Kalman.cpp

#include <stdio.h>
#include <stdlib.h>
#include <math.h>

double frand()
{
  return 2 * ( ( rand() / ( double ) RAND_MAX ) - 0.5 ); //随机噪声
}

int main ( int argc, char* argv[] )
{
  ( void ) argc;
  ( void ) argv;

  float x_last = 0;
  float p_last = 0.02;
  float Q = 0.018;
  float R = 0.542;
  float kg;
  float x_mid;
  float x_now;
  float p_mid;
  float p_now;
  float z_real = 0.56;
  float z_measure;
  float summerror_kalman = 0;
  float summerror_measure = 0;
  int i;
  x_last = z_real + frand() * 0.03;
  x_mid = x_last;

  for ( i = 0; i < 2000; i++ )
  {
    x_mid = x_last;
    p_mid = p_last + Q;
    kg = p_mid / ( p_mid + R );
    z_measure = z_real + frand() * 0.03; //测量值
    x_now = x_mid + kg * ( z_measure - x_mid ); //估计出的最有值
    p_now = ( 1 - kg ) * p_mid; //最优值对应的协方差

    printf ( "Real position:%6.3f\n", z_real );
    printf ( "Measure position:%6.3f [diff:%.3f]\n", z_measure, fabs ( z_real - z_measure ) );
    printf ( "Kalman position: %6.3f [diff:%.3f]\n", x_now, fabs ( z_real - x_now ) );
    printf ( "\n\n" );
    summerror_kalman += fabs ( z_real - x_now );
    summerror_measure += fabs ( z_real - z_measure );
    p_last = p_now;
    x_last = x_now;
  }

  printf ( "total error     :%f\n", summerror_measure );
  printf ( "total kalman error :%f\n", summerror_kalman );
  printf ( "pesent kalman error:%d%%\n", 100 - ( int ) ( ( summerror_kalman / summerror_measure ) * 100 ) );

  getchar();
}