empty hmatrix-base

1 files changed, 0 insertions, 51 deletions

diff --git a/examples/kalman.hs b/examples/kalman.hs
deleted file mode 100644
index 7fbe3d2..0000000
--- a/examples/kalman.hs
+++ /dev/null
@@ -1,51 +0,0 @@
-import Numeric.LinearAlgebra
-import Graphics.Plot
-
-vector l = fromList l :: Vector Double
-matrix ls = fromLists ls :: Matrix Double
-diagl = diag . vector
-
-f = matrix [[1,0,0,0],
-            [1,1,0,0],
-            [0,0,1,0],
-            [0,0,0,1]]
-
-h = matrix [[0,-1,1,0],
-            [0,-1,0,1]]
-
-q = diagl [1,1,0,0]
-
-r = diagl [2,2]
-
-s0 = State (vector [0, 0, 10, -10]) (diagl [10,0, 100, 100])
-
-data System = System {kF, kH, kQ, kR :: Matrix Double}
-data State = State {sX :: Vector Double , sP :: Matrix Double}
-type Measurement = Vector Double
-
-kalman :: System -> State -> Measurement -> State
-kalman (System f h q r) (State x p) z = State x' p' where
-    px = f <> x                            -- prediction
-    pq = f <> p <> trans f + q             -- its covariance
-    y  = z - h <> px                       -- residue
-    cy = h <> pq <> trans h + r            -- its covariance
-    k  = pq <> trans h <> inv cy           -- kalman gain
-    x' = px + k <> y                       -- new state
-    p' = (ident (dim x) - k <> h) <> pq    -- its covariance
-
-sys = System f h q r
-
-zs = [vector [15-k,-20-k] | k <- [0..]]
-
-xs = s0 : zipWith (kalman sys) xs zs
-
-des = map (sqrt.takeDiag.sP) xs
-
-evolution n (xs,des) =
-    vector [1.. fromIntegral n]:(toColumns $ fromRows $ take n (zipWith (-) (map sX xs) des)) ++
-    (toColumns $ fromRows $ take n (zipWith (+) (map sX xs) des))
-
-main = do
-    print $ fromRows $ take 10 (map sX xs)
-    mapM_ (print . sP) $ take 10 xs
-    mplot (evolution 20 (xs,des))