Révision 421
Ajouté par anclaud il y a presque 4 ans
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// Fonction qui effectue l'operation out = A * B (matrice)
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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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| ... | ... | |
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}
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}
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}
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void Copie_Mat(int na,int ma,double A[na][ma], double out[na][ma]){
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int i=0, j=0;
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for (i=0; i<na; i++)
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for (j=0; j<ma; j++){
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out[i][j]=A[i][j];
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}
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}
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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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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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double mat_copie[4][1];
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Copie_Mat(4,1,X,mat_copie);
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Mul_Mat_Mat(4,4,F,4,1,mat_copie,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 mat_inter[4][4], mat_inter_bis[4][4];
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Mul_Mat_Mat(4,4,F,4,4,P,mat_inter);
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Mul_Mat_Mat(4,4,mat_inter,4,4,FT,mat_inter_bis);
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Add_Mat_Mat(4,4,mat_inter_bis,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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Plot_Mat(K,"K = ");
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// K = P*H' / ( H*P*H' + R);
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double mat_inter1[4][2];
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Mul_Mat_Mat(4, 4, P, 4, 2, HT, mat_inter1); // P*H'
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Plot_Mat(mat_inter1,"P(k+1|k).HT = ");
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double mat_inter2[2][2], mat_inter3[2][2];
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Mul_Mat_Mat(2, 4, H, 4, 2, mat_inter1, mat_inter2); // H*P*H'
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Add_Mat_Mat(2, 2, mat_inter2, 2, 2, R, mat_inter3); // H*P*H' + R
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Plot_Mat(mat_inter3, "H.P(k+1|k).HT + R = ");
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double mat_inter4[2][2];
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Inverse_Mat_22(2, 2, mat_inter3, mat_inter4); // inv(H*P*H' + R)
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Plot_Mat(mat_inter4, "INV(H.P(k+1|k).HT + R) = ");
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Mul_Mat_Mat(4, 2, mat_inter1, 2, 2, mat_inter4, K); // K = P*H' / ( H*P*H' + R)
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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},
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{y}};
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double Delta[2][1], mat_inter5[2][1];
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Mul_Mat_Mat(2,4,H,4,1,X,mat_inter5); // H*X
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Sub_Mat_Mat(2,1,Obs,2,1,mat_inter5,Delta); // Delta = Obs - H*X
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Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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double mat_inter6[2][1];
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Mul_Mat_Mat(4,2,K,2,1,Delta,mat_inter6); // K*Delta
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Add_Mat_Mat(4,1,X,4,1,mat_inter6,X); // X = X + K*Delta
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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 mat_inter7[4][4], mat_inter8[4][4];
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Mul_Mat_Mat(4,2,K,2,4,H,mat_inter7);
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Mul_Mat_Mat(4,4,mat_inter7,4,4,P,mat_inter8);
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Sub_Mat_Mat(4,4,P,4,4,mat_inter8,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
Filtre Kalman OK