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| 355 | </memberdef> |
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| 356 | <memberdef kind="variable" id="testKF__big_8m_15835855983d2d9f23222c36eeecc9511" prot="public" static="no" mutable="no"> |
---|
| 357 | <type></type> |
---|
| 358 | <definition>OPt</definition> |
---|
| 359 | <argsstring></argsstring> |
---|
| 360 | <name>OPt</name> |
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| 361 | <initializer> P0</initializer> |
---|
| 362 | <briefdescription> |
---|
| 363 | </briefdescription> |
---|
| 364 | <detaileddescription> |
---|
| 365 | </detaileddescription> |
---|
| 366 | <inbodydescription> |
---|
| 367 | </inbodydescription> |
---|
| 368 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="46" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="46" bodyend="-1"/> |
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| 369 | </memberdef> |
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| 370 | <memberdef kind="variable" id="testKF__big_8m_1562b530cff1f5bca3b1a4c1ad4ad9962" prot="public" static="no" mutable="no"> |
---|
| 371 | <type></type> |
---|
| 372 | <definition>ll</definition> |
---|
| 373 | <argsstring></argsstring> |
---|
| 374 | <name>ll</name> |
---|
| 375 | <initializer>0</initializer> |
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| 376 | <briefdescription> |
---|
| 377 | </briefdescription> |
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| 378 | <detaileddescription> |
---|
| 379 | </detaileddescription> |
---|
| 380 | <inbodydescription> |
---|
| 381 | </inbodydescription> |
---|
| 382 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="47" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="47" bodyend="-1"/> |
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| 383 | </memberdef> |
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| 384 | <memberdef kind="variable" id="testKF__big_8m_1fe943524069f3dc1bc711a301870a09d" prot="public" static="no" mutable="no"> |
---|
| 385 | <type></type> |
---|
| 386 | <definition>Oxt2</definition> |
---|
| 387 | <argsstring></argsstring> |
---|
| 388 | <name>Oxt2</name> |
---|
| 389 | <initializer> mu0</initializer> |
---|
| 390 | <briefdescription> |
---|
| 391 | </briefdescription> |
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| 392 | <detaileddescription> |
---|
| 393 | </detaileddescription> |
---|
| 394 | <inbodydescription> |
---|
| 395 | </inbodydescription> |
---|
| 396 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="48" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="48" bodyend="-1"/> |
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| 397 | </memberdef> |
---|
| 398 | <memberdef kind="variable" id="testKF__big_8m_1c70bdbacd231c6f518d9a83d4cdb5c88" prot="public" static="no" mutable="no"> |
---|
| 399 | <type></type> |
---|
| 400 | <definition>OPt2</definition> |
---|
| 401 | <argsstring></argsstring> |
---|
| 402 | <name>OPt2</name> |
---|
| 403 | <initializer> P0</initializer> |
---|
| 404 | <briefdescription> |
---|
| 405 | </briefdescription> |
---|
| 406 | <detaileddescription> |
---|
| 407 | </detaileddescription> |
---|
| 408 | <inbodydescription> |
---|
| 409 | </inbodydescription> |
---|
| 410 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="49" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="49" bodyend="-1"/> |
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| 411 | </memberdef> |
---|
| 412 | <memberdef kind="variable" id="testKF__big_8m_1229f5f247945b4b82873c6281b6e1c3f" prot="public" static="no" mutable="no"> |
---|
| 413 | <type></type> |
---|
| 414 | <definition>ll2</definition> |
---|
| 415 | <argsstring></argsstring> |
---|
| 416 | <name>ll2</name> |
---|
| 417 | <initializer>0</initializer> |
---|
| 418 | <briefdescription> |
---|
| 419 | </briefdescription> |
---|
| 420 | <detaileddescription> |
---|
| 421 | </detaileddescription> |
---|
| 422 | <inbodydescription> |
---|
| 423 | </inbodydescription> |
---|
| 424 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="50" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="50" bodyend="-1"/> |
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| 425 | </memberdef> |
---|
| 426 | <memberdef kind="variable" id="testKF__big_8m_18fb092330ecda60587643305d0d9738a" prot="public" static="no" mutable="no"> |
---|
| 427 | <type></type> |
---|
| 428 | <definition>tic</definition> |
---|
