/* 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 "stdio.h" #include "string.h" #include "wiener.h" #include "kalm.h" #include "matrixTranspose.h" #include "matrixMultiplication.h" #include "matrixInversion.h" #include "addition.h" #include "subtraction.h" #include "eye.h" void dwienera(double* y, int y_row, int y_col, double* x0, int x0_row, int x0_col, double* p0, int p0_row, int p0_col, double* f, int f_row, int f_col, double* g, int g_row, int g_col, double* h, int h_row, int h_col, double* q, int q_row, int q_col, double* r, int r_row, int r_col, double* xs, double* ps, double* xf, double* pf) { /* dtransposea(h, h_row, h_col, h_trans);*/ /* dmulma(p0, p0_row, p0_col, h_trans, h_col, h_row, temp1); //temp1= p0*h'*/ /* dmulma(h, h_row, h_col, p0, p0_row, p0_col, temp2); //temp2= h*p0*/ /* dmulma(temp2, h_row, p0_col, h_trans, h_col, h_row, temp3); //temp3= h*p0*h'*/ /* dadda(temp3, h_row*h_row, r, r_row*r_col, temp4); //temp4= h*p0*h'+r*/ int n= x0_row, x0j= x0_col, m= y_row, tf= y_col, to=1, k; double ind_nk[n]; double ind_mk[m]; double xf1[x0_row*x0_col]; double pf1[p0_row*p0_col]; double yk[y_row*1]; double fk[f_row*n]; double gk[g_row*n]; double hk[h_row*n]; double qk[q_row*n]; double rk[r_row*m]; double x1[f_row*x0_col]; double p1[f_row*f_row]; double x[x0_row*x0_col]; double p[p0_row*p0_col]; for(int i=0; i< x0_row*x0_col; i++) xf1[i]= x0[i]; for(int i=0; i< p0_row*p0_col; i++) pf1[i]= p0[i]; for(k=t0; k<=tf; k++) { int j=0; for(int i=1+(k-1)*n; i<= k*n; i++) { ind_nk[j]= i; j++; } int j=0; for(int i=1+(k-1)*m; i<= k*m; i++) { ind_mk[j]= i; j++; } for(int i=0; i< y_row; y++) { int j=k-1; yk[i]= y[i+j*y_row]; } int l=0; for(int i=0; i