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Revision 477, 1.5 kB
(checked in by mido, 15 years ago)
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panove, vite, jak jsem peclivej na upravu kodu.. snad se vam bude libit:) konfigurace je v souboru /system/astylerc
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Property svn:eol-style set to
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| 1 | |
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| 2 | #include <estim/kalman.h> |
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| 3 | #include <estim/particles.h> |
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| 4 | |
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| 5 | using namespace bdm; |
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| 6 | |
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| 7 | //These lines are needed for use of cout and endl |
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| 8 | using std::cout; |
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| 9 | using std::endl; |
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| 10 | |
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| 11 | int main() { |
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| 12 | // Klaman filter |
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| 13 | mat A, B, C, D, R, Q, P0; |
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| 14 | vec mu0; |
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| 15 | mat Mu0;// read from matlab |
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| 16 | // input from Matlab |
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| 17 | it_file fin ( "testKF.it" ); |
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| 18 | |
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| 19 | mat Dt, XQRt, eR, eQ; |
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| 20 | int Ndat; |
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| 21 | |
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| 22 | bool xxx = fin.seek ( "d" ); |
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| 23 | |
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| 24 | if ( !xxx ) { |
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| 25 | it_error ( "testKF.it not found" ); |
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| 26 | } |
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| 27 | |
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| 28 | fin >> Dt; |
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| 29 | |
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| 30 | fin.seek ( "A" ); |
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| 31 | fin >> A; |
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| 32 | fin.seek ( "B" ); |
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| 33 | fin >> B; |
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| 34 | fin.seek ( "C" ); |
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| 35 | fin >> C; |
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| 36 | fin.seek ( "D" ); |
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| 37 | fin >> D; |
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| 38 | fin.seek ( "R" ); |
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| 39 | fin >> R; |
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| 40 | fin.seek ( "Q" ); |
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| 41 | fin >> Q; |
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| 42 | fin.seek ( "P0" ); |
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| 43 | fin >> P0; |
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| 44 | fin.seek ( "mu0" ); |
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| 45 | fin >> Mu0; |
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| 46 | mu0 = Mu0.get_col ( 0 ); |
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| 47 | |
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| 48 | vec vQ1 = "0.01:0.04:1"; |
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| 49 | vec vQ2 = "0.01:0.04:1"; |
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| 50 | |
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| 51 | mat LL = zeros ( vQ1.length(), vQ2.length() ); |
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| 52 | |
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| 53 | Ndat = Dt.cols(); |
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| 54 | |
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| 55 | RV rx ( "{x}", "2" ); |
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| 56 | RV ru ( "{u}", "1" ); |
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| 57 | RV ry ( "{y}", "2" ); |
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| 58 | // |
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| 59 | // |
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| 60 | Kalman<ldmat> KFtr; |
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| 61 | |
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| 62 | for ( int i = 0; i < vQ1.length(); i++ ) { |
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| 63 | |
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| 64 | for ( int j = 0; j < vQ2.length(); j++ ) { |
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| 65 | // KF with R unknown |
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| 66 | mat Qj = Q; |
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| 67 | Qj ( 0, 0 ) = vQ1 ( i ); |
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| 68 | Qj ( 1, 1 ) = vQ2 ( j ); |
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| 69 | KFtr.set_parameters ( A, B, C, D, ldmat ( R ), ldmat ( Qj ) ); |
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| 70 | KFtr.set_est ( mu0, ldmat ( P0 ) ); |
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| 71 | |
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| 72 | for ( int t = 1; t < Ndat; t++ ) { |
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| 73 | KFtr.bayes ( Dt.get_col ( t ) ); |
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| 74 | LL ( i, j ) += KFtr._ll(); |
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| 75 | } |
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| 76 | } |
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| 77 | } |
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| 78 | |
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| 79 | it_file fou ( "testKF_QR_exh.it" ); |
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| 80 | |
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| 81 | fou << Name ( "LL" ) << LL; |
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| 82 | fou << Name ( "Q1" ) << vQ1; |
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| 83 | fou << Name ( "Q2" ) << vQ2; |
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| 84 | //Exit program: |
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| 85 | return 0; |
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| 86 | |
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| 87 | } |
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