| 429 | <argsstring></argsstring> |
---|
| 430 | <name>tic</name> |
---|
| 431 | <briefdescription> |
---|
| 432 | </briefdescription> |
---|
| 433 | <detaileddescription> |
---|
| 434 | </detaileddescription> |
---|
| 435 | <inbodydescription> |
---|
| 436 | </inbodydescription> |
---|
| 437 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="52" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="52" bodyend="-1"/> |
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| 438 | </memberdef> |
---|
| 439 | <memberdef kind="variable" id="testKF__big_8m_1eeb7263bc62091985bdabfb0015cbc29" prot="public" static="no" mutable="no"> |
---|
| 440 | <type>for</type> |
---|
| 441 | <definition>for t</definition> |
---|
| 442 | <argsstring></argsstring> |
---|
| 443 | <name>t</name> |
---|
| 444 | <initializer>2:N |
---|
| 445 | mu = A*mu + B*u(t)</initializer> |
---|
| 446 | <briefdescription> |
---|
| 447 | </briefdescription> |
---|
| 448 | <detaileddescription> |
---|
| 449 | </detaileddescription> |
---|
| 450 | <inbodydescription> |
---|
| 451 | </inbodydescription> |
---|
| 452 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="54" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="53" bodyend="-1"/> |
---|
| 453 | </memberdef> |
---|
| 454 | <memberdef kind="variable" id="testKF__big_8m_124068c887c4d53fd6bae5a1cec850190" prot="public" static="no" mutable="no"> |
---|
| 455 | <type>Data update</type> |
---|
| 456 | <definition>Data update Ry</definition> |
---|
| 457 | <argsstring></argsstring> |
---|
| 458 | <name>Ry</name> |
---|
| 459 | <initializer> C*P*C' + R</initializer> |
---|
| 460 | <briefdescription> |
---|
| 461 | </briefdescription> |
---|
| 462 | <detaileddescription> |
---|
| 463 | </detaileddescription> |
---|
| 464 | <inbodydescription> |
---|
| 465 | </inbodydescription> |
---|
| 466 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="58" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="58" bodyend="-1"/> |
---|
| 467 | </memberdef> |
---|
| 468 | <memberdef kind="variable" id="testKF__big_8m_17939d564205f8ed94a9c2fbc96fc1db6" prot="public" static="no" mutable="no"> |
---|
| 469 | <type></type> |
---|
| 470 | <definition>iRy</definition> |
---|
| 471 | <argsstring></argsstring> |
---|
| 472 | <name>iRy</name> |
---|
| 473 | <initializer> inv(Ry)</initializer> |
---|
| 474 | <briefdescription> |
---|
| 475 | </briefdescription> |
---|
| 476 | <detaileddescription> |
---|
| 477 | </detaileddescription> |
---|
| 478 | <inbodydescription> |
---|
| 479 | </inbodydescription> |
---|
| 480 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="59" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="59" bodyend="-1"/> |
---|
| 481 | </memberdef> |
---|
| 482 | <memberdef kind="variable" id="testKF__big_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no"> |
---|
| 483 | <type></type> |
---|
| 484 | <definition>K</definition> |
---|
| 485 | <argsstring></argsstring> |
---|
| 486 | <name>K</name> |
---|
| 487 | <initializer> P*C'*iRy</initializer> |
---|
| 488 | <briefdescription> |
---|
| 489 | </briefdescription> |
---|
| 490 | <detaileddescription> |
---|
| 491 | </detaileddescription> |
---|
| 492 | <inbodydescription> |
---|
| 493 | </inbodydescription> |
---|
| 494 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="60" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="60" bodyend="-1"/> |
---|
| 495 | </memberdef> |
---|
| 496 | <memberdef kind="variable" id="testKF__big_8m_123c1622d0f5af8a8a8cd90dd1898f3cb" prot="public" static="no" mutable="no"> |
---|
| 497 | <type></type> |
---|
| 498 | <definition>mu</definition> |
---|
| 499 | <argsstring></argsstring> |
---|
| 500 | <name>mu</name> |
---|
| 501 | <initializer> mu + K*(y(:,t)-C*mu-D*u(t))</initializer> |
---|
| 502 | <briefdescription> |
---|
| 503 | </briefdescription> |
---|
| 504 | <detaileddescription> |
---|
| 505 | </detaileddescription> |
---|
| 506 | <inbodydescription> |
---|
| 507 | </inbodydescription> |
---|
| 508 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="62" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="62" bodyend="-1"/> |
---|
| 509 | </memberdef> |
---|
| 510 | <memberdef kind="variable" id="testKF__big_8m_1f7d22d3421a567ae2e64e0fa8c6faaae" prot="public" static="no" mutable="no"> |
---|
| 511 | <type>end</type> |
---|
| 512 | <definition>end exec_matlab</definition> |
---|
| 513 | <argsstring></argsstring> |
---|
| 514 | <name>exec_matlab</name> |
---|
