帮我写一段c语言代码,用于卡尔曼滤波
时间: 2023-06-03 12:06:39 浏览: 41
Sure, here is a a sample C code for implementing Kalman filter:
```
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#define N 2
void kalman_filter(float z[N], float x[N], float P[N][N], float Q[N][N], float R[N][N], float A[N][N], float H[N][N])
{
float K[N][N];
float S[N][N];
float y[N][N];
float I[N][N] = {1, 0, 0, 1};
float xp[N][N], Pp[N][N];
// prediction step
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
xp[i][j] = 0;
for(int k = 0; k < N; k++) {
xp[i][j] += A[i][k] * x[k][j];
}
}
}
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
Pp[i][j] = 0;
for(int k = 0; k < N; k++) {
Pp[i][j] += A[i][k] * P[k][j] * A[k][j];
}
Pp[i][j] += Q[i][j];
}
}
// update step
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
S[i][j] = 0;
for(int k = 0; k < N; k++) {
S[i][j] += H[i][k] * Pp[k][j] * H[k][j];
}
S[i][j] += R[i][j];
}
}
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
K[i][j] = 0;
for(int k = 0; k < N; k++) {
K[i][j] = H[i][k] * Pp[k][j] / S[k][j];
}
}
}
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
y[i][j] = z[i][j] - H[i][j] * xp[j];
}
}
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
x[i][j] = xp[i][j] + K[i][j] * y[j];
}
}
for(int i = 0; i < N; i++) {
for(int j = 0; j < N; j++) {
P[i][j] = (I[i][j] - K[i][j] * H[i][j]) * Pp[j][j];
}
}
}
int main()
{
float z[N] = {10.0, 20.0};
float x0[N] = {8.0, 16.0};
float x[N][N] = {{8.0, 0.0}, {0.0, 16.0}};
float P[N][N] = {{10.0, 0.0}, {0.0, 20.0}};
float Q[N][N] = {{1.0, 0.0}, {0.0, 1.0}};
float R[N][N] = {{2.0, 0.0}, {0.0, 2.0}};
float A[N][N] = {{1.0, 0.0}, {0.0, 1.0}};
float H[N][N] = {{1.0, 0.0}, {0.0, 1.0}};
for(int i = 0; i < 100; i++) {
kalman_filter(z, x, P, Q, R, A, H);
printf("x = (%f, %f)\n", x[0][0], x[1][1]);
printf("P = (%f, %f)\n", P[0][0], P[1][1]);
}
return 0;
}
```
Note: This is just a sample code and may not be suitable for your specific application. Please adjust it accordingly.