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// Pour compiler : gcc sp4a3_kalman.c -lm
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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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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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if(na==nb && ma==mb)
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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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for(j=0; j<ma; j++)
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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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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 det=0;
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det=A[0][0]*A[1][1]-A[0][1]*A[1][0];
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if(det!=0)
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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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if(i==j)
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B[i][j]=1/det*A[(i+1)%2][(j+1)%2];
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else
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B[i][j]=-1/det*A[i][j];
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}
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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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{
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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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}
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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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if(na==nb && ma==mb)
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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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for(j=0; j<ma; j++)
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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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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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if(ma==nb)
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{
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int i,j,k;
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double temp[nb][mb];
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for(i=0; i<nb; i++)
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for(j=0; j<mb; j++)
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temp[i][j]=B[i][j];
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for(i=0; i<na; i++)
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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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out[i][j] += A[i][k] * temp[k][j];
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}
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}
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}
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void tests_unitaires(void)
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{
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//Matrices d'entrée
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double T21a[2][1]= {{7},{-5}};
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double T21b[2][1]= {{-3},{46}};
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double T22a[2][2]= {{12,78},{-5,13}};
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double T22b[2][2]= {{-25,36},{7,42}};
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double T24[2][4]= {{7,-71,-12,3},{41,123,-5,10}};
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double T41a[4][1]= {{45},{-123},{-78},{-410}};
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double T41b[4][1]= {{-10},{45},{27},{-9}};
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double T42a[4][2]= {{-73,45},{10,12},{-41,-35},{8,-23}};
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double T44a[4][4]= {{1,2,7,4},{6,5,7,8},{9,8,7,6},{5,4,3,2}};
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double T44b[4][4]= {{12,13,14,15},{21,22,23,40},{78,45,12,3},{54,10,12,47}};
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//Matrices résultat
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double R21[2][1],R22[2][2],R24[2][4],R41[4][1],R42[4][2],R44[4][4];
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//Matrices de validation
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double RST21[2][1]= {{10},{-51}};
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double RInvT22[2][2]= {{0.02380952380952381,-0.1428571428571428},{0.009157509157509158,0.02197802197802198}};
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double RAT22[2][2]= {{-13,114},{2,55}};
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double RTT24[4][2]= {{7,41},{-71,123},{-12,-5},{3,10}};
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double RMT24T41[2][1]= {{8754},{-16994}};
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double RMT24T42[2][2]= {{-705,-186},{-1478,3266}};
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double RMT24T44[2][4]= {{-512,-425,-523,-606},{784,697,1143,1138}};
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double RAT41[4][1]= {{35},{-78},{-51},{-419}};
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double RMT42T21[4][1]= {{-736},{10},{-112},{171}};
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double RMT42T22[4][2]= {{-1101,-5109},{60,936},{-317,-3653},{211,325}};
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double RMT42T24[4][4]= {{1334,10718,651,231},{562,766,-180,150},{-1722,-1394,667,-473},{-887,-3397,19,-206}};
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double RTT44[4][4]= {{1,6,9,5},{2,5,8,4},{7,7,7,3},{4,8,6,2}};
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double RMT44T41[4][1]= {{-2387},{-4171},{-3585},{-1321}};
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double RMT44T42[4][2]= {{-308,-268},{-611,-99},{-816,118},{-432,122}};
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double RAT44[4][4]= {{13,15,21,19},{27,27,30,48},{87,53,19,9},{59,14,15,49}};
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double RST44[4][4]= {{-11,-11,-7,-11},{-15,-17,-16,-32},{-69,-37,-5,3},{-49,-6,-9,-45}};
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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);
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if (!Equal_Mat_Mat(RTT24,R42))
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error("Erreur calcul Transposition 2x4");
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Transpose_Mat(4,4,T44a,R44);
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if (!Equal_Mat_Mat(RTT44,R44))
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error("Erreur calcul Transposition 4x4");
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Inverse_Mat_22(2,2,T22a,R22);
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if (!Equal_Mat_Mat(RInvT22,R22))
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error("Erreur calcul Inversion 2x2");
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Add_Mat_Mat(2,2,T22a,2,2,T22b,R22);
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if (!Equal_Mat_Mat(RAT22,R22))
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error("Erreur calcul Addition 2x2");
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Add_Mat_Mat(4,4,T44a,4,4,T44b,R44);
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if (!Equal_Mat_Mat(RAT44,R44))
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error("Erreur calcul Addition 4x4");
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Add_Mat_Mat(4,1,T41a,4,1,T41b,R41);
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if (!Equal_Mat_Mat(RAT41,R41))
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error("Erreur calcul Addition 4x1");
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Sub_Mat_Mat(2,1,T21a,2,1,T21b,R21);
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if (!Equal_Mat_Mat(RST21,R21))
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error("Erreur calcul Soustraction 2x1");
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Sub_Mat_Mat(4,4,T44a,4,4,T44b,R44);
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if (!Equal_Mat_Mat(RST44,R44))
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error("Erreur calcul Soustraction 4x4");
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Mul_Mat_Mat(4,4,T44a,4,4,T44b,R44);
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if (!Equal_Mat_Mat(RMT44T44,R44))
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error("Erreur calcul Multiplication 4x4 4x4");
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Mul_Mat_Mat(4,4,T44a,4,1,T41a,R41);
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if (!Equal_Mat_Mat(RMT44T41,R41))
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error("Erreur calcul Multiplication 4x4 4x1");
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Mul_Mat_Mat(4,4,T44a,4,2,T42a,R42);
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if (!Equal_Mat_Mat(RMT44T42,R42))
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error("Erreur calcul Multiplication 4x4 4x2");
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Mul_Mat_Mat(4,2,T42a,2,1,T21a,R41);
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if (!Equal_Mat_Mat(RMT42T21,R41))
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error("Erreur calcul Multiplication 4x2 2x1");
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Mul_Mat_Mat(4,2,T42a,2,2,T22a,R42);
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if (!Equal_Mat_Mat(RMT42T22,R42))
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error("Erreur calcul Multiplication 4x2 2x2");
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Mul_Mat_Mat(4,2,T42a,2,4,T24,R44);
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if (!Equal_Mat_Mat(RMT42T24,R44))
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error("Erreur calcul Multiplication 4x2 2x4");
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Mul_Mat_Mat(2,4,T24,4,1,T41a,R21);
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if (!Equal_Mat_Mat(RMT24T41,R21))
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error("Erreur calcul Multiplication 2x4 4x1");
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Mul_Mat_Mat(2,4,T24,4,2,T42a,R22);
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if (!Equal_Mat_Mat(RMT24T42,R22))
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error("Erreur calcul Multiplication 2x4 4x2");
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Mul_Mat_Mat(2,4,T24,4,4,T44a,R24);
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if (!Equal_Mat_Mat(RMT24T44,R24))
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error("Erreur calcul Multiplication 2x4 4x4");
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printf("Test unitaires OK.\n");
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}
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int main(int argc,char **argv)
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{
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tests_unitaires();
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FILE* fichier = fopen("pos_t_x_y.dat","r");
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if (fichier == NULL)
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error("Impossible d'ouvrir le fichier GPGGA_data.dat");
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FILE * Fout = Fout = fopen("output.dat","w");
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if (fichier == NULL)
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error("Impossible d'ouvrir le fichier output.dat");
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printf("Kalman\n");
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double t = 0;
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double t0,x0,y0;
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double x,y;
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double oldx,oldy;
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double dx=0,dy=0,dt=0.1;
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int cpt = 0;
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// kalman param
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double sigma_etat = 10.0;
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double sigma_observation = 2.0;
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double X[4][1] = {{0},{0},{0},{0}};
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double P[4][4] = {{sigma_etat*sigma_etat, 0, 0, 0},
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{0, sigma_etat*sigma_etat, 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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double Q[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0.1, 0},
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{0, 0, 0, 0.1}
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};
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double R[2][2] = {{sigma_observation*sigma_observation, 0},
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{0, sigma_observation*sigma_observation}
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};
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double K[4][2];
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double H[2][4] = {{1, 0, 0, 0},
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{0, 1, 0, 0}
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};
