<html><body><div style="color:#000; background-color:#fff; font-family:arial, helvetica, sans-serif;font-size:12pt"><div><span>####<br>Supondo que vc esteja fazendo esta operação!<br>#(ar_Y[,,t]-ar_Z[,,t,drop=FALSE]) %*% (ar_A[,,t,drop=FALSE]-ar_D[,,t,drop=FALSE])<br><br>#Vamos fazer uma pequena simulação! Supondo que tenhamos rodado todo o seu código!<br>#Para t=1 tem-se:<br>a1<-matrix(1:2,nc=1)<br>p1<-matrix(c(3,1,1,2),nc=2)<br>geracao<-gerador_EE(ar_Z,ar_T,ar_C,ar_D,ar_R,ar_H,ar_Q,a1,p1)<br><br>n<-dim(ar_Z)[3] #nº de matrizes do array Z ou D ou H<br>p<-dim(ar_H)[1] #nº linhas de H, D ou Z<br>m<-dim(ar_T)[1] #nº linhas de T, C ou R<br>r<-dim(ar_Q)[1] #nº linhas de
Q<br><br>ar_A[,,1]<-a1<br>ar_Y<-gerador_EE(ar_Z,ar_T,ar_C,ar_D,ar_R,ar_H,ar_Q,a1,p1)<br><br>ar_Y[,,1]<br>ar_Z[,,1,drop=FALSE]<br>ar_Y-ar_Z[,,1,drop=FALSE]#erro!!<br><br>ar_A[,,1,drop=FALSE]<br>ar_D[,,1,drop=FALSE]<br>ar_A[,,1,drop=FALSE]-ar_D[,,1,drop=FALSE]#erro!!!<br><br>é isso?</span></div><div> </div><div style="background-color:transparent;" align="center"><font style="background-color:transparent;" face="comic sans ms" size="2"><font size="1"><b><br></b></font></font></div><div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif" size="2">\begin{signature}</font></font></div><div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif" size="2"><<>>=</font></font></div><div
style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace, sans-serif" size="2">Prof. Dr. Ivan Bezerra Allaman</font></div><div style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace, sans-serif" size="2">Universidade Estadual de Santa Cruz</font></div><div style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace, sans-serif" size="2">Departamento de Ciências Exatas e Tecnológicas</font></div><div style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace, sans-serif" size="2">Ilhéus/BA - Brasil</font></div><div style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace,
sans-serif" size="2">Fone: +55 73 3680-5596</font></div><div style="text-align:left;background-color:transparent;" align="center"><font class="Apple-style-span" face="courier, monaco, monospace, sans-serif" size="2">E-mail: ivanalaman@yahoo.com.br/ivanalaman@gmail.com</font></div><div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif" size="2">@</font></font></div><div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif" size="2">\end{signature}</font></font></div><div><br></div> <div style="font-family: arial, helvetica, sans-serif; font-size: 12pt;"> <div style="font-family: times new roman, new york, times, serif; font-size: 12pt;"> <div dir="ltr"> <font face="Arial" size="2"> <hr size="1"> <b><span
style="font-weight:bold;">De:</span></b> Victor Eduardo <victorduca08@gmail.com><br> <b><span style="font-weight: bold;">Para:</span></b> r-br@listas.c3sl.ufpr.br; Ivan Bezerra Allaman <ivanalaman@yahoo.com.br> <br> <b><span style="font-weight: bold;">Enviadas:</span></b> Segunda-feira, 14 de Maio de 2012 9:50<br> <b><span style="font-weight: bold;">Assunto:</span></b> Re: [R-br] Dúvida em erro na função Filtro de Kalman<br> </font> </div> <br><div id="yiv1560202666">Ivan, no for é
<span style="font-family:arial, helvetica, sans-serif;font-size:16px;"><font color="#ff0000"><b>for(t in 1:n)</b></font>, sem querer coloquei 2 ali. No caso o erro é nas dimensões da matriz? Só que o ar_A está sendo multiplicado, e ele vai ficar na mesma dimensão de D. No caso o array ar_A tem n+1 e o os outros tem n, só que seria a previsão.</span><div>
<font face="arial, helvetica, sans-serif" size="3"><br></font></div><div><font face="arial, helvetica, sans-serif" size="3"><br></font></div><div><font face="arial, helvetica, sans-serif" size="3"><br></font></div><div><font face="arial, helvetica, sans-serif" size="3">Abraços!</font></div>
<div><font face="arial, helvetica, sans-serif" size="3"><br></font></div><div><font face="arial, helvetica, sans-serif" size="3"><br></font></div><div><font face="arial, helvetica, sans-serif" size="3"><br></font><br><div class="yiv1560202666gmail_quote">