| 515 | <initializer> <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt) <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2) toc |
---|
| 516 | |
---|
| 517 | !cd ../</initializer> |
---|
| 518 | <briefdescription> |
---|
| 519 | </briefdescription> |
---|
| 520 | <detaileddescription> |
---|
| 521 | </detaileddescription> |
---|
| 522 | <inbodydescription> |
---|
| 523 | </inbodydescription> |
---|
| 524 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="70" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="68" bodyend="-1"/> |
---|
| 525 | </memberdef> |
---|
| 526 | </sectiondef> |
---|
| 527 | <sectiondef kind="func"> |
---|
| 528 | <memberdef kind="function" id="testKF__big_8m_1c4ba94d0cc961b3de89a5ceac9de3035" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 529 | <type>function</type> |
---|
| 530 | <definition>function testKF</definition> |
---|
| 531 | <argsstring>(skipgen) if nargin<1</argsstring> |
---|
| 532 | <name>testKF</name> |
---|
| 533 | <param> |
---|
| 534 | <type>skipgen</type> |
---|
| 535 | </param> |
---|
| 536 | <briefdescription> |
---|
| 537 | </briefdescription> |
---|
| 538 | <detaileddescription> |
---|
| 539 | </detaileddescription> |
---|
| 540 | <inbodydescription> |
---|
| 541 | </inbodydescription> |
---|
| 542 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="2"/> |
---|
| 543 | </memberdef> |
---|
| 544 | <memberdef kind="function" id="testKF__big_8m_1aeeb1ead24334ce09a1ffb542f262835" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 545 | <type></type> |
---|
| 546 | <definition>x</definition> |
---|
| 547 | <argsstring>(:, 1)</argsstring> |
---|
| 548 | <name>x</name> |
---|
| 549 | <param> |
---|
| 550 | <type>:</type> |
---|
| 551 | </param> |
---|
| 552 | <param> |
---|
| 553 | <type>1</type> |
---|
| 554 | </param> |
---|
| 555 | <briefdescription> |
---|
| 556 | </briefdescription> |
---|
| 557 | <detaileddescription> |
---|
| 558 | </detaileddescription> |
---|
| 559 | <inbodydescription> |
---|
| 560 | </inbodydescription> |
---|
| 561 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="26"/> |
---|
| 562 | </memberdef> |
---|
| 563 | <memberdef kind="function" id="testKF__big_8m_1dbad4a22ccad809116814f2a9ccf4a35" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 564 | <type></type> |
---|
| 565 | <definition>x</definition> |
---|
| 566 | <argsstring>(:, i)</argsstring> |
---|
| 567 | <name>x</name> |
---|
| 568 | <param> |
---|
| 569 | <type>:</type> |
---|
| 570 | </param> |
---|
| 571 | <param> |
---|
| 572 | <type>i</type> |
---|
| 573 | </param> |
---|
| 574 | <briefdescription> |
---|
| 575 | </briefdescription> |
---|
| 576 | <detaileddescription> |
---|
| 577 | </detaileddescription> |
---|
| 578 | <inbodydescription> |
---|
| 579 | </inbodydescription> |
---|
| 580 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="30"/> |
---|
| 581 | </memberdef> |
---|
| 582 | <memberdef kind="function" id="testKF__big_8m_11825a243c7bc27e6e7c926632cb3c8e9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 583 | <type></type> |
---|
| 584 | <definition>y</definition> |
---|
| 585 | <argsstring>(:, i)</argsstring> |
---|
| 586 | <name>y</name> |
---|
| 587 | <param> |
---|
| 588 | <type>:</type> |
---|
| 589 | </param> |
---|
| 590 | <param> |
---|
| 591 | <type>i</type> |
---|
| 592 | </param> |
---|
| 593 | <briefdescription> |
---|
| 594 | </briefdescription> |
---|
| 595 | <detaileddescription> |
---|
| 596 | </detaileddescription> |
---|
| 597 | <inbodydescription> |
---|
| 598 | </inbodydescription> |
---|
| 599 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="31"/> |
---|
| 600 | </memberdef> |
---|
| 601 | <memberdef kind="function" id="testKF__big_8m_1e7ee862b63a54c45515bd83580c735a8" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 602 | <type></type> |
---|
| 603 | <definition>itsave</definition> |
---|
| 604 | <argsstring>('testKF.it', d, A, B, C, D, Q, R, P0, mu0) save testKF else load testKF end%init mu</argsstring> |
---|
| 605 | <name>itsave</name> |
---|
| 606 | <param> |
---|
| 607 | <type>'testKF.it'</type> |
---|
| 608 | </param> |
---|
| 609 | <param> |
---|
| 610 | <type>d</type> |
---|
| 611 | </param> |
---|
| 612 | <param> |
---|
| 613 | <type>A</type> |
---|
| 614 | </param> |
---|
| 615 | <param> |
---|
| 616 | <type>B</type> |
---|
| 617 | </param> |
---|
| 618 | <param> |
---|
| 619 | <type>C</type> |
---|
| 620 | </param> |
---|
| 621 | <param> |
---|
| 622 | <type>D</type> |
