Changeset 477 for library/tests/test_kalman_QRexh.cpp
- Timestamp:
- 08/05/09 14:40:03 (15 years ago)
- Files:
-
- 1 modified
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library/tests/test_kalman_QRexh.cpp
r386 r477 11 11 int main() { 12 12 // Klaman filter 13 mat A, B, C,D,R,Q,P0;13 mat A, B, C, D, R, Q, P0; 14 14 vec mu0; 15 15 mat Mu0;// read from matlab … … 17 17 it_file fin ( "testKF.it" ); 18 18 19 mat Dt, XQRt, eR,eQ;19 mat Dt, XQRt, eR, eQ; 20 20 int Ndat; 21 21 22 bool xxx = fin.seek ( "d" );22 bool xxx = fin.seek ( "d" ); 23 23 24 if ( !xxx ) { it_error ( "testKF.it not found" );} 24 if ( !xxx ) { 25 it_error ( "testKF.it not found" ); 26 } 25 27 26 fin >> Dt;28 fin >> Dt; 27 29 28 30 fin.seek ( "A" ); … … 36 38 fin.seek ( "R" ); 37 39 fin >> R; 38 fin.seek ( "Q" ); fin >> Q; 39 fin.seek ( "P0" ); fin >> P0; 40 fin.seek ( "mu0" ); fin >> Mu0; 41 mu0=Mu0.get_col ( 0 ); 40 fin.seek ( "Q" ); 41 fin >> Q; 42 fin.seek ( "P0" ); 43 fin >> P0; 44 fin.seek ( "mu0" ); 45 fin >> Mu0; 46 mu0 = Mu0.get_col ( 0 ); 42 47 43 48 vec vQ1 = "0.01:0.04:1"; … … 48 53 Ndat = Dt.cols(); 49 54 50 RV rx ( "{x}", "2" );51 RV ru ( "{u}", "1" );52 RV ry ( "{y}", "2" );55 RV rx ( "{x}", "2" ); 56 RV ru ( "{u}", "1" ); 57 RV ry ( "{y}", "2" ); 53 58 // 54 59 // 55 60 Kalman<ldmat> KFtr; 56 61 57 for ( int i = 0; i<vQ1.length();i++ ) {62 for ( int i = 0; i < vQ1.length(); i++ ) { 58 63 59 for ( int j = 0; j <vQ2.length();j++ ) {64 for ( int j = 0; j < vQ2.length(); j++ ) { 60 65 // KF with R unknown 61 66 mat Qj = Q; 62 Qj ( 0, 0 ) = vQ1 ( i );63 Qj ( 1, 1 ) = vQ2 ( j );64 KFtr.set_parameters ( A, B,C,D,ldmat ( R ),ldmat ( Qj ) );65 KFtr.set_est ( mu0, ldmat ( P0 ) );67 Qj ( 0, 0 ) = vQ1 ( i ); 68 Qj ( 1, 1 ) = vQ2 ( j ); 69 KFtr.set_parameters ( A, B, C, D, ldmat ( R ), ldmat ( Qj ) ); 70 KFtr.set_est ( mu0, ldmat ( P0 ) ); 66 71 67 for ( int t =1;t<Ndat;t++ ) {72 for ( int t = 1; t < Ndat; t++ ) { 68 73 KFtr.bayes ( Dt.get_col ( t ) ); 69 LL ( i, j ) += KFtr._ll();74 LL ( i, j ) += KFtr._ll(); 70 75 } 71 76 }