Changeset 1158 for library/tests/stresssuite/kalman_stress.cpp
- Timestamp:
- 08/17/10 22:06:50 (14 years ago)
- Files:
-
- 1 modified
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library/tests/stresssuite/kalman_stress.cpp
r1064 r1158 51 51 RV ry ( "{y }", vec_1 ( C.rows() ) ); 52 52 53 // // LDMAT 54 // Kalman<ldmat> KF(rx,ry,ru); 55 // KF.set_parameters(A,B,C,D,ldmat(R),ldmat(Q)); 56 // KF.set_est(mu0,ldmat(P0) ); 57 // epdf& KFep = KF.posterior(); 58 // mat Xt(2,Ndat); 59 // Xt.set_col( 0,KFep.mean() ); 53 // LDMAT 54 EKF_UD KFu; 55 KFu.set_rv(rx); 56 KFu.set_yrv(ry); 57 KFu.set_rvc(ru); 58 shared_ptr<bilinfn> f=new bilinfn; f->set_parameters(A,B); 59 shared_ptr<bilinfn> h=new bilinfn; h->set_parameters(C,D); 60 KFu.set_parameters(f,h,Q,diag(R)); 61 KFu.prior()._mu()=mu0; 62 KFu.prior()._R()=ldmat(P0); 63 const epdf& KFuep = KFu.posterior(); 64 mat Xtu(dimx,Ndat); 65 Xtu.set_col( 0,KFuep.mean() ); 60 66 61 67 //Chol … … 99 105 for ( int t = 1; t < Ndat; t++ ) { 100 106 dt = Dt.get_col ( t ); 101 KF .bayes ( dt.get ( 0, C.rows() - 1 ), dt.get ( C.rows(), dt.length() - 1 ) );102 Xt .set_col ( t, KFep.mean() );107 KFu.bayes ( dt.get ( 0, C.rows() - 1 ), dt.get ( C.rows(), dt.length() - 1 ) ); 108 Xtu.set_col ( t, KFuep.mean() ); 103 109 } 104 110 exec_times ( 0 ) = tt.toc(); … … 122 128 123 129 it_file fou ( "kalman_stress_res.it" ); 124 fou << Name ( "xth " ) << Xt;130 fou << Name ( "xthu" ) << Xtu; 125 131 fou << Name ( "xth2" ) << Xt2; 126 132 fou << Name ( "xthE" ) << XtE;