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authorAbhinav Dronamraju2017-09-11 17:00:59 +0530
committerAbhinav Dronamraju2017-09-11 17:00:59 +0530
commitd229093eac4cd1963e336959fe663f7332efafea (patch)
treebe49670052e565231fbb0f95f03929d784114d1d /src/c/signalProcessing/kalm/zkalma.c
parentfe525aa0b13baa3113ec22fe4f2d373db6e093d8 (diff)
parent3aa26bd48e9d42e4f97fcafee4c761f36ea766bc (diff)
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mvcorrel and strange functions added
Diffstat (limited to 'src/c/signalProcessing/kalm/zkalma.c')
-rw-r--r--src/c/signalProcessing/kalm/zkalma.c119
1 files changed, 0 insertions, 119 deletions
diff --git a/src/c/signalProcessing/kalm/zkalma.c b/src/c/signalProcessing/kalm/zkalma.c
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-/* Copyright (C) 2017 - IIT Bombay - FOSSEE
-
- This file must be used under the terms of the CeCILL.
- This source file is licensed as described in the file COPYING, which
- you should have received as part of this distribution. The terms
- are also available at
- http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
- Author: Abhinav Dronamraju
- Organization: FOSSEE, IIT Bombay
- Email: toolbox@scilab.in
- */
-
-/*Function to find kalm */
-
-#include "lapack.h"
-#include "stdlib.h"
-#include "doubleComplex.h"
-#include "stdio.h"
-#include "string.h"
-#include "kalm.h"
-#include "matrixTranspose.h"
-#include "matrixMultiplication.h"
-#include "matrixInversion.h"
-#include "addition.h"
-#include "subtraction.h"
-#include "eye.h"
-
-void zkalma(doubleComplex* y, int y_row, int y_col, doubleComplex* x0, int x0_row, int x0_col,doubleComplex* p0, int p0_row, int p0_col, doubleComplex* f, int f_row, int f_col, doubleComplex* g, int g_row, int g_col, doubleComplex* h, int h_row, int h_col, doubleComplex* q, int q_row, int q_col, doubleComplex* r, int r_row, int r_col, doubleComplex* x1, doubleComplex* p1, doubleComplex* x, doubleComplex* p)
-
-{
- doubleComplex k[p0_row*h_row];
- doubleComplex h_trans[h_col*h_row];
- doubleComplex temp1[p0_row*h_row];
- doubleComplex temp2[h_row*p0_col];
- doubleComplex temp3[h_row*h_row];
- doubleComplex temp4[h_row*h_row];
- doubleComplex temp5[h_row*h_row];
- doubleComplex temp6[p0_row*p0_col];
- doubleComplex temp7[p0_row*h_col];
- doubleComplex temp8[p0_row*p0_col];
- doubleComplex f_trans[f_col*f_row];
- doubleComplex g_trans[g_col*g_row];
- doubleComplex temp9 [f_row*p0_col];
- doubleComplex temp10[f_row*f_row];
- doubleComplex temp11 [g_row*q_col];
- doubleComplex temp12[g_row*g_row];
- doubleComplex temp13[h_row*x0_col];
- doubleComplex temp14[h_row*x0_col];
- doubleComplex temp15[p0_row*x0_col];
-
-
-
- ztransposea(h, h_row, h_col, h_trans);
- zmulma(p0, p0_row, p0_col, h_trans, h_col, h_row, temp1); //temp1= p0*h'
- zmulma(h, h_row, h_col, p0, p0_row, p0_col, temp2); //temp2= h*p0
- zmulma(temp2, h_row, p0_col, h_trans, h_col, h_row, temp3); //temp3= h*p0*h'
- zadda(temp3, h_row*h_row, r, r_row*r_col, temp4); //temp4= h*p0*h'+r
-
-/*//Debug Only*/
-/* for(int i=0; i< h_row*h_row; i++)*/
-/* printf("temp4[%d] = %lf + i %lf\t",i, zreals(temp4[i]) , zimags(temp4[i]));*/
-/* printf("\n");*/
-
- zinverma(temp4, temp5, h_row); //temp5= (h*p0*h'+r)**(-1)
-
- zmulma(temp1, p0_row, h_row, temp5, h_row, h_row, k); //k=p0*h'*(h*p0*h'+r)**(-1)
-
-/*//Debug Only*/
-/* for(int i=0; i< p0_row*h_row; i++)*/
-/* printf("k[%d] = %lf \t",i, k[i]);*/
-/* printf("\n");*/
-
-
- zeyea(temp6, p0_row, p0_col); //temp6 = eye(p0)
- zmulma(k, p0_row, h_row, h, h_row, h_col, temp7); //temp7 = k*h
- zdiffa(temp6, p0_row*p0_col, temp7, p0_row*h_col, temp8); //temp8= eye(p0)- k*h
- zmulma(temp8, p0_row, p0_col, p0, p0_row, p0_col, p); //p=(eye(p0)-k*h)*p0
-
-/*//Debug Only*/
-/* for(int i=0; i< p0_row*p0_col; i++)*/
-/* printf("p[%d] = %lf \t",i, p[i]);*/
-/* printf("\n");*/
-
-
- ztransposea(g, g_row, g_col, g_trans);
- ztransposea(f, f_row, f_col, f_trans);
- zmulma(f, f_row, f_col, p, p0_row, p0_col, temp9); //temp9= f*p
- zmulma(temp9, f_row, p0_col, f_trans, f_col, f_row, temp10); //temp10= f*p*f'
- zmulma(g, g_row, g_col, q, q_row, q_col, temp11); //temp11= g*q
- zmulma(temp11, g_row, q_col, g_trans, g_col, g_row, temp12); //temp12= g*q*g'
- zadda(temp10, f_row*f_row, temp12, g_row*g_row, p1); //p1=f*p*f'+g*q*g'
-
-/* //Debug Only*/
-/* for(int i=0; i< f_row*f_row; i++)*/
-/* printf("p1[%d] = %lf \t",i, p1[i]);*/
-/* printf("\n");*/
-
-
- zmulma(h, h_row, h_col, x0, x0_row, x0_col, temp13); //temp13= h*x0
- zdiffa(y, y_row*y_col, temp13, h_row*x0_col, temp14); //temp14= y-h*x0
- zmulma(k, p0_row, h_row, temp14, h_row, x0_col, temp15); //temp15= k*(y-h*x0)
- zadda(x0, x0_row*x0_col, temp15, p0_row*x0_col, x); //x=x0+k*(y-h*x0)
-
-/* //Debug Only*/
-/* for(int i=0; i< x0_row*x0_col; i++)*/
-/* printf("x[%d] = %lf \t",i, x[i]);*/
-/* printf("\n");*/
-
-
- zmulma(f, f_row, f_col, x, x0_row, x0_col, x1) ; //x1= f*x
-
-/* //Debug Only*/
-/* for(int i=0; i< f_row*x0_col; i++)*/
-/* printf("x1[%d] = %lf \t",i, x1[i]);*/
-/* printf("\n");*/
-
-
-
-}