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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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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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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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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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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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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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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); if (!Equal_Mat_Mat(RTT24,R42)) error("Erreur calcul Transposition 2x4");
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Transpose_Mat(4,4,T44a,R44); if (!Equal_Mat_Mat(RTT44,R44)) error("Erreur calcul Transposition 4x4");
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Inverse_Mat_22(2,2,T22a,R22); if (!Equal_Mat_Mat(RInvT22,R22)) error("Erreur calcul Inversion 2x2");
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Add_Mat_Mat(2,2,T22a,2,2,T22b,R22); if (!Equal_Mat_Mat(RAT22,R22)) error("Erreur calcul Addition 2x2");
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Add_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RAT44,R44)) error("Erreur calcul Addition 4x4");
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Add_Mat_Mat(4,1,T41a,4,1,T41b,R41); if (!Equal_Mat_Mat(RAT41,R41)) error("Erreur calcul Addition 4x1");
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Sub_Mat_Mat(2,1,T21a,2,1,T21b,R21); if (!Equal_Mat_Mat(RST21,R21)) error("Erreur calcul Soustraction 2x1");
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Sub_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RST44,R44)) error("Erreur calcul Soustraction 4x4");
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Mul_Mat_Mat(4,4,T44a,4,4,T44b,R44); if (!Equal_Mat_Mat(RMT44T44,R44)) error("Erreur calcul Multiplication 4x4 4x4");
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Mul_Mat_Mat(4,4,T44a,4,1,T41a,R41); if (!Equal_Mat_Mat(RMT44T41,R41)) error("Erreur calcul Multiplication 4x4 4x1");
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Mul_Mat_Mat(4,4,T44a,4,2,T42a,R42); if (!Equal_Mat_Mat(RMT44T42,R42)) error("Erreur calcul Multiplication 4x4 4x2");
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Mul_Mat_Mat(4,2,T42a,2,1,T21a,R41); if (!Equal_Mat_Mat(RMT42T21,R41)) error("Erreur calcul Multiplication 4x2 2x1");
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Mul_Mat_Mat(4,2,T42a,2,2,T22a,R42); if (!Equal_Mat_Mat(RMT42T22,R42)) error("Erreur calcul Multiplication 4x2 2x2");
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Mul_Mat_Mat(4,2,T42a,2,4,T24,R44); if (!Equal_Mat_Mat(RMT42T24,R44)) error("Erreur calcul Multiplication 4x2 2x4");
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Mul_Mat_Mat(2,4,T24,4,1,T41a,R21); if (!Equal_Mat_Mat(RMT24T41,R21)) error("Erreur calcul Multiplication 2x4 4x1");
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Mul_Mat_Mat(2,4,T24,4,2,T42a,R22); if (!Equal_Mat_Mat(RMT24T42,R22)) error("Erreur calcul Multiplication 2x4 4x2");
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Mul_Mat_Mat(2,4,T24,4,4,T44a,R24); if (!Equal_Mat_Mat(RMT24T44,R24)) 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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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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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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double R[2][2] = {{sigma_observation*sigma_observation, 0},
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{0 , sigma_observation*sigma_observation}};
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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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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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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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printf("-------------%04d--------------\n",cpt);
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if (cpt ==0)
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{
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t0=t;x0=x;y0=y;
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x=x-x0;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;x -= x0;y -= y0;
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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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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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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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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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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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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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}
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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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