1 | #include "ekf_example/matrix_vs.h" |
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2 | #include "ekf_example/ekf_obj.h" |
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3 | int main(){ |
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4 | int16 i; |
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5 | mat A = 0.99*eye(5); |
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6 | A(0.3) = 0.06; |
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7 | A(0,2) = 0.01; |
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8 | A(1,2) = 0.01; |
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9 | A(1,3) = -0.07; |
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10 | A(3,2) = 0.0001; |
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11 | |
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12 | RNG_randomize(); |
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13 | |
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14 | mat U=eye(5); |
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15 | for (int16 i=0; i<5;i++) { |
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16 | for (int16 j=i+1; j<5;j++) U(i,j)=2*randu(1)(0)-1; |
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17 | } |
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18 | mat Q = diag(vec(" 0.2000 0.3000 0.4000 0.5000 0.6")); |
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19 | vec R = vec(" 0.2000 0.3000"); |
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20 | |
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21 | vec D = randu(5)*0.4; |
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22 | vec xref = ones(5); |
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23 | |
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24 | int16 PSI[25]; |
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25 | int16 PSIU[25]={0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0}; |
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26 | int16 Uf[25]={0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0}; |
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27 | int16 Gf[25]={0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0}; |
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28 | int16 Df[5]={0,0,0,0,0}; |
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29 | int16 Dfold[5]={0,0,0,0,0}; |
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30 | |
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31 | int16 multip=1<<15; |
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32 | |
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33 | /////////// COPY |
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34 | imat Af=round_i(A*multip); |
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35 | mat_to_int16(Af, PSI); |
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36 | mat_to_int16(round_i(U*multip),Uf); |
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37 | vec_to_int16(round_i(D*multip), Df); |
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38 | int16 Qf[25]; |
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39 | mat_to_int16(round_i(Q*multip), Qf); |
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40 | int16 Rf[2]; |
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41 | vec_to_int16(round_i(R*multip), Rf); |
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42 | |
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43 | |
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44 | ////////////// Test mmultAU |
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45 | mmultAU(PSI,Uf,PSIU,5,5); |
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46 | |
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47 | mat PhiU =A*U; |
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48 | cout << "A*U" << round_i(PhiU*multip) <<endl; |
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49 | cout << "PSIU: "; for (i=0; i<25;i++) cout << PSIU[i] << ","; cout <<endl; |
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50 | |
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51 | Mat<int16> PUcmp(PSIU,5,5); |
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52 | imat PUcmpi=PUcmp; |
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53 | cout << "Delta PSI: " << round_i(PhiU*multip-(1<<(15-qAU))*PUcmp) <<endl; |
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54 | |
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55 | mat_to_int16(round_i(PhiU*multip/(1<<(15-qAU))),PSIU); //<< make is same |
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56 | |
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57 | /////////// Test Thorton: |
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58 | int16 dim=5;double sigma; int16 j,k; |
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59 | vec Din = D; |
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60 | mat G=eye(5); |
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61 | for (i=dim-1; i>=0;i--){ |
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62 | sigma = 0.0; |
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63 | for (j=0; j<dim; j++) { |
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64 | sigma += PhiU(i,j)*PhiU(i,j) *Din(j); |
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65 | sigma += G(i,j)*G(i,j) * Q(j,j); |
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66 | } |
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67 | D(i) = sigma; |
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68 | for (j=0;j<i;j++){ |
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69 | sigma = 0.0; |
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70 | for (k=0;k<dim;k++){ |
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71 | sigma += PhiU(i,k)*Din(k)*PhiU(j,k); |
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72 | } |
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73 | for (k=0;k<dim;k++){ |
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74 | sigma += G(i,k)*Q(k,k)*G(j,k); |
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75 | } |
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76 | // |
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77 | U(j,i) = sigma/D(i); |
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78 | for (k=0;k<dim;k++){ |
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79 | PhiU(j,k) = PhiU(j,k) - U(j,i)*PhiU(i,k); |
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80 | } |
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81 | for (k=0;k<dim;k++){ |
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82 | G(j,k) = G(j,k) - U(j,i)*G(i,k); |
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83 | } |
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84 | } |
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85 | } |
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86 | |
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87 | |
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88 | //thorton_fast(Uf,Df,PSIU,Qf,Gf,Dfold,5); |
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89 | thorton(Uf,Df,PSIU,Qf,Gf,Dfold,5); |
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90 | |
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91 | /////// disp |
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92 | |
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93 | cout << endl<<"after thorton " <<endl; |
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94 | cout << "U: " << round_i(U*multip) << endl; |
