Révision 353
Ajouté par Faty MBAYE il y a presque 4 ans
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#include <stdlib.h>
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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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//Addition de deux matrices
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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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int i,j;
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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 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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//Calculer le déterminant d'une matrice 2*2
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double determinant(double A[2][2]) // determinant d'une matrice carrée
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{
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double D;
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D=A[0][0]*A[1][1]-A[1][0]*A[0][1];
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return D;
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}
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//Calculer l'inverse d'une matrice 2*2
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void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m])
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{
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double deter;
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deter=determinant(A);
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B[0][0]=A[1][1]/deter;
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B[1][1]=A[0][0]/deter;
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B[1][0]=-A[1][0]/deter;
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B[0][1]=-A[0][1]/deter;
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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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//Calculer la transposée d'une matrice
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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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int i,j;
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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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R[j][i]=A[i][j];
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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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//Faire la soustraction de deux matrices
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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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int i,j;
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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 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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//Faire la multiplication deux matrices
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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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int i,j,k;
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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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out[i][j]=0;
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for(k=0;k<ma;k++)
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{
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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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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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//Test unitaires
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void tests_unitaires(void){
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//Matrices d'entrée
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double T21a[2][1]={{7},{-5}};
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| ... | ... | |
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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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// 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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// X = F*X
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Mul_Mat_Mat(4,4,F,4,1,X,X1); // F*X=X1
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Plot_Mat(X," X(k+1|k) = ");
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Plot_Mat(P,"P(k|k) = ");
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//P = F*P*F'+Q;
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double I[4][4];
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double I1[4][4];
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Mul_Mat_Mat(4,4,F,4,4,P,I); // F*P=I
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Mul_Mat_Mat(4,4,I,4,4,FT,I1); // F*P*FT=I1
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Add_Mat_Mat(4,4,I1,4,4,Q,P); // I1+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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// K = P*H' / ( H*P*H' + R);
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double J[2][4];
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double J1[2][4];
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double J2[2][2];
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double J3[2][2];
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Mul_Mat_Mat(2,4,H,4,4,P,J); //H*P=J
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Mul_Mat_Mat(2,4,J,4,2,HT,J1); //J*H'=J1
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Add_Mat_Mat(2,4,J1,2,2,R,J2); //J1+R=J2
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Inverse_Mat_22(2,2,J2,J3); //J2'=J3
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Mul_Mat_Mat(4,4,P,4,2,HT,J4); //P*H'=J4
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Mul_Mat_Mat(4,2,J4,2,2,J3,K); //J4*J3'=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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//X = X + K*([xb(i);yb(i)]-H*X);
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double b[2][1]={{xb},{yb}}
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double K1[2][1];
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double delta[2][1];
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double K2[4][1];
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Mul_Mat_Mat(2,4,H,4,1,X,K1); // H*X = K1
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Sub_Mat_Mat(2,1,b,2,1,K1,delta); // ([xb(i);yb(i)]-H*X)=delta
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Mul_Mat_Mat(4,2,K,2,1,delta,K2); // K*([xb(i);yb(i)]-H*X)=K3
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Add_Mat_Mat(4,1,X,4,1,K2,X); // X + K*([xb(i);yb(i)]-H*X)=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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// P = P - K*H*P;
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Mul_Mat_Mat(4,2,K,2,4,H,L1); //K*H=L1
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Mul_Mat_Mat(4,4,L1)
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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
Filtre_de_Kalman