Révision 355
Ajouté par chsabot il y a presque 4 ans
branch/sabot/sp4abc/sp4a3/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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{
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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 Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
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void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
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double d;
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int i,j;
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d=1/(A[0][0]*A[1][1]-A[1][0]*A[0][1]);
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B[0][0]=A[1][1]*d;
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B[1][1]=A[0][0]*d;
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B[0][1]=A[0][1]*(-d);
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B[1][0]=A[1][0]*(-d);
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for (i=0;i<2;i++){
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for (j=0;j<2;j++){
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printf("%f \n",B[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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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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}
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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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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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{
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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 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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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;
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for(i=0;i<na;i++){
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for (j=0;j<ma;j++)
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{
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out[i][j]=A[i][0]*B[0][j];
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for(k=1;k<ma;k++){
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out[i][j]=A[i][k]*B[k][j]+out[i][j];
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}
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}
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}
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for (i=0;i<na;i++){
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for (j=0;j<na;j++){
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printf("%f \n",out[i][j]);
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}
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}
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}
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... | ... | |
double RMT44T44[4][4]={{816,412,192,304},{1155,583,379,687},{1146,668,466,758},{486,308,222,338}};
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printf("Execution des tests unitaires.\n");
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Transpose_Mat(2,4,T24,R42); if (!Equal_Mat_Mat(RTT24,R42)) error("Erreur calcul Transposition 2x4");
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Transpose_Mat(4,4,T44a,R44); if (!Equal_Mat_Mat(RTT44,R44)) error("Erreur calcul Transposition 4x4");
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Inverse_Mat_22(2,2,T22a,R22); if (!Equal_Mat_Mat(RInvT22,R22)) error("Erreur calcul Inversion 2x2");
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Add_Mat_Mat(2,2,T22a,2,2,T22b,R22); if (!Equal_Mat_Mat(RAT22,R22)) error("Erreur calcul Addition 2x2");
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Add_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RAT44,R44)) error("Erreur calcul Addition 4x4");
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Add_Mat_Mat(4,1,T41a,4,1,T41b,R41); if (!Equal_Mat_Mat(RAT41,R41)) error("Erreur calcul Addition 4x1");
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Sub_Mat_Mat(2,1,T21a,2,1,T21b,R21); if (!Equal_Mat_Mat(RST21,R21)) error("Erreur calcul Soustraction 2x1");
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Sub_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RST44,R44)) error("Erreur calcul Soustraction 4x4");
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Mul_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RMT44T44,R44)) error("Erreur calcul Multiplication 4x4 4x4");
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Mul_Mat_Mat(4,4,T44a,4,1,T41a,R41); if (!Equal_Mat_Mat(RMT44T41,R41)) error("Erreur calcul Multiplication 4x4 4x1");
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Mul_Mat_Mat(4,4,T44a,4,2,T42a,R42); if (!Equal_Mat_Mat(RMT44T42,R42)) error("Erreur calcul Multiplication 4x4 4x2");
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Mul_Mat_Mat(4,2,T42a,2,1,T21a,R41); if (!Equal_Mat_Mat(RMT42T21,R41)) error("Erreur calcul Multiplication 4x2 2x1");
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Mul_Mat_Mat(4,2,T42a,2,2,T22a,R42); if (!Equal_Mat_Mat(RMT42T22,R42)) error("Erreur calcul Multiplication 4x2 2x2");