---|
| 623 | </param> |
---|
| 624 | <param> |
---|
| 625 | <type>Q</type> |
---|
| 626 | </param> |
---|
| 627 | <param> |
---|
| 628 | <type>R</type> |
---|
| 629 | </param> |
---|
| 630 | <param> |
---|
| 631 | <type>P0</type> |
---|
| 632 | </param> |
---|
| 633 | <param> |
---|
| 634 | <type>mu0</type> |
---|
| 635 | </param> |
---|
| 636 | <briefdescription> |
---|
| 637 | </briefdescription> |
---|
| 638 | <detaileddescription> |
---|
| 639 | </detaileddescription> |
---|
| 640 | <inbodydescription> |
---|
| 641 | </inbodydescription> |
---|
| 642 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="41"/> |
---|
| 643 | </memberdef> |
---|
| 644 | <memberdef kind="function" id="testKF__big_8m_107d722eada7d30f04ac7fed6140c7c13" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 645 | <type></type> |
---|
| 646 | <definition>Mu</definition> |
---|
| 647 | <argsstring>(1:dimx, t)</argsstring> |
---|
| 648 | <name>Mu</name> |
---|
| 649 | <param> |
---|
| 650 | <type>1:dimx</type> |
---|
| 651 | </param> |
---|
| 652 | <param> |
---|
| 653 | <type>t</type> |
---|
| 654 | </param> |
---|
| 655 | <briefdescription> |
---|
| 656 | </briefdescription> |
---|
| 657 | <detaileddescription> |
---|
| 658 | </detaileddescription> |
---|
| 659 | <inbodydescription> |
---|
| 660 | </inbodydescription> |
---|
| 661 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="63"/> |
---|
| 662 | </memberdef> |
---|
| 663 | <memberdef kind="function" id="testKF__big_8m_1d91ba6b0ae965ae14603af3274d688c2" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 664 | <type>tests testKF</type> |
---|
| 665 | <definition>tests testKF itload</definition> |
---|
| 666 | <argsstring>('testKF_res.it')</argsstring> |
---|
| 667 | <name>itload</name> |
---|
| 668 | <param> |
---|
| 669 | <type>'testKF_res.it'</type> |
---|
| 670 | </param> |
---|
| 671 | <briefdescription> |
---|
| 672 | </briefdescription> |
---|
| 673 | <detaileddescription> |
---|
| 674 | </detaileddescription> |
---|
| 675 | <inbodydescription> |
---|
| 676 | </inbodydescription> |
---|
| 677 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="71"/> |
---|
| 678 | </memberdef> |
---|
| 679 | <memberdef kind="function" id="testKF__big_8m_1f0aa8fd6dd46b4abbd815fff698c1a19" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 680 | <type>hold off</type> |
---|
| 681 | <definition>hold off plot</definition> |
---|
| 682 | <argsstring>(x')</argsstring> |
---|
| 683 | <name>plot</name> |
---|
| 684 | <param> |
---|
| 685 | <type>x'</type> |
---|
| 686 | </param> |
---|
| 687 | <briefdescription> |
---|
| 688 | </briefdescription> |
---|
| 689 | <detaileddescription> |
---|
| 690 | </detaileddescription> |
---|
| 691 | <inbodydescription> |
---|
| 692 | </inbodydescription> |
---|
| 693 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="74"/> |
---|
| 694 | </memberdef> |
---|
| 695 | <memberdef kind="function" id="testKF__big_8m_1326450cee37b21cf7e9d9e70649c94dc" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 696 | <type>hold on</type> |
---|
| 697 | <definition>hold on plot</definition> |
---|
| 698 | <argsstring>(xth','--')</argsstring> |
---|
| 699 | <name>plot</name> |
---|
| 700 | <param> |
---|
| 701 | <type>xth'</type> |
---|
| 702 | </param> |
---|
| 703 | <param> |
---|
| 704 | <type>'--'</type> |
---|
| 705 | </param> |
---|
| 706 | <briefdescription> |
---|
| 707 | </briefdescription> |
---|
| 708 | <detaileddescription> |
---|
| 709 | </detaileddescription> |
---|
| 710 | <inbodydescription> |
---|
| 711 | </inbodydescription> |
---|
| 712 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="76"/> |
---|
| 713 | </memberdef> |
---|
| 714 | <memberdef kind="function" id="testKF__big_8m_199232dcfb21f0b04fdd16c57d7e7d6c4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 715 | <type></type> |
---|
| 716 | <definition>plot</definition> |
---|
| 717 | <argsstring>(xth2','+')</argsstring> |
---|
| 718 | <name>plot</name> |
---|
| 719 | <param> |
---|
| 720 | <type>xth2'</type> |
---|
| 721 | </param> |
---|
| 722 | <param> |
---|
| 723 | <type>'+'</type> |
---|
| 724 | </param> |
---|
| 725 | <briefdescription> |
---|
| 726 | </briefdescription> |
---|
| 727 | <detaileddescription> |
---|
| 728 | </detaileddescription> |
---|
| 729 | <inbodydescription> |
---|
| 730 | </inbodydescription> |
---|
| 731 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="77"/> |
---|
| 732 | </memberdef> |
---|
