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36 lines
767 B
C++
36 lines
767 B
C++
#include <assert.h>
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#include <stdio.h>
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#include <matrix/filter.hpp>
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using namespace matrix;
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int main()
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{
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const size_t n_x = 6;
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const size_t n_y = 5;
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SquareMatrix<float, n_x> P = eye<float, n_x>();
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SquareMatrix<float, n_y> R = eye<float, n_y>();
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Matrix<float, n_y, n_x> C;
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C.setIdentity();
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float data[] = {1,2,3,4,5};
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Vector<float, n_y> r(data);
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Vector<float, n_x> dx;
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SquareMatrix<float, n_x> dP;
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float beta = 0;
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kalman_correct<float, 6, 5>(P, C, R, r, dx, dP, beta);
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dx.T().print();
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printf("beta: %g\n", beta);
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float data_check[] = {0.5,1,1.5,2,2.5,0};
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Vector<float, n_x> dx_check(data_check);
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assert(dx == dx_check);
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return 0;
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}
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/* vim: set et fenc=utf-8 ff=unix sts=0 sw=4 ts=4 : */
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