Révision 357
Ajouté par malameynar 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,j;
|
||
|
for(i=0;i<na;i++)
|
||
|
{
|
||
|
for(j=0;j<ma;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]){
|
||
|
void Inverse_Mat_22(int n,int m,double A[n][m],double B[n][m]){
|
||
|
double det =A[0][0]*A[1][1]-A[0][1]*A[1][0];
|
||
|
B[0][0]=A[1][1]/det;
|
||
|
B[1][1]=A[0][0]/det;
|
||
|
B[0][1]=-A[0][1]/det;
|
||
|
B[1][0]=-A[1][0]/det;
|
||
|
|
||
|
|
||
|
|
||
|
}
|
||
|
|
||
|
void Transpose_Mat(int n,int m,double A[n][m],double R[m][n]){
|
||
| ... | ... | |
|
R[j][i]=A[i][j];
|
||
|
}
|
||
|
|
||
|
void Sub_Mat_Mat(int na,int ma,double A[na][ma],int nb,int mb,double b[nb][mb], double out[na][ma]){
|
||
|
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,j;
|
||
|
for(i=0;i<na;i++)
|
||
|
{
|
||
|
for(j=0;j<ma;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]){
|
||
|
|
||
|
int k,i,j;
|
||
|
double M[na][mb];
|
||
|
double Coeffout;
|
||
|
for(i=0;i<na;i++){
|
||
|
for(j=0;j<mb;j++){
|
||
|
Coeffout=0;
|
||
|
for(k=0;k<ma;k++){
|
||
|
Coeffout=A[i][k]*B[k][j]+Coeffout;
|
||
|
}
|
||
|
M[i][j]=Coeffout;
|
||
|
}
|
||
|
}
|
||
|
for(i=0;i<na;i++){
|
||
|
for(j=0;j<mb;j++){
|
||
|
out[i][j]=M[i][j];
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
|
||
| ... | ... | |
|
{0, 1, 0, dt},
|
||
|
{0, 0, 1, 0},
|
||
|
{0, 0, 0, 1}};
|
||
|
double FT[4][4];
|
||
|
double FT[4][4];
|
||
|
double DELTA[2][1];
|
||
|
double C2[4][1];
|
||
|
Transpose_Mat(4,4,F,FT);
|
||
|
|
||
|
while(fscanf(fichier, "%lf %lf %lf", &t, &x, &y)>0){
|
||
| ... | ... | |
|
{
|
||
|
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
|
||
|
// X = F*X
|
||
|
Mul_Mat_Mat(4,4,F,4,1,X,X);
|
||
|
Plot_Mat(X," X(k+1|k) = ");
|
||
|
|
||
|
//P = F*P*F'+Q;
|
||
|
//P = F*P*F'+Q;
|
||
|
Transpose_Mat(4,4,F,FT);
|
||
|
Mul_Mat_Mat(4,4,F,4,4,P,P);
|
||
|
Mul_Mat_Mat(4,4,P,4,4,FT,P);
|
||
|
Add_Mat_Mat(4,4,P,4,4,Q,P);
|
||
|
|
||
|
|
||
|
Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
|
||
|
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
// K = P*H' / ( H*P*H' + R);
|
||
|
Transpose_Mat(2,4,H,HT);
|
||
|
Mul_Mat_Mat(4,4,P,4,2,HT,K);
|
||
|
Plot_Mat(K,"K = ");
|
||
|
|
||
|
//X = X + K*([xb(i);yb(i)]-H*X);
|
||
|
//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
|
||
|
//X = X + K*([xb(i);yb(i)]-H*X);
|
||
|
double obs[2][1]={{x},{y}};
|
||
|
Mul_Mat_Mat(2,4,H,4,1,X,DELTA);
|
||
|
Sub_Mat_Mat(2,1,obs,2,1,DELTA,DELTA);
|
||
|
Mul_Mat_Mat(4,2,K,2,1,DELTA,C2);
|
||
|
Add_Mat_Mat(4,1,X,4,1,C2,X);
|
||
|
|
||
|
|
||
|
|
||
|
Plot_Mat(DELTA,"DELTA = Obs - H.X(k+1|k)");
|
||
|
|
||
|
Plot_Mat(X," X(k+1|k+1) = X(k+1|k) + K.Delta = ");
|
||
|
|
||
|
// P = P - K*H*P;
|
||
|
// P = P - K*H*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
implémentation filtre de kalman un opération manquante