Révision 459
Ajouté par ahkurklu il y a presque 4 ans
| branch/KURKLU/sp4a3/sp4a3_kalman.c | ||
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void Copy_Mat(int n,int m,double tab1[n][m],double tab2[n][m]){
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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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tab2[i][j] = tab1[i][j];
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}
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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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double tmp[4][4] = {{0, 0, 0, 0},
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double tmp1[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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{0, 0, 0, 0}};
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double tmp2[4][4] = {{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0},
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{0, 0, 0, 0}};
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double obs[2][1];
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double delta[2][1];
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while(fscanf(fichier, "%lf %lf %lf", &t, &x, &y)>0){
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printf("-------------%04d--------------\n",cpt);
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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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Mul_Mat_Mat(4,4,F,4,1,X,tmp1);
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Copy_Mat(4,1,tmp1,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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/*
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Mul_Mat_Mat(4,4,F,4,4,P,tmp);
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Mul_Mat_Mat(4,4,tmp,4,4,FT,tmp);
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Add_Mat_Mat(4,4,tmp,4,4,Q,P);
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Mul_Mat_Mat(4,4,F,4,4,P,tmp1);
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Mul_Mat_Mat(4,4,tmp1,4,4,FT,tmp2);
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Add_Mat_Mat(4,4,tmp2,4,4,Q,P);
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Plot_Mat(P,"P(k+1|k) = F.P(k|k).FT + Q = ");
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*/
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// K = P*H' / ( H*P*H' + R);
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/*
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Mul_Mat_Mat(4,2,K,2,4,HT,K);
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Mul_Mat_Mat(2,4,H,4,4,P,tmp);
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Mul_Mat_Mat(2,4,tmp,4,2,HT,tmp);
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Add_Mat_Mat(2,2,tmp,2,2,R,tmp);
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Inverse_Mat_22(2,2,tmp,tmp);
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Mul_Mat_Mat(4,2,K,2,2,tmp,K);
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Mul_Mat_Mat(2,4,H,4,4,P,tmp1);//H*P
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Mul_Mat_Mat(2,4,tmp1,4,2,HT,tmp2);//H*P*H'
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Add_Mat_Mat(2,2,tmp2,2,2,R,tmp1);//H*P*H' + R
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Inverse_Mat_22(2,2,tmp1,tmp2);
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Mul_Mat_Mat(4,4,P,4,2,HT,tmp1);//P*H'
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Mul_Mat_Mat(4,2,tmp1,2,2,tmp2,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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*/
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//Plot_Mat(Delta,"DELTA = Obs - H.X(k+1|k)");
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obs[0][0] = x;
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obs[1][0] = y;
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Plot_Mat(obs,"obs = ");
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Mul_Mat_Mat(2,4,H,4,1,X,tmp1);
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Sub_Mat_Mat(2,1,obs,2,1,tmp1,delta);
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Plot_Mat(delta,"DELTA = Obs - H.X(k+1|k)");
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Mul_Mat_Mat(4,2,K,2,1,delta,tmp2);
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Add_Mat_Mat(4,1,X,4,1,tmp2,tmp1);
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Copy_Mat(4,1,tmp1,X);
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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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Mul_Mat_Mat(4,2,K,2,4,H,tmp1);
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Mul_Mat_Mat(4,4,tmp1,4,4,P,tmp2);
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Sub_Mat_Mat(4,4,P,4,4,tmp2,tmp1);
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Copy_Mat(4,4,tmp1,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
Implémentation des itération du filtre Kalman.