Révision 423
Ajouté par beclement2 il y a presque 4 ans
| 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;
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int 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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}
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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 determinant = A[0][0] * A[1][1] - A[0][1] * A[1][0];
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B[0][0] = A[1][1]/determinant;
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B[0][1] = -A[0][1] / determinant;
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B[1][0] = -A[1][0] / determinant;
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B[1][1] = A[0][0] / determinant;
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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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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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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;
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int 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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}
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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;
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int j;
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int k ;
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for(i = 0; i < na; i++){
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for(j = 0; j < mb; j++){
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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] = 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 Copie(int na,int ma,double A[na][ma], int nb,int mb,double B[nb][mb]){
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int i;
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int 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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B[i][j] = A[i][j];
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}
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}
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}
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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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///Ajouter votre code ci-dessous///
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debug=1; //Mettre à 1 pour afficher les matrices.
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// Kalman
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// X = F*X
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// X = F*X
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Plot_Mat(X," X(k|k) = ");
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double Temp_X[4][1];
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Copie(4,1, X, 4,1,Temp_X);
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Mul_Mat_Mat(4, 4, F, 4, 1, Temp_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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Plot_Mat(P,"P(k|k) = ");
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double Temp[4][4];
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double Temp2[4][4];
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Mul_Mat_Mat(4, 4, F, 4, 4, P, Temp);
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Mul_Mat_Mat(4,4,Temp, 4, 4, FT, Temp2);
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Add_Mat_Mat(4,4,Temp2, 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 Temp18[2][4];
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double Temp19[4][2];
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double Temp20[2][2];
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double Temp21[4][2];
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double Temp22[2][2];
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Mul_Mat_Mat(2,4,H,4,4,P,Temp18);
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Mul_Mat_Mat(2,4,Temp18,4,2,HT,Temp19);
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Plot_Mat(Temp19,"H.P(k+1|k).HT + R = [4][2]");
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Add_Mat_Mat(2,2,Temp19, 2, 2, R, Temp20);
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Plot_Mat(Temp20,"H.P(k+1|k).HT + R = [2][2]");
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Inverse_Mat_22(2,2,Temp20, Temp22);
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Plot_Mat(Temp22,"INV(H.P(k+1|k).HT + R) = [2][2]");
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Mul_Mat_Mat(4,4,P, 4,2,HT, Temp21);
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Mul_Mat_Mat(4,2,Temp21, 2,2,Temp22, 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 Temp3[4][1];
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double Temp4[4][1];
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double Obs[2][1] = {{x}, {y}};
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double Temp5[2][1];
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Mul_Mat_Mat(2,4,H, 4, 1, X, Temp3);
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Sub_Mat_Mat(4,1,Obs, 4, 1, Temp3, Temp4);
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Mul_Mat_Mat(4, 2, K, 2, 1, Temp4, Temp5);
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Add_Mat_Mat(4, 1, X, 4, 1, Temp5, 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 Temp7[4][4];
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double Temp8[4][4];
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double Temp30[4][4];
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Mul_Mat_Mat(4, 2, K, 2, 4, H, Temp7);
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Mul_Mat_Mat(4, 4, Temp7, 4, 4, P, Temp8);
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Sub_Mat_Mat(4, 4, P, 4, 4, Temp8, Temp30);
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Copie(4,4,Temp30, 4,4, 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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