Révision 296
Ajouté par albest il y a presque 4 ans
| sp4a3_kalman.c | ||
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{0, 0, 0, 1}};
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double FT[4][4];
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Transpose_Mat(4,4,F,FT);
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double tampon22[2][2] = {{0, 0},
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{0, 0}};
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double tampon22bis[2][2] = {{0, 0},
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{0, 0}};
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double tampon22bisbis[2][2] = {{0, 0},
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{0, 0}};
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double tampon24[2][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double tampon42[4][2] = {{0, 0},
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{0, 0},
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{0, 0},
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{0, 0}};
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double tampon44[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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| ... | ... | |
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double tampon44bisbis[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double tampon44bisbisbis[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double tampon44bisbisbisbis[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double tampon21[2][1] = {{0},
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{0}};
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double tampon41[4][1] = {{0},
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{0},
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{0},
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{0}};
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double tampon41bis[4][1] = {{0},
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{0},
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{0},
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{0}};
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double obs[2][1];
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double Delta[2][1];
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| ... | ... | |
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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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Mul_Mat_Mat(4,4,F,4,1,X,tampon41);//tampon41 vaut X(k+1/k)
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Plot_Mat(tampon41," X(k+1|k) = ");
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Mul_Mat_Mat(4,4,F,4,1,X,tampon44);//tampon41 vaut X(k+1/k)
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Cop_Mat(4,1,tampon44,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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Mul_Mat_Mat(4,4,F,4,4,P,tampon44);//P=F*P
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Mul_Mat_Mat(4,4,tampon44,4,4,FT,tampon44bis);//*F'
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Add_Mat_Mat(4,4,tampon44bis,4,4,Q,P);//+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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Mul_Mat_Mat(2,4,H,4,4,P,tampon24);//H*P
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Mul_Mat_Mat(2,4,tampon24,4,2,HT,tampon22);//*H'
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Add_Mat_Mat(2,2,tampon22,2,2,R,tampon22bis);//+R
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Inverse_Mat_22(2,2,tampon22bis,tampon22bisbis);//Inverse
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Mul_Mat_Mat(4,2,HT,2,2,tampon22bisbis,tampon42);//H'*
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Mul_Mat_Mat(4,4,P,4,2,tampon42,K);//P*
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Mul_Mat_Mat(2,4,H,4,4,P,tampon44);//H*P
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Mul_Mat_Mat(2,4,tampon44,4,2,HT,K);//*H'
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Add_Mat_Mat(2,2,K,2,2,R,tampon44);//+R
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Inverse_Mat_22(2,2,tampon44,K);//Inverse
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Mul_Mat_Mat(4,2,HT,2,2,K,tampon44);//H'*
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Mul_Mat_Mat(4,4,P,4,2,tampon44,K);//P*
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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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obs[0][0] = x;
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obs[1][0] = y;
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Plot_Mat(obs," Obs = ");
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Mul_Mat_Mat(2,4,H,4,1,tampon41,tampon21);
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Sub_Mat_Mat(2,1,obs,2,1,tampon21,Delta);
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Mul_Mat_Mat(2,4,H,4,1,X,tampon44);
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Sub_Mat_Mat(2,1,obs,2,1,tampon44,Delta);
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Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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// X = X + K.Delta
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Mul_Mat_Mat(4,2,K,2,1,Delta,tampon41bis);
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Add_Mat_Mat(4,1,tampon41,4,1,tampon41bis,X);
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Mul_Mat_Mat(4,2,K,2,1,Delta,tampon44);
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Add_Mat_Mat(4,1,X,4,1,tampon44,tampon44bis);
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Cop_Mat(4,1,tampon44bis,X);
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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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Mul_Mat_Mat(4,2,K,2,4,H,tampon44bisbis);
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Mul_Mat_Mat(4,4,tampon44bisbis,4,4,P,tampon44bisbisbis);
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Sub_Mat_Mat(4,4,P,4,4,tampon44bisbisbis,tampon44bisbisbisbis);
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Cop_Mat(4,4,tampon44bisbisbisbis,P);
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Mul_Mat_Mat(4,2,K,2,4,H,tampon44);
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Mul_Mat_Mat(4,4,tampon44,4,4,P,tampon44bis);
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Sub_Mat_Mat(4,4,P,4,4,tampon44bis,tampon44);
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Cop_Mat(4,4,tampon44,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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Formats disponibles : Unified diff
Optimisation du code pour le filtre de Kalman