📄 akalman.cpp
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#include "CvTest.h"
/* Testing parameters */
static char TestName[] = "State estimation of linear system by means of Kalman Filtering";
static char TestClass[] = "Algorithm";
static int Dim;
static int Steps;
static int read_param = 0;
static int data_types = 0;
static double EPSILON = 1.000;
static int fcaKalman( void )
{
AtsRandState noisegen;
AtsRandState dynam;
double Error = 0;
CvKalman* Kalm;
/* Initialization global parameters */
if( !read_param )
{
read_param = 1;
/* Reading test-parameters */
trsiRead( &Dim,"7","Dimension of dynamical system");
trsiRead( &Steps,"100","Length of trajectory to track");
}
CvMat Sample = cvMat(Dim,1,CV_MAT32F,NULL);
CvMat Temp = cvMat(Dim,1,CV_MAT32F,NULL);
cvmAlloc(&Sample);
cvmAlloc(&Temp);
Kalm = cvCreateKalman(Dim, Dim);
CvMat Dyn = cvMat(Dim,Dim,CV_MAT32F,Kalm->DynamMatr);
CvMat Mes = cvMat(Dim,Dim,CV_MAT32F,Kalm->MeasurementMatr);
CvMat PNC = cvMat(Dim,Dim,CV_MAT32F,Kalm->PNCovariance);
CvMat MNC = cvMat(Dim,Dim,CV_MAT32F,Kalm->MNCovariance);
CvMat PriErr = cvMat(Dim,Dim,CV_MAT32F,Kalm->PriorErrorCovariance);
CvMat PostErr = cvMat(Dim,Dim,CV_MAT32F,Kalm->PosterErrorCovariance);
CvMat PriState = cvMat(Dim,1,CV_MAT32F,Kalm->PriorState);
CvMat PostState = cvMat(Dim,1,CV_MAT32F,Kalm->PosterState);
cvmSetIdentity(&PNC);
cvmSetIdentity(&PriErr);
cvmSetIdentity(&PostErr);
cvmSetZero(&MNC);
cvmSetZero(&PriState);
cvmSetZero(&PostState);
cvmSetIdentity(&Mes);
cvmSetIdentity(&Dyn);
atsRandInit(&dynam,-1.0, 1.0, 1);
atsRandInit(&noisegen,-0.1, 0.1, 2);
//atsbRand32f(&dynam,Dyn.data.fl,Dim*Dim);
atsbRand32f(&dynam,Sample.data.fl,Dim);
cvKalmanUpdateByMeasurement(Kalm, &Sample);
for(int i = 0; i<Steps; i++)
{
cvKalmanUpdateByTime(Kalm);
for(int j = 0; j<Dim; j++)
{
float t = 0;
for(int k=0; k<Dim; k++)
{
t += Dyn.data.fl[j*Dim+k]*Sample.data.fl[k];
}
Temp.data.fl[j]= t+atsRand32f(&noisegen);
}
for(j = 0; j<Dim; j++)
{
Sample.data.fl[j] = Temp.data.fl[j];
}
cvKalmanUpdateByMeasurement(Kalm,&Temp);
}
Error = atsCompSinglePrec(Sample.data.fl,Kalm->PriorState,Dim,EPSILON);
cvmFree(&Sample);
cvmFree(&Temp);
cvReleaseKalman(&Kalm);
if(Error>=EPSILON)return TRS_FAIL;
return TRS_OK;
} /* fcaSobel8uC1R */
void InitAKalman(void)
{
trsReg( "Kalman Filtering", TestName, TestClass, fcaKalman);
} /* InitASobel */
/* End of file. */
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