Révision 279
Ajouté par nipelloux il y a presque 4 ans
| sp4a3_kalman.c | ||
|---|---|---|
|
#include "sp4a3_kalman_extra.h"
|
||
|
|
||
|
|
||
|
void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
|
||
|
void Add_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
|
||
|
int i=0;
|
||
|
int j=0;
|
||
|
if (na==nb && ma==mb)
|
||
|
{
|
||
|
for(i=0;i<=na-1;i++)
|
||
|
{
|
||
|
for(j=0;j<=ma-1;j++)
|
||
|
{
|
||
|
out[i][j] = A[i][j]+b[i][j];
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
|
||
|
double kdet;
|
||
|
kdet=(double)1/((A[0][0]*A[1][1])-(A[0][1]*A[1][0]));
|
||
|
|
||
|
B[0][0]=kdet*A[1][1];
|
||
|
B[1][1]=kdet*A[0][0];
|
||
|
B[0][1]=-kdet*A[0][1];
|
||
|
B[1][0]=-kdet*A[1][0];
|
||
|
|
||
|
}
|
||
|
|
||
| ... | ... | |
|
}
|
||
|
|
||
|
void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
|
||
|
int i=0;
|
||
|
int j=0;
|
||
|
if (na==nb && ma==mb)
|
||
|
{
|
||
|
for(i=0;i<=na-1;i++)
|
||
|
{
|
||
|
for(j=0;j<=ma-1;j++)
|
||
|
{
|
||
|
out[i][j] = A[i][j]-b[i][j];
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double out[na][mb]){
|
||
|
void Mul_Mat_Mat(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb], double out[na][mb]){
|
||
|
|
||
|
|
||
|
if (ma==nb)
|
||
|
{
|
||
|
int i;
|
||
|
int j;
|
||
|
int k;
|
||
|
for(int i=0;i<na;i++)
|
||
|
{
|
||
|
for(int j=0;j<mb;j++)
|
||
|
{
|
||
|
out[i][j]=0;
|
||
|
for (int k=0; k<ma;k++)
|
||
|
{
|
||
|
|
||
|
out[i][j] += A[i][k]*B[k][j];
|
||
|
}
|
||
|
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
}
|
||
|
}
|
||
|
|
||
|
|
||
|
|
||
|
|
||
|
void tests_unitaires(void){
|
||
|
//Matrices d'entrée
|
||
|
double T21a[2][1]={{7},{-5}};
|
||
| ... | ... | |
|
{
|
||
|
t -= t0;x -= x0;y -= y0;
|
||
|
|
||
|
debug=0; ///Mettre à 1 pour afficher les matrices.
|
||
|
debug=1; ///Mettre à 1 pour afficher les matrices.
|
||
|
///Ajouter votre code ci-dessous///
|
||
|
// Kalman
|
||
|
|
||
|
// X = F*X
|
||
|
Plot_Mat(X," X(k+1|k) = ");
|
||
|
// X = F*X
|
||
|
double Xf [4][1];
|
||
|
Mul_Mat_Mat(4,4,F,4,1,X,Xf);
|
||
|
Plot_Mat(Xf," X(k+1|k) = ");
|
||
|
|
||
|
//P = F*P*F'+Q;
|
||
|
Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
|
||
|
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
//P = F*P*F'+Q;
|
||
|
double PP [4][4];
|
||
|
double PPPP [4][4];
|
||
|
double Pf [4][4];
|
||
|
Mul_Mat_Mat(4,4,F,4,4,P,PP);
|
||
|
Mul_Mat_Mat(4,4,PP,4,4,FT,PPPP);
|
||
|
Add_Mat_Mat(4,4,PPPP,4,4,Q,Pf);
|
||
|
Plot_Mat(Pf,"P(k+1|k) = F.P(k|k).FT + Q = ");
|
||
|
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
double PHT[4][2];
|
||
|
double sa [2][4];
|
||
|
double st [2][2];
|
||
|
double st2 [2][2];
|
||
|
double stt [2][2];
|
||
|
|
||
|
|
||
|
Mul_Mat_Mat(4,4,P,4,2,HT,PHT);
|
||
|
|
||
|
Mul_Mat_Mat(2,4,H,4,4,P,sa);
|
||
|
Mul_Mat_Mat(2,4,sa,4,2,HT,st);
|
||
|
Add_Mat_Mat(2,2,st,2,2,R,st2);
|
||
|
|
||
|
Transpose_Mat(2,2,st2,stt);
|
||
|
|
||
|
Mul_Mat_Mat(4,2,PHT,2,2,stt,K);
|
||
|
|
||
|
Plot_Mat(K,"K = ");
|
||
|
|
||
|
//X = X + K*([xb(i);yb(i)]-H*X);
|
||
|
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
|
||
|
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
|
||
|
double sd [2][1];
|
||
|
double se [2][1];
|
||
|
double sf [2][1];
|
||
|
double ps [2][1]={x,y};
|
||
|
double X2 [4][1];
|
||
|
Mul_Mat_Mat(2,4,H,4,1,X,sd);
|
||
|
Sub_Mat_Mat(2,1,ps,2,1,sd,se);
|
||
|
Mul_Mat_Mat(2,1,se,4,2,K,sf);
|
||
|
Add_Mat_Mat(2,1,sf,4,1,X,X);
|
||
|
|
||
|
Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
|
||
|
|
||
|
// P = P - K*H*P;
|
||
|
// P = P - K*H*P;
|
||
|
double KHP [2][2];
|
||
|
double KHP2 [2][2];
|
||
|
double P2 [4][4];
|
||
|
Mul_Mat_Mat(4,2,K,2,4,H,KHP);
|
||
|
Mul_Mat_Mat(2,2,KHP,4,4,P,KHP2);
|
||
|
Sub_Mat_Mat(4,4,P,2,2,KHP2,P);
|
||
|
Plot_Mat(P," P(k+1|k+1) = P(k+1|k) - K.H.P(k+1|k) = ");
|
||
|
|
||
|
/// La matrice X doit contenir la position filtrée ///
|
||
Formats disponibles : Unified diff
Avancement Kalman + main.c