Changeset 229 for pmsm

Timestamp:

01/15/09 10:53:54 (16 years ago)

Author:

smidl

Message:

epdf has a new function: variance()

Files:

• pmsm/mpf_test.cpp (modified) (7 diffs)

pmsm/mpf_test.cpp

@@ -15 +15 @@
 #include <estim/libKF.h>
 #include <estim/libPF.h>
+#include <estim/ekf_templ.h>
 #include <stat/libFN.h>
 
@@ -22 +23 @@
 
 using namespace itpp;
-//!Extended Kalman filter with unknown \c Q
-class EKF_unQ : public EKFCh , public BMcond {
-public:
-        //! Default constructor
-        EKF_unQ ( RV rx, RV ry,RV ru,RV rQ ) :EKFCh ( rx,ry,ru ),BMcond ( rQ ) {};
-        void condition ( const vec &Q0 ) {
-                Q.setD ( Q0,0 );
-                //from EKF
-                preA.set_submatrix ( dimy+dimx,dimy,Q._Ch() );
-        };
-};
-
 
 int main() {
@@ -59 +48 @@
 
         RV rQ ( "{Q }","4" );
-        EKF_unQ KFEp ( rx,ry,ru,rQ );
+        EKFCh_unQ KFEp ( rx,ry,ru,rQ );
         KFEp.set_parameters ( &fxu,&hxu,Q,R );
         KFEp.set_est ( mu0, chmat ( zeros ( 4 ) ) );
@@ -65 +54 @@
         //mgamma_fix evolQ ( rQ,rQ );
         migamma_fix evolQ ( rQ,rQ );
-        MPF<EKF_unQ> M ( rx,rQ,evolQ,evolQ,Npart,KFEp );
+        MPF<EKFCh_unQ> M ( rx,rQ,evolQ,evolQ,Npart,KFEp );
         // initialize
         evolQ.set_parameters ( 0.1, Qdiag, 1.0); //sigma = 1/10 mu
@@ -85 +74 @@
         mat Dt=zeros ( Ndat,2+2 ); //observation
         mat XtE=zeros ( Ndat, 4 );
+        mat VarE=zeros ( Ndat, 4 );
         mat Qtr=zeros ( Ndat, 4 );
         mat XtM=zeros ( Ndat,4+4 ); //Q + x
+        mat VarM=zeros ( Ndat,4+4 ); //Q + x
 
         // SET SIMULATOR
@@ -129 +120 @@
                 Qtr.set_row ( tK, Qdiag);
                 XtE.set_row ( tK,KFEep.mean() );
+                VarE.set_row ( tK,KFEep.variance() );
                 XtM.set_row ( tK,Mep.mean() );
+                VarM.set_row ( tK,Mep.variance() );
         }
 
@@ -139 +132 @@
         fou << Name ( "xthE" ) << XtE;
         fou << Name ( "xthM" ) << XtM;
+        fou << Name ( "VarE" ) << VarE;
+        fou << Name ( "VarM" ) << VarM;
         //Exit program: