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Revision 477, 0.7 kB
(checked in by mido, 16 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 | #include "estim/kalman.h" |
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| 2 | using namespace bdm; |
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| 3 | |
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| 4 | // estimation of AR(0) model |
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| 5 | int main() { |
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| 6 | //dimensions |
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| 7 | int dx = 3, dy = 3, du = 1; |
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| 8 | // matrices |
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| 9 | mat A = eye ( dx ); |
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| 10 | mat B = zeros ( dx, du ); |
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| 11 | mat C = eye ( dx ); |
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| 12 | mat D = zeros ( dy, du ); |
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| 13 | mat Q = eye ( dx ); |
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| 14 | mat R = 0.1 * eye ( dy ); |
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| 15 | //prior |
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| 16 | mat P0 = 100 * eye ( dx ); |
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| 17 | vec mu0 = zeros ( dx ); |
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| 18 | // Estimator |
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| 19 | KalmanCh KF; |
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| 20 | KF.set_parameters ( A, B, C, D,/*covariances*/ Q, R ); |
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| 21 | KF.set_statistics ( mu0, P0 ); |
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| 22 | // Estimation loop |
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| 23 | for ( int i = 0; i < 100; i++ ) { |
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| 24 | KF.bayes ( randn ( dx + du ) ); |
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| 25 | } |
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| 26 | //print results |
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| 27 | cout << "Posterior estimate of x is: " << endl; |
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| 28 | cout << "mean: " << KF.posterior().mean() << endl; |
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| 29 | cout << "variance: " << KF.posterior().variance() << endl; |
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| 30 | } |
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