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95 | cout << "D: " << round_i(D*multip) << endl; |
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96 | cout << "Uf: "; for (i=0; i<25;i++) {cout << Uf[i] << ","; ((i+1)%5==0)? cout << endl:cout<<""; } |
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97 | cout << "Df: "; for (i=0; i<5;i++) cout << Df[i] << ","; cout << endl; |
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98 | |
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99 | Mat<int16> Ucmp(Uf,5,5); |
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100 | Vec<int16> Dcmp(Df,5); |
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101 | cout << "Delta U: " << round_i(U*multip-Ucmp) << endl; |
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102 | cout << "Delat D: " << round_i(D*multip-Dcmp) << endl; |
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103 | |
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104 | // synchronize |
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105 | mat_to_int16(round_i(U*multip),Uf); |
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106 | vec_to_int16(round_i(D*multip), Df); |
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107 | |
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108 | |
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109 | vec ydif = 2*randu(2)-1; |
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110 | vec xp = 2*randu(5)-1; |
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111 | |
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112 | int16 difz[2]; |
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113 | vec_to_int16(round_i(ydif*multip), difz); |
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114 | int16 xf[5]; |
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115 | vec_to_int16(round_i(xp*multip), xf); |
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116 | |
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117 | cout << "x: "<< round_i(xp*multip) <<endl; |
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118 | cout << "xf: "; for (i=0; i<5;i++) cout << xf[i] << ","; cout << endl; |
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119 | |
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120 | |
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121 | int16 xf_old[5]; |
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122 | for (i=0;i<5;i++) xf_old[i]=xf[i]; |
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123 | |
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124 | /////// Test bierman |
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125 | double dz,alpha,gamma,beta,lambda; |
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126 | vec a; |
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127 | vec b; |
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128 | mat C = zeros(2,5); |
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129 | C(0,0)=.05;C(0,1)=-.01; |
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130 | C(1,0)=0.; C(1,1) = .07; |
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131 | |
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132 | int16 Cf[10]; |
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133 | imat iC=round_i(C*multip); |
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134 | mat_to_int16(iC, Cf); |
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135 | |
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136 | |
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137 | for (int16 iy=0; iy<2; iy++){ |
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138 | a = U.T()*C.get_row(iy); // a is not modified, but |
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139 | b = elem_mult(D,a); // b is modified to become unscaled Kalman gain. |
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140 | dz = ydif(iy); |
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141 | |
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142 | alpha = R(iy); |
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143 | gamma = 1/alpha; |
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144 | for (j=0;j<dim;j++){ |
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145 | beta = alpha; |
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146 | alpha = alpha + a(j)*b(j); |
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147 | lambda = -a(j)*gamma; |
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148 | gamma = 1.0/alpha; |
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149 | D(j) = beta*gamma*D(j); |
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150 | |
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151 | // cout << "a: " << alpha << "g: " << gamma << endl; |
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152 | for (i=0;i<j;i++){ |
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153 | beta = U(i,j); |
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154 | U(i,j) = beta + b(i)*lambda; |
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155 | b(i) = b(i) + b(j)*beta; |
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156 | } |
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157 | } |
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158 | double dzs = gamma*dz; // apply scaling to innovations |
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159 | xp = xp + dzs*b; // multiply by unscaled Kalman gain |
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160 | |
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161 | //cout << "Ub: " << U << endl; |
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162 | //cout << "Db: " << D << endl <<endl; |
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163 | |
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164 | } |
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165 | |
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166 | bierman_fastC(difz,xf, Uf, Df, Cf, Rf, 2, 5); |
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167 | cout << endl<<"after Bierman" <<endl; |
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168 | /* cout << "U: " << round_i(U*multip) << endl; |
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169 | cout << "D: " << round_i(D*multip) << endl; |
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170 | cout << "Uf: "; for (i=0; i<25;i++) {cout << Uf[i] << ","; ((i+1)%5==0)? cout << endl:cout<<""; } |
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171 | cout << "Df: "; for (i=0; i<5;i++) cout << Df[i] << ","; cout << endl;*/ |
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172 | cout << "x: "<< round_i(xp*multip) <<endl; |
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173 | cout << "xf: "; for (i=0; i<5;i++) cout << xf[i] << ","; cout << endl; |
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174 | |
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175 | { |
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176 | Mat<int16> Ucmp(Uf,5,5); |
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177 | Vec<int16> Dcmp(Df,5); |
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178 | cout << "Delta U: " << round_i(U*multip-Ucmp) << endl; |
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179 | cout << "Delat D: " << round_i(D*multip-Dcmp) << endl; |
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180 | } |
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181 | |
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182 | return 0; |
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183 | } |
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