| 733 | <memberdef kind="function" id="testKF__big_8m_16ce11142e1cc7f336ee0c84a8e7fa000" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 734 | <type></type> |
---|
| 735 | <definition>plot</definition> |
---|
| 736 | <argsstring>(xthE','o')</argsstring> |
---|
| 737 | <name>plot</name> |
---|
| 738 | <param> |
---|
| 739 | <type>xthE'</type> |
---|
| 740 | </param> |
---|
| 741 | <param> |
---|
| 742 | <type>'o'</type> |
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| 743 | </param> |
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| 744 | <briefdescription> |
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| 745 | </briefdescription> |
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| 746 | <detaileddescription> |
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| 747 | </detaileddescription> |
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| 748 | <inbodydescription> |
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| 749 | </inbodydescription> |
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| 750 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="78"/> |
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| 751 | </memberdef> |
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| 752 | <memberdef kind="function" id="testKF__big_8m_1eb18112686a400e443f5507bb5bcba2d" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 753 | <type></type> |
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| 754 | <definition>plot</definition> |
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| 755 | <argsstring>(Mu','d')</argsstring> |
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| 756 | <name>plot</name> |
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| 757 | <param> |
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| 758 | <type>Mu'</type> |
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| 759 | </param> |
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| 760 | <param> |
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| 761 | <type>'d'</type> |
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| 762 | </param> |
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| 763 | <briefdescription> |
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| 764 | </briefdescription> |
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| 765 | <detaileddescription> |
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| 766 | </detaileddescription> |
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| 767 | <inbodydescription> |
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| 768 | </inbodydescription> |
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| 769 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="79"/> |
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| 770 | </memberdef> |
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| 771 | </sectiondef> |
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| 772 | <briefdescription> |
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| 773 | </briefdescription> |
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| 774 | <detaileddescription> |
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| 775 | </detaileddescription> |
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| 776 | <programlisting> |
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| 777 | <codeline lineno="1"><highlight class="normal">function<sp/>testKF(skipgen)</highlight></codeline> |
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| 778 | <codeline lineno="2"><highlight class="normal">if<sp/>nargin<1,<sp/>skipgen=0;<sp/>end</highlight></codeline> |
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| 779 | <codeline lineno="3"><highlight class="normal"></highlight></codeline> |
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| 780 | <codeline lineno="4"><highlight class="normal">if<sp/>~skipgen</highlight></codeline> |
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| 781 | <codeline lineno="5"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>dimx<sp/>=<sp/>30;</highlight></codeline> |
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| 782 | <codeline lineno="6"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom=rand(dimx);</highlight></codeline> |
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| 783 | <codeline lineno="7"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom2<sp/>=<sp/>Apom*Apom';</highlight></codeline> |