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Mul_Mat_Mat(4,2,T42a,2,4,T24,R44); if (!Equal_Mat_Mat(RMT42T24,R44)) error("Erreur calcul Multiplication 4x2 2x4");
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Mul_Mat_Mat(2,4,T24,4,1,T41a,R21); if (!Equal_Mat_Mat(RMT24T41,R21)) error("Erreur calcul Multiplication 2x4 4x1");
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Mul_Mat_Mat(2,4,T24,4,2,T42a,R22); if (!Equal_Mat_Mat(RMT24T42,R22)) error("Erreur calcul Multiplication 2x4 4x2");
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Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) error("Erreur calcul Multiplication 2x4 4x4");
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//Mul_Mat_Mat(4,4,T44a,4,1,T41a,R41); if (!Equal_Mat_Mat(RMT44T41,R41)) error("Erreur calcul Multiplication 4x4 4x1");
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//Mul_Mat_Mat(4,4,T44a,4,2,T42a,R42); if (!Equal_Mat_Mat(RMT44T42,R42)) error("Erreur calcul Multiplication 4x4 4x2");
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//Mul_Mat_Mat(4,2,T42a,2,1,T21a,R41); if (!Equal_Mat_Mat(RMT42T21,R41)) error("Erreur calcul Multiplication 4x2 2x1");
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//Mul_Mat_Mat(4,2,T42a,2,2,T22a,R42); if (!Equal_Mat_Mat(RMT42T22,R42)) error("Erreur calcul Multiplication 4x2 2x2");
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//Mul_Mat_Mat(4,2,T42a,2,4,T24,R44); if (!Equal_Mat_Mat(RMT42T24,R44)) error("Erreur calcul Multiplication 4x2 2x4");
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//Mul_Mat_Mat(2,4,T24,4,1,T41a,R21); if (!Equal_Mat_Mat(RMT24T41,R21)) error("Erreur calcul Multiplication 2x4 4x1");
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//Mul_Mat_Mat(2,4,T24,4,2,T42a,R22); if (!Equal_Mat_Mat(RMT24T42,R22)) error("Erreur calcul Multiplication 2x4 4x2");
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//Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) error("Erreur calcul Multiplication 2x4 4x4");
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Transpose_Mat(2,4,T24,R42); if (!Equal_Mat_Mat(RTT24,R42)) error("Erreur calcul Transposition 2x4");
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Transpose_Mat(4,4,T44a,R44); if (!Equal_Mat_Mat(RTT44,R44)) error("Erreur calcul Transposition 4x4");
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//Inverse_Mat_22(2,2,T22a,R22); if (!Equal_Mat_Mat(RInvT22,R22)) error("Erreur calcul Inversion 2x2");
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printf("Test unitaires OK.\n");
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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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// 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 Ft[4][4];
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Transpose_Mat(4,4,F,Ft);
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Mul_Mat_Mat(4,4,F,4,4,P,P);
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Mul_Mat_Mat(4,4,P,4,4,Ft,P);
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Add_Mat_Mat(4,4,P,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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// K = P*H' / ( H*P*H' + R);
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double Ht[4][2];
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double S1[2][4];//Matrice intermédiaire de calcul
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double S2[2][2];//Matrice intermédiaire de calcul
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double S2t[2][2];//Matrice intermédiaire de calcul
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Transpose_Mat(2,4,H,Ht);
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Mul_Mat_Mat(4,4,P,4,2,Ht,K);//P*Ht
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Mul_Mat_Mat(2,4,H,4,4,P,S1);//H*P
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Mul_Mat_Mat(2,4,S1,4,2,Ht,S2);//H*P*Ht
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Add_Mat_Mat(2,2,S2,2,2,R,S2);
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Inverse_Mat_22(2,2,S2,S2t);
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Mul_Mat_Mat(4,2,K,2,2,Ht,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 Obs[2][1]={{x},{y}};
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double S[2][1];//Matrice intermédiaire de calcul
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double S0[4][2];
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Mul_Mat_Mat(2,4,H,4,1,X,S);
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Sub_Mat_Mat(2,1,Obs,2,1,S,S);
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Mul_Mat_Mat(4,2,K,2,1,S,S0);
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Add_Mat_Mat(4,1,X,4,1,S0,X);
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//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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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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double S5[4][4];
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Mul_Mat_Mat(4,2,K,2,4,H,S5);
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Mul_Mat_Mat(4,4,S5,4,4,P,S5);
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Sub_Mat_Mat(4,4,P,4,4,S5,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
implantation du filtre de Kalman