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Changeset 22 for tests

Timestamp:

02/18/08 17:50:37 (17 years ago)

Author:

smidl

Message:

upravy Kalmana

Location:

tests

Files:

r20	r22
22	22	add_executable (testKF testKF.cpp)
23	23	add_executable (testPF testPF.cpp)
	24	add_executable (testSmp testSmp.cpp)
24	25
25	26	# Link the executable to the Hello library.
…	…
27	28	target_link_libraries (testKF ${BdmLibs})
28	29	target_link_libraries (testPF ${BdmLibs})
	30	target_link_libraries (testSmp ${BdmLibs})

r19	r22
1	1	#include <itpp/itbase.h>
2		#include ~~"../bdm/estim/libKF.h"~~
	2	#include <estim/libKF.h>
3	3
4	4	using namespace itpp;
…	…
18	18	it_file fin( "testKF.it" );
19	19
20		mat Dt, Xt,Xt2;
	20	mat Dt, Xt,Xt2,XtE;
21	21	int Ndat;
22	22
…	…
41	41	Xt=zeros( 2,Ndat );
42	42	Xt2=zeros( 2,Ndat );
	43	XtE=zeros( 2,Ndat );
43	44
44		Kalman<~~ldmat> KF( A,B,C,D,ldmat(diag(R)),ldmat(diag(Q)),ldmat(diag(P0)~~),mu0 );
	45	Kalman<fsqmat> KF( A,B,C,D,fsqmat(R),fsqmat(Q),fsqmat(P0),mu0 );
45	46	// cout << KF;
46	47	KalmanFull KF2( A,B,C,D,R,Q,P0,mu0 );
	48	RV rx("1","{x}","2","0","0");
	49	RV ru("2","{u}","1","0","0");
	50	RV ry("3","{y}","1","0","0");
	51	bilinfn fxu(rx,ru,A,B);
	52	bilinfn hxu(rx,ru,C,D);
	53	EKF<fsqmat> KFE(&fxu,&hxu,Q,R,mu0,P0);
47	54
48	55	Xt.set_col( 0,KF.mu );
49	56	Xt2.set_col( 0,KF.mu );
	57	XtE.set_col( 0,KF.mu );
50	58	for ( int t=1;t<Ndat;t++ ) {
51	59	KF.bayes( Dt.get_col( t ));
52	60	KF2.bayes( Dt.get_col( t ));
	61	KFE.bayes( Dt.get_col( t ));
53	62	Xt.set_col(t,KF.mu);
54	63	Xt2.set_col(t,KF2.mu);
	64	XtE.set_col(t,KFE.mu);
55	65	// Kmu = KF.mu;
56	66	// cout << "t:" <<t<< " " << dt<<" "<<Kmu <<endl;
…	…
60	70	fou << Name("xth") << Xt;
61	71	fou << Name("xth2") << Xt2;
	72	fou << Name("xthE") << XtE;
62	73	//Exit program:
63	74	return 0;