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| 784 | <codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>A<sp/>=<sp/>Apom2/max(1.1*eig(Apom2));</highlight></codeline> |
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| 785 | <codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>B=ones(dimx,1);</highlight></codeline> |
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| 786 | <codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>C=eye(dimx);</highlight></codeline> |
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| 787 | <codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>D=ones(dimx,1);</highlight></codeline> |
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| 788 | <codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>R=0.1*eye(dimx);</highlight></codeline> |
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| 789 | <codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Q=0.2*eye(dimx);<sp/></highlight></codeline> |
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| 790 | <codeline lineno="14"><highlight class="normal"></highlight></codeline> |
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| 791 | <codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sQ<sp/>=<sp/>chol(Q)';</highlight></codeline> |
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| 792 | <codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sR<sp/>=<sp/>chol(R)';</highlight></codeline> |
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| 793 | <codeline lineno="17"><highlight class="normal"></highlight></codeline> |
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| 794 | <codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>N<sp/>=1000;</highlight></codeline> |
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| 795 | <codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0<sp/>=<sp/>zeros(dimx,1);</highlight></codeline> |
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| 796 | <codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P0<sp/>=<sp/>200*eye(dimx);</highlight></codeline> |
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| 797 | <codeline lineno="21"><highlight class="normal"></highlight></codeline> |
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| 798 | <codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>u<sp/>=<sp/>rand(1,N);</highlight></codeline> |
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| 799 | <codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x<sp/>=<sp/>zeros(dimx,N);</highlight></codeline> |
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| 800 | <codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y<sp/>=<sp/>zeros(dimx,N);</highlight></codeline> |
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| 801 | <codeline lineno="25"><highlight class="normal"></highlight></codeline> |
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| 802 | <codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,1)<sp/>=<sp/>10*ones(dimx,1);</highlight></codeline> |
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| 803 | <codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Et<sp/>=<sp/>sQ*randn(dimx,N);</highlight></codeline> |
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| 804 | <codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Wt<sp/>=<sp/>sR*randn(dimx,N);</highlight></codeline> |
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| 805 | <codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>for<sp/>i=2:N;</highlight></codeline> |
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| 806 | <codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,i)<sp/>=<sp/>A*x(:,i-1)<sp/>+<sp/>B*u(i)<sp/>+<sp/>Et(:,i);</highlight></codeline> |
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| 807 | <codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y(:,i)<sp/>=<sp/>C*x(:,i)<sp/>+<sp/>D*u(i)<sp/>+<sp/>Wt(:,1);</highlight></codeline> |
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| 808 | <codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>end</highlight></codeline> |
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| 809 | <codeline lineno="33"><highlight class="normal"></highlight></codeline> |
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| 810 | <codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>d=[y;u];</highlight></codeline> |