Em 14 de maio de 2012 09:39, Ivan Bezerra Allaman <span dir="ltr"><<a rel="nofollow" ymailto="mailto:ivanalaman@yahoo.com.br" target="_blank" href="mailto:ivanalaman@yahoo.com.br">ivanalaman@yahoo.com.br</a>></span> escreveu:<br><blockquote class="yiv1560202666gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
<div><div style="font-size:12pt;font-family:arial, helvetica, sans-serif;"><div><span>O erro é claro!</span></div><div><br><span></span></div><div><span>Verifique a linha que eu grifei em vermelho no seu código. As dimensão do objeto "ar_A e ar_D" estão diferentes, impossibilitando a subtração.</span></div>
<div><br><span></span></div><div><span>.</span></div><div><span>.</span></div><div class="yiv1560202666im"><div><span>.</span></div><div><span style="white-space:pre-wrap;"> </span>for(t in 1:2){</div><div><span style="white-space:pre-wrap;"> </span><span style="background-color:rgb(255,0,0);">ar_U[,,t]<-ar_Y[,,t]-ar_Z[,,t,drop=FALSE]%*%<span style="font-weight:bold;color:rgb(255,255,0);">ar_A[,,t,drop=FALSE]-ar_D[,,t,drop=FALSE]</span></span></div>
<div><span style="white-space:pre-wrap;"> </span>ar_F[,,t]<-ar_Z[,,t,drop=FALSE]%*%ar_P[,,t,drop=FALSE]%*%t(ar_Z[,,t,drop=FALSE])+ar_H[,,t,drop=FALSE]</div><div><span style="white-space:pre-wrap;"> </span>ar_AA[,,t]<-ar_A[,,t,drop=FALSE]+ar_P[,,t,drop=FALSE]%*%ar_Z[,,t,drop=FALSE]%*%ginv(ar_F[,,t,drop=FALSE])%*%ar_U[,,t,drop=FALSE]</div>
<div><span style="white-space:pre-wrap;"> </span>ar_PP[,,t]<-ar_P[,,t,drop=FALSE]-ar_P[,,t,drop=FALSE]%*%t(ar_Z[,,t,drop=FALSE])%*%ginv(ar_F[,,t,drop=FALSE])%*%ar_Z[,,t,drop=FALSE]%*%ar_P[,,t]</div><div>
<span style="white-space:pre-wrap;"> </span>ar_A[,,t+1]<-ar_T[,,t,drop=FALSE]%*%ar_AA[,,t,drop=FALSE]+ar_C[,,t,drop=FALSE]</div><div><span style="white-space:pre-wrap;"> </span>ar_P[,,t+1]<-ar_T[,,t,drop=FALSE]%*%ar_PP[,,t,drop=FALSE]%*%t(ar_PP[,,t,drop=FALSE])+ar_R[,,t,drop=FALSE]%*%ar_Q[,,t,drop=FALSE]%*%t(ar_R[,,t,drop=FALSE])</div>
<div><span style="white-space:pre-wrap;"> </span></div><div><span style="white-space:pre-wrap;"> </span>}</div><div><span style="white-space:pre-wrap;"> </span>return(list(ar_A,ar_P))</div>
<div>}</div><div><br></div></div><div>Filtro_Kalman(ar_Z,ar_T,ar_C,ar_D,ar_R,ar_H,ar_Q,a1,p1)<br><br>(S,f,P)<br>Allaman<br></div><div> </div><div style="background-color:transparent;" align="center"><font style="background-color:transparent;" face="comic sans ms" size="2"><font size="1"><b><br>
</b></font></font></div><div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif">\begin{signature}</font></font></div>
<div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif"><<>>=</font></font></div><div style="text-align:left;background-color:transparent;" align="center">
<font face="courier, monaco, monospace, sans-serif">Prof. Dr. Ivan Bezerra Allaman</font></div><div style="text-align:left;background-color:transparent;" align="center"><font face="courier, monaco, monospace, sans-serif">Universidade Estadual de Santa Cruz</font></div>
<div style="text-align:left;background-color:transparent;" align="center"><font face="courier, monaco, monospace, sans-serif">Departamento de Ciências Exatas e Tecnológicas</font></div><div style="text-align:left;background-color:transparent;" align="center">
<font face="courier, monaco, monospace, sans-serif">Ilhéus/BA - Brasil</font></div><div style="text-align:left;background-color:transparent;" align="center"><font face="courier, monaco, monospace, sans-serif">Fone: <a rel="nofollow">+55 73 3680-5596</a></font></div>
<div style="text-align:left;background-color:transparent;" align="center"><font face="courier, monaco, monospace, sans-serif">E-mail: <a rel="nofollow" target="_blank" href="http://ivanalaman@yahoo.com.br/ivanalaman@gmail.com">ivanalaman@yahoo.com.br/ivanalaman@gmail.com</a></font></div>
<div style="text-align:left;background-color:transparent;" align="center"><font style="background-color:transparent;"><font face="courier, monaco, monospace, sans-serif">@</font></font></div><div style="text-align:left;background-color:transparent;" align="center">
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