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double HT[4][2];
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Transpose_Mat(2,4,H,HT);
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double F[4][4] = {{1, 0, dt, 0},
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{0, 1, 0, dt},
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{0, 0, 1, 0},
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{0, 0, 0, 1}
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};
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double FT[4][4];
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Transpose_Mat(4,4,F,FT);
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while(fscanf(fichier, "%lf %lf %lf", &t, &x, &y)>0)
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{
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printf("-------------%04d--------------\n",cpt);
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if (cpt ==0)
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{
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t0=t;
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x0=x;
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y0=y;
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x=x-x0;
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y=y-y0;
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Plot_Mat(F,"F = ");
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Plot_Mat(H,"H = ");
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Plot_Mat(R,"R = ");
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}
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else
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{
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t -= t0;
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x -= x0;
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y -= y0;
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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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Plot_Mat(X," X(k|k) = ");
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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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Plot_Mat(P," P(k|k) = ");
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//P = F*P*F'+Q;
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double FP[4][4];
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double FPFT[4][4];
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Mul_Mat_Mat(4, 4, F, 4, 4, P, FP);
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Mul_Mat_Mat(4, 4, FP, 4, 4, FT, FPFT);
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Add_Mat_Mat(4, 4, FPFT, 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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double PHT[4][2];
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double HP[2][4];
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double HPHT[2][2];
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double denom[2][2];
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double inv_denom[2][2];
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Mul_Mat_Mat(4, 4, P, 4, 2, HT, PHT);
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Mul_Mat_Mat(2, 4, H, 4, 4, P, HP);
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Mul_Mat_Mat(2, 4, HP, 4, 2, HT, HPHT);
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Add_Mat_Mat(2, 2, HPHT, 2, 2, R, denom);
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Inverse_Mat_22(2, 2, denom, inv_denom);
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Mul_Mat_Mat(4, 2, PHT, 2, 2, inv_denom, K);
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Plot_Mat(PHT,"P(k+1|k).HT = ");
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Plot_Mat(denom,"H.P(k+1|k).HT + R = ");
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Plot_Mat(inv_denom,"INV(H.P(k+1|k).HT + 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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double HX[2][1];
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double obs[2][1];
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double temp[2][1];
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double Ktemp[4][1];
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obs[0][0]=x;
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obs[1][0]=y;
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Mul_Mat_Mat(2, 4, H, 4, 1, X, HX);
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Sub_Mat_Mat(2, 1, obs, 2, 1, HX, temp);
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Mul_Mat_Mat(4, 2, K, 2, 1, temp, Ktemp);
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Add_Mat_Mat(4, 1, X, 4, 1, Ktemp, X);
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Plot_Mat(obs,"Obs = ");
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Plot_Mat(temp,"DELTA = Obs - H.X(k+1|k)");
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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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double KH[4][4];
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double KHP[4][4];
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Mul_Mat_Mat(4, 2, K, 2, 4, H, KH);
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Mul_Mat_Mat(4, 4, KH, 4, 4, P, KHP);
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Sub_Mat_Mat(4, 4, P, 4, 4, KHP, 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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}
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t = cpt * dt;
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dx = (x - oldx)/dt;
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dy = (y - oldy)/dt;
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fprintf(Fout,"%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\t%f\n",t,x,y,sqrt(dx*dx+dy*dy)*dt,X[0][0],X[1][0],X[2][0],X[3][0],sqrt(X[2][0]*X[2][0]+X[3][0]*X[3][0])*dt);
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oldx = x;
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oldy = y;
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cpt ++;
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}
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fclose(Fout);
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fclose(fichier);
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system ("gnuplot -p -e \"plot 'output.dat' u 5:6 w l, '' u 2:3 w l\";");
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system ("gnuplot -p -e \"plot 'output.dat' u 1:9 w l, '' u 1:4 w l\";");
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system ("gnuplot -p -e \"plot 'vitesse_reelle.dat' u 2 w l, 'output.dat' u 9 w l\";");
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return 0;
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}
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