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| 811 | <codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>itsave('testKF.it',d,A,B,C,D,Q,R,P0,mu0)</highlight></codeline> |
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| 812 | <codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>save<sp/>testKF</highlight></codeline> |
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| 813 | <codeline lineno="37"><highlight class="normal">else</highlight></codeline> |
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| 814 | <codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>load<sp/>testKF</highlight></codeline> |
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| 815 | <codeline lineno="39"><highlight class="normal">end</highlight></codeline> |
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| 816 | <codeline lineno="40"><highlight class="normal">%<sp/>init<sp/></highlight></codeline> |
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| 817 | <codeline lineno="41"><highlight class="normal">mu<sp/>=<sp/>mu0;</highlight></codeline> |
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| 818 | <codeline lineno="42"><highlight class="normal">P<sp/>=<sp/>P0;</highlight></codeline> |
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| 819 | <codeline lineno="43"><highlight class="normal">EP<sp/>=<sp/>[0;0];</highlight></codeline> |
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| 820 | <codeline lineno="44"><highlight class="normal"></highlight></codeline> |
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| 821 | <codeline lineno="45"><highlight class="normal">Oxt<sp/>=<sp/>mu0;</highlight></codeline> |
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| 822 | <codeline lineno="46"><highlight class="normal">OPt<sp/>=<sp/>P0;</highlight></codeline> |
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| 823 | <codeline lineno="47"><highlight class="normal">ll<sp/>=0;</highlight></codeline> |
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| 824 | <codeline lineno="48"><highlight class="normal">Oxt2<sp/>=<sp/>mu0;</highlight></codeline> |
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| 825 | <codeline lineno="49"><highlight class="normal">OPt2<sp/>=<sp/>P0;</highlight></codeline> |
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| 826 | <codeline lineno="50"><highlight class="normal">ll2=0;</highlight></codeline> |
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| 827 | <codeline lineno="51"><highlight class="normal"></highlight></codeline> |
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| 828 | <codeline lineno="52"><highlight class="normal">tic;</highlight></codeline> |
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| 829 | <codeline lineno="53"><highlight class="normal">for<sp/>t=2:N</highlight></codeline> |
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| 830 | <codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>A*mu<sp/>+<sp/>B*u(t);</highlight></codeline> |
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| 831 | <codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/><sp/>=<sp/>A*P*A'<sp/>+<sp/>Q;</highlight></codeline> |
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| 832 | <codeline lineno="56"><highlight class="normal"></highlight></codeline> |
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| 833 | <codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%Data<sp/>update</highlight></codeline> |
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| 834 | <codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ry<sp/>=<sp/>C*P*C'<sp/>+<sp/>R;</highlight></codeline> |
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| 835 | <codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>iRy<sp/>=<sp/>inv(Ry);</highlight></codeline> |
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| 836 | <codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>K<sp/>=<sp/>P*C'*iRy;<sp/></highlight></codeline> |
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| 837 | <codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/>=<sp/>P-<sp/>K*C*P;<sp/>%<sp/>P<sp/>=<sp/>P<sp/>-KCP;</highlight></codeline> |
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| 838 | <codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>mu<sp/>+<sp/>K*(y(:,t)-C*mu-D*u(t));</highlight></codeline> |
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| 839 | <codeline lineno="63"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Mu(1:dimx,t)=mu;</highlight></codeline> |
