Révision 520
Ajouté par lefraisse il y a presque 4 ans
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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 k,j;
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if ((na!=nb)||(ma!=mb))
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printf("Addition impossible : Les matrices doivent avoir la même taille \n");
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else{
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for (j=0;j<na;j++){
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for (k=0;k<ma;k++){
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out[j][k]=A[j][k]+b[j][k];
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}
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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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float fac=1/((A[0][0]*A[1][1])-(A[0][1]*A[1][0]));
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if ((n!=2)||(m!=2))
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printf("Le calcul se fait pour des matrice 2x2 \n");
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B[0][0]=fac*A[1][1];
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B[0][1]=-fac*A[0][1];
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B[1][0]=-fac*A[1][0];
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B[1][1]=fac*A[0][0];
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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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}
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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 k,j;
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if ((na!=nb)||(ma!=mb))
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printf("Soustraction impossible : Les matrices doivent être de même taille \n");
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else{
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for (j=0;j<na;j++){
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for (k=0;k<ma;k++){
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out[j][k]=A[j][k]-b[j][k];
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}
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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,j,k;
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double C[na][mb];
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//for(i=0;i<na;i++){
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// for(j=0;j<mb;j++){
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// C[i][j]=0;
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// }
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//}
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if (ma==nb){
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for (i=0;i<na;i++){
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for (j=0;j<mb;j++){
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C[i][j]=0;
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for (k=0;k<nb;k++){
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C[i][j]+= A[i][k]*B[k][j];
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}
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out[i][j]=C[i][j];
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}
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}
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//for (i=0;i<naa;i++){
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// for (j=0;j<mb;j++){
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// C[i][j]=out[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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{
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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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Plot_Mat(X," X(k|k) = ");
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// X = F*X
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Plot_Mat(X," X(k+1|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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//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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// 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 S[2][2];
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double IS[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,S);
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Inverse_Mat_22(2,2,S,IS);
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Mul_Mat_Mat(4,2,PHT,2,2,IS,K);
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Plot_Mat(PHT,"P(k+1|k).HT = ");
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Plot_Mat(S,"H.P(k+1|k).HT + R =");
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Plot_Mat(IS,"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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//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 HX[2][1];
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double obs[2][1];
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double DELTA[2][1];
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double KD[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,DELTA);
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Mul_Mat_Mat(4,2,K,2,1,DELTA,KD);
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Add_Mat_Mat(4,1,X,4,1,KD,X);
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Plot_Mat(obs,"Obs = ");
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//Plot_Mat(Delta,"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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// 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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Formats disponibles : Unified diff
Correction fonction Mul_Mat_Mat