2,Denom,Denom);
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Mul_Mat_Mat(4,2,num, 2,2,Denom, K);
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Plot_Mat(K,"K = ");
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}
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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 obs[2][1] = {{x},{y}};
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double Delta[2][1];
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Mul_Mat_Mat(2,4,H, 4,1,X, Delta);
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Sub_Mat_Mat(2,1,obs,2,1,Delta, Delta);
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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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Formats disponibles : Unified diff
80% du filtre realisé
Finir le calcul des dernière matrice