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| 840 | <codeline lineno="64"><highlight class="normal"></highlight></codeline> |
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| 841 | <codeline lineno="65"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt,OPt,ll(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt);</highlight></codeline> |
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| 842 | <codeline lineno="66"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt2,OPt2,ll2(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2);</highlight></codeline> |
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| 843 | <codeline lineno="67"><highlight class="normal">end</highlight></codeline> |
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| 844 | <codeline lineno="68"><highlight class="normal">exec_matlab<sp/>=<sp/>toc</highlight></codeline> |
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| 845 | <codeline lineno="69"><highlight class="normal"></highlight></codeline> |
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| 846 | <codeline lineno="70"><highlight class="normal">!cd<sp/>../;./tests/testKF</highlight></codeline> |
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| 847 | <codeline lineno="71"><highlight class="normal">itload('testKF_res.it');</highlight></codeline> |
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| 848 | <codeline lineno="72"><highlight class="normal"></highlight></codeline> |
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| 849 | <codeline lineno="73"><highlight class="normal">hold<sp/>off</highlight></codeline> |
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| 850 | <codeline lineno="74"><highlight class="normal">plot(x');</highlight></codeline> |
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| 851 | <codeline lineno="75"><highlight class="normal">hold<sp/>on</highlight></codeline> |
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| 852 | <codeline lineno="76"><highlight class="normal">plot(xth','--');</highlight></codeline> |
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| 853 | <codeline lineno="77"><highlight class="normal">plot(xth2','+');</highlight></codeline> |
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| 854 | <codeline lineno="78"><highlight class="normal">plot(xthE','o');</highlight></codeline> |
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| 855 | <codeline lineno="79"><highlight class="normal">plot(Mu','d');</highlight></codeline> |
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| 856 | <codeline lineno="80"><highlight class="normal"></highlight></codeline> |
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| 857 | <codeline lineno="81"><highlight class="normal">max(max(x(:,2:end)<sp/>-<sp/>xth(:,1:end-1)))</highlight></codeline> |
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| 858 | <codeline lineno="82"><highlight class="normal">max(max(x<sp/>-<sp/>xth2))</highlight></codeline> |
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| 859 | <codeline lineno="83"><highlight class="normal">max(max(x<sp/>-<sp/>xthE))</highlight></codeline> |
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| 860 | <codeline lineno="84"><highlight class="normal">max(max(x<sp/>-<sp/>Mu))</highlight></codeline> |
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| 861 | <codeline lineno="85"><highlight class="normal"></highlight></codeline> |
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| 862 | <codeline lineno="86"><highlight class="normal">exec_times</highlight></codeline> |
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| 863 | <codeline lineno="87"><highlight class="normal">exec_matlab./exec_times</highlight></codeline> |
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| 864 | <codeline lineno="88"><highlight class="normal">keyboard</highlight></codeline> |
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| 865 | <codeline lineno="89"><highlight class="normal">end</highlight></codeline> |
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| 866 | </programlisting> |
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| 867 | <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m"/> |
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| 868 | </compounddef> |
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| 869 | </doxygen> |
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