Révision 289
Ajouté par celasherme il y a presque 4 ans
| branch/lashermes/sp4a3/sp4a3_kalman.c | ||
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double CT[2][2];
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Transpose_Mat(2,2,C,CT);
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// Matrice Tampon
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double A[4][1];
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double B[4][4];
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double D[4][4];
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double L[4][2];
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double E[2][4];
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double G[2][2];
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double N[2][1];
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double O[4][1];
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double I[2][1];
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double XC[4][1];
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double M[4][4];
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double J[4][4];
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double PC[4][4];
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double CI[2][2];
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while(fscanf(fichier, "%lf %lf %lf", &t, &x, &y)>0){
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| ... | ... | |
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}
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else
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{
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t -= t0;x -= x0;y -= y0;
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t -= t0;x -= x0;y -= y0;
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double obs[2][1]={x,y};
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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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double A[4][1];
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Mul_Mat_Mat(4,4,F,4,1,X,A);
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Plot_Mat(A," X(k+1|k) = ");
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//P = F*P*F'+Q;
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double B[4][4];
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double D[4][4];
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Mul_Mat_Mat(4,4,F,4,4,P,B);
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Mul_Mat_Mat(4,4,B,4,4,FT,D);
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Add_Mat_Mat(4,4,D,4,4,Q,P);
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| ... | ... | |
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// K = P*H' / ( H*P*H' + R);
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double L[4][2];
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double C[2][2];
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double E[2][4];
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double G[2][2];
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Mul_Mat_Mat(4,4,P,4,2,HT,L);
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Mul_Mat_Mat(4,4,P,4,2,HT,L);
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Mul_Mat_Mat(2,4,H,4,4,P,E);
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Mul_Mat_Mat(2,4,E,4,2,HT,G);
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Add_Mat_Mat(2,2,G,2,2,R,C);
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Add_Mat_Mat(4,4,L,2,2,CT,K);
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Inverse_Mat_22(2,2,C,CI);
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Mul_Mat_Mat(4,2,L,2,2,CI,K);
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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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double N[2][1];
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double O[4][1];
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double posi[2][1]={x,y};
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double I[2][1];
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double XC[4][1];
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X[4][1]=XC[4][1];
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Mul_Mat_Mat(2,4,H,4,1,X,I);
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Sub_Mat_Mat(2,1,I,2,1,posi,N);
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Mul_Mat_Mat(2,4,H,4,1,A,I);
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Sub_Mat_Mat(2,1,obs,2,1,I,N);
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Mul_Mat_Mat(4,2,K,2,1,N,O);
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Add_Mat_Mat(4,1,X,4,1,O,XC);
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Plot_Mat(XC," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
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Add_Mat_Mat(4,1,A,4,1,O,XC);
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Plot_Mat(XC," XC(k+1|k+1) = XC(k+1|k) + K.Delta = ");
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// P = P - K*H*P;
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double M[4][4];
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double J[4][4];
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double PC[4][4];
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P[4][4]=PC[4][4];
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Mul_Mat_Mat(4,2,K,2,4,H,J);
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Mul_Mat_Mat(4,4,J,4,4,P,M);
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Sub_Mat_Mat(4,4,M,4,4,P,PC);
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Sub_Mat_Mat(4,4,P,4,4,M,PC);
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Plot_Mat(PC," 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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X[0][0]=XC[0][0];
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X[1][0]=XC[1][0];
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X[2][0]=XC[2][0];
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X[3][0]=XC[3][0];
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for(int l=0;l<=3;l++)
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{
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for(int m=0;m<=3;m++)
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{
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P[l][m]=PC[l][m];
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}
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}
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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
Expression des matrices ok