卡尔曼滤波算法(C--C++两种实现代码).doc

卡尔曼滤波算法实现代码C+实现代码如下：=kalman.h=/kalman.h:interfaceforthekalmanclass./#if!defined(AFX_KALMAN_H_ED3D740F_01D2_4616_8B74_8BF57636F2C0_INCLUDED_)#defineAFX_KALMAN_H_ED3D740F_01D2_4616_8B74_8BF57636F2C0_INCLUDED_#if_MSC_VER1000#pragmaonce#endif/_MSC_VER1000#include#includecv.hclasskalmanpublic:voidinit_kalman(intx,intxv,inty,intyv);CvKalman*cvkalman;CvMat*state;CvMat*process_noise;CvMat*measurement;constCvMat*prediction;CvPoint2D32fget_predict(floatx,floaty);kalman(intx=0,intxv=0,inty=0,intyv=0);/virtualkalman();#endif/!defined(AFX_KALMAN_H_ED3D740F_01D2_4616_8B74_8BF57636F2C0_INCLUDED_)=kalman.cpp=#includekalman.h#include/*testerdeprintertouteslesvaleursdesvecteurs*/*testerdechangerlesmatricesdunoises*/*replacestatebycvkalman-state_post?*/CvRandStaterng;constdoubleT=0.1;kalman:kalman(intx,intxv,inty,intyv)cvkalman=cvCreateKalman(4,4,0);state=cvCreateMat(4,1,CV_32FC1);process_noise=cvCreateMat(4,1,CV_32FC1);measurement=cvCreateMat(4,1,CV_32FC1);intcode=-1;/*creatematrixdata*/constfloatA=1,T,0,0,0,1,0,0,0,0,1,T,0,0,0,1;constfloatH=1,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0;constfloatP=pow(320,2),pow(320,2)/T,0,0,pow(320,2)/T,pow(320,2)/pow(T,2),0,0,0,0,pow(240,2),pow(240,2)/T,0,0,pow(240,2)/T,pow(240,2)/pow(T,2);constfloatQ=pow(T,3)/3,pow(T,2)/2,0,0,pow(T,2)/2,T,0,0,0,0,pow(T,3)/3,pow(T,2)/2,0,0,pow(T,2)/2,T;constfloatR=1,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0;cvRandInit(&rng,0,1,-1,CV_RAND_UNI);cvZero(measurement);cvRandSetRange(&rng,0,0.1,0);rng.disttype=CV_RAND_NORMAL;cvRand(&rng,state);memcpy(cvkalman-transition_matrix-data.fl,A,sizeof(A);memcpy(cvkalman-measurement_matrix-data.fl,H,sizeof(H);memcpy(cvkalman-process_noise_cov-data.fl,Q,sizeof(Q);memcpy(cvkalman-error_cov_post-data.fl,P,sizeof(P);memcpy(cvkalman-measurement_noise_cov-data.fl,R,sizeof(R);/cvSetIdentity(cvkalman-process_noise_cov,cvRealScalar(1e-5);/cvSetIdentity(cvkalman-error_cov_post,cvRealScalar(1);/cvSetIdentity(cvkalman-measurement_noise_cov,cvRealScalar(1e-1);/*chooseinitialstate*/state-data.fl0=x;state-data.fl1=xv;state-data.fl2=y;state-data.fl3=yv;cvkalman-state_post-data.fl0=x;cvkalman-state_post-data.fl1=xv;cvkalman-state_post-data.fl2=y;cvkalman-state_post-data.fl3=yv;cvRandSetRange(&rng,0,sqrt(cvkalman-process_noise_cov-data.fl0),0);cvRand(&rng,process_noise);CvPoint2D32fkalman:get_predict(floatx,floaty)/*updatestatewithcurrentposition*/state-data.fl0=x;state-data.fl2=y;/*predictpointposition*/*xk=A鈥k+B鈥kPk=A鈥k-1*AT+Q*/cvRandSetRange(&rng,0,sqrt(cvkalman-measurement_noise_cov-data.fl0),0);cvRand(&rng,measurement);/*xk=A?xk-1+B?uk+wk*/cvMatMulAdd(cvkalman-transition_matrix,state,process_noise,cvkalman-state_post);/*zk=H?xk+vk*/cvMatMulAdd(cvkalman-measurement_matrix,cvkalman-state_post,measurement,measurement);cvKalmanCorrect(cvkalman,measurement);floatmeasured_value_x=measurement-data.fl0;floatmeasured_value_y=measurement-data.fl2;constCvMat*prediction=cvKalmanPredict(cvkalman,0);floatpredict_value_x=prediction-data.fl0;floatpredict_value_y=prediction-data.fl2;return(cvPoint2D32f(predict_value_x,predict_value_y);voidkalman:init_kalman(intx,intxv,inty,intyv)state-data.fl0=x;state-data.fl1=xv;state-data.fl2=y;state-data.fl3=yv;cvkalman-state_post-data.fl0=x;cvkalman-state_post-data.fl1=xv;cvkalman-state_post-data.fl2=y;cvkalman-state_post-data.fl3=yv;c语言实现代码如下：#includestdlib.h#includerinv.cintlman(n,m,k,f,q,r,h,y,x,p,g)intn,m,k;doublef,q,r,h,y,x,p,g;inti,j,kk,ii,l,jj,js;double*e,*a,*b;e=malloc(m*m*sizeof(double);l=m;if(ln)l=n;a=malloc(l*l*sizeof(double);b=malloc(l*l*sizeof(double);for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)ii=i*l+j;aii=0.0;for(kk=0;kk=n-1;kk+)aii=aii+pi*n+kk*fj*n+kk;for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)ii=i*n+j;pii=qii;for(kk=0;kk=n-1;kk+)pii=pii+fi*n+kk*akk*l+j;for(ii=2;ii=k;ii+)for(i=0;i=n-1;i+)for(j=0;j=m-1;j+)jj=i*l+j;ajj=0.0;for(kk=0;kk=n-1;kk+)ajj=ajj+pi*n+kk*hj*n+kk;for(i=0;i=m-1;i+)for(j=0;j=m-1;j+)jj=i*m+j;ejj=rjj;for(kk=0;kk=n-1;kk+)ejj=ejj+hi*n+kk*akk*l+j;js=rinv(e,m);if(js=0)free(e);free(a);free(b);return(js);for(i=0;i=n-1;i+)for(j=0;j=m-1;j+)jj=i*m+j;gjj=0.0;for(kk=0;kk=m-1;kk+)gjj=gjj+ai*l+kk*ej*m+kk;for(i=0;i=n-1;i+)jj=(ii-1)*n+i;xjj=0.0;for(j=0;j=n-1;j+)xjj=xjj+fi*n+j*x(ii-2)*n+j;for(i=0;i=m-1;i+)jj=i*l;bjj=y(ii-1)*m+i;for(j=0;j=n-1;j+)bjj=bjj-hi*n+j*x(ii-1)*n+j;for(i=0;i=n-1;i+)jj=(ii-1)*n+i;for(j=0;j=m-1;j+)xjj=xjj+gi*m+j*bj*l;if(iik)for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)jj=i*l+j;ajj=0.0;for(kk=0;kk=m-1;kk+)ajj=ajj-gi*m+kk*hkk*n+j;if(i=j)ajj=1.0+ajj;for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)jj=i*l+j;bjj=0.0;for(kk=0;kk=n-1;kk+)bjj=bjj+ai*l+kk*pkk*n+j;for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)jj=i*l+j;ajj=0.0;for(kk=0;kk=n-1;kk+)ajj=ajj+bi*l+kk*fj*n+kk;for(i=0;i=n-1;i+)for(j=0;j=n-1;j+)jj=i*n+j;pjj=qjj;for(kk=0;kk=n-1;kk+)pjj=pjj+fi*n+kk*aj*l+kk;free(e);free(a);free(b);return(js);