Revision 17, 1.1 kB
(checked in by smidl, 16 years ago)
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drobne zmeny v Makefile a pridani testKF.it
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[7] | 1 | #include <itpp/itbase.h> |
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[15] | 2 | #include "../bdm/estim/libKF.h" |
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[7] | 3 | |
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| 4 | using namespace itpp; |
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| 5 | |
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| 6 | //These lines are needed for use of cout and endl |
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| 7 | using std::cout; |
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| 8 | using std::endl; |
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| 9 | |
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| 10 | int main() { |
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| 11 | |
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[8] | 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;; |
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| 16 | // input from Matlab |
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[9] | 17 | it_file fin( "testKF.it" ); |
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[11] | 18 | |
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[8] | 19 | mat Dt, Xt,Xt2; |
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| 20 | int Ndat; |
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[7] | 21 | |
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[17] | 22 | fin.seek( "d" ); |
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| 23 | fin >> Dt; |
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[8] | 24 | fin.seek( "A" ); |
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| 25 | fin >> A; |
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| 26 | fin.seek( "B" ); |
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| 27 | fin >> B; |
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| 28 | fin.seek( "C" ); |
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| 29 | fin >> C; |
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| 30 | fin.seek( "D" ); |
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| 31 | fin >> D; |
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| 32 | fin.seek( "R" ); |
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| 33 | fin >> R; |
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| 34 | fin.seek( "Q" ); fin >> Q; |
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| 35 | fin.seek( "P0" ); fin >> P0; |
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| 36 | fin.seek( "mu0" ); fin >> Mu0; mu0=Mu0; |
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[7] | 37 | |
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[8] | 38 | Ndat = Dt.cols(); |
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| 39 | Xt=zeros( 2,Ndat ); |
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| 40 | Xt2=zeros( 2,Ndat ); |
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[7] | 41 | |
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[8] | 42 | Kalman<ldmat> KF( A,B,C,D,ldmat(R),ldmat(Q),ldmat(P0),mu0 ); |
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| 43 | // cout << KF; |
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| 44 | KalmanFull KF2( A,B,C,D,R,Q,P0,mu0 ); |
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| 45 | |
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[7] | 46 | Xt.set_col( 0,KF.mu ); |
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[8] | 47 | Xt2.set_col( 0,KF.mu ); |
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[7] | 48 | for ( int t=1;t<Ndat;t++ ) { |
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| 49 | KF.bayes( Dt.get_col( t )); |
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[8] | 50 | KF2.bayes( Dt.get_col( t )); |
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[7] | 51 | Xt.set_col(t,KF.mu); |
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[8] | 52 | Xt2.set_col(t,KF2.mu); |
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[7] | 53 | // Kmu = KF.mu; |
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| 54 | // cout << "t:" <<t<< " " << dt<<" "<<Kmu <<endl; |
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| 55 | } |
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| 56 | |
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[9] | 57 | it_file fou( "testKF_res.it" ); |
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[7] | 58 | fou << Name("xth") << Xt; |
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[8] | 59 | fou << Name("xth2") << Xt2; |
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[7] | 60 | //Exit program: |
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| 61 | return 0; |
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| 62 | |
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| 63 | } |
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