Changeset 583 for library/tests/test_kalman.cpp

Timestamp:

08/27/09 15:39:31 (15 years ago)

Author:

smidl

Message:

redesign of Kalman to use BM, new object StateSpace? created

Files:

• library/tests/test_kalman.cpp (modified) (5 diffs)

library/tests/test_kalman.cpp

@@ -61 +61 @@
         KalmanCh KF;
         KF.set_parameters ( A, B, C, D, chmat ( R ), chmat ( Q ) );
-        KF.set_est ( mu0, chmat ( P0 ) ); //prediction!
+        KF.set_statistics ( mu0, chmat ( P0 ) ); //prediction!
         const epdf& KFep = KF.posterior();
         mat Xt ( dimx, Ndat );
         Xt.set_col ( 0, KFep.mean() );
 
-        //
-        // FSQMAT
-        Kalman<ldmat> KFf;
-        KFf.set_parameters ( A, B, C, D, ldmat ( R ), ldmat ( Q ) );
-        KFf.set_est ( mu0, ldmat ( P0 ) );
-        const   epdf& KFfep = KFf.posterior();
-        mat Xtf ( dimx, Ndat );
-        Xtf.set_col ( 0, KFfep.mean() );
-
         // FULL
-        KalmanFull KF2 ( A, B, C, D, R, Q, P0, mu0 );
+        KalmanFull KF2;
+        KF2.set_parameters( A, B, C, D, R, Q);
+        KF2.set_statistics(  mu0, P0 );
         mat Xt2 ( dimx, Ndat );
         Xt2.set_col ( 0, mu0 );
@@ -86 +79 @@
         EKFCh KFE;
         KFE.set_parameters ( fxu, hxu, Q, R );
-        KFE.set_est ( mu0, chmat ( P0 ) );
+        KFE.set_statistics ( mu0, chmat ( P0 ) );
         const epdf& KFEep = KFE.posterior();
         mat XtE ( dimx, Ndat );
@@ -93 +86 @@
         //test performance of each filter
         Real_Timer tt;
-        vec exec_times ( 4 ); // KF, KFf KF2, KFE
+        vec exec_times ( 3 ); // KF, KF2, KFE
 
         tt.tic();
@@ -104 +97 @@
         tt.tic();
         for ( int t = 1; t < Ndat; t++ ) {
-                KFf.bayes ( Dt.get_col ( t ) );
-                Xtf.set_col ( t, KFfep.mean() );
+                KF2.bayes ( Dt.get_col ( t ) );
+                Xt2.set_col ( t, KF2.posterior().mean() );
         }
         exec_times ( 1 ) = tt.toc();
-
-        tt.tic();
-        for ( int t = 1; t < Ndat; t++ ) {
-                KF2.bayes ( Dt.get_col ( t ) );
-                Xt2.set_col ( t, KF2.mu );
-        }
-        exec_times ( 2 ) = tt.toc();
 
         tt.tic();
@@ -121 +107 @@
                 XtE.set_col ( t, KFEep.mean() );
         }
-        exec_times ( 3 ) = tt.toc();
+        exec_times ( 2 ) = tt.toc();
 
 
         it_file fou ( "testKF_res.it" );
         fou << Name ( "xth" ) << Xt;
-        fou << Name ( "xthf" ) << Xtf;
         fou << Name ( "xth2" ) << Xt2;
         fou << Name ( "xthE" ) << XtE;