Kalman filter class. More...
#include <tracking.hpp>
Public Member Functions | |
| CV_WRAP | KalmanFilter () |
| CV_WRAP | KalmanFilter (int dynamParams, int measureParams, int controlParams=0, int type=CV_32F) |
| void | init (int dynamParams, int measureParams, int controlParams=0, int type=CV_32F) |
| Re-initializes Kalman filter. The previous content is destroyed. | |
| CV_WRAP const Mat & | predict (const Mat &control=Mat()) |
| Computes a predicted state. | |
| CV_WRAP const Mat & | correct (const Mat &measurement) |
| Updates the predicted state from the measurement. | |
Public Attributes | |
| CV_PROP_RW Mat | statePre |
| predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k) | |
| CV_PROP_RW Mat | statePost |
| corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k)) | |
| CV_PROP_RW Mat | transitionMatrix |
| state transition matrix (A) | |
| CV_PROP_RW Mat | controlMatrix |
| control matrix (B) (not used if there is no control) | |
| CV_PROP_RW Mat | measurementMatrix |
| measurement matrix (H) | |
| CV_PROP_RW Mat | processNoiseCov |
| process noise covariance matrix (Q) | |
| CV_PROP_RW Mat | measurementNoiseCov |
| measurement noise covariance matrix (R) | |
| CV_PROP_RW Mat | errorCovPre |
| priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/ | |
| CV_PROP_RW Mat | gain |
| Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R) | |
| CV_PROP_RW Mat | errorCovPost |
| posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k) | |
| Mat | temp1 |
| Mat | temp2 |
| Mat | temp3 |
| Mat | temp4 |
| Mat | temp5 |
Kalman filter class.
The class implements a standard Kalman filter http://en.wikipedia.org/wiki/Kalman_filter, [Welch95] . However, you can modify transitionMatrix, controlMatrix, and measurementMatrix to get an extended Kalman filter functionality.
| CV_WRAP cv::KalmanFilter::KalmanFilter | ( | ) |
| CV_WRAP cv::KalmanFilter::KalmanFilter | ( | int | dynamParams, |
| int | measureParams, | ||
| int | controlParams = 0, |
||
| int | type = CV_32F |
||
| ) |
This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.
| dynamParams | Dimensionality of the state. |
| measureParams | Dimensionality of the measurement. |
| controlParams | Dimensionality of the control vector. |
| type | Type of the created matrices that should be CV_32F or CV_64F. |
Updates the predicted state from the measurement.
| measurement | The measured system parameters |
| void cv::KalmanFilter::init | ( | int | dynamParams, |
| int | measureParams, | ||
| int | controlParams = 0, |
||
| int | type = CV_32F |
||
| ) |
Re-initializes Kalman filter. The previous content is destroyed.
| dynamParams | Dimensionality of the state. |
| measureParams | Dimensionality of the measurement. |
| controlParams | Dimensionality of the control vector. |
| type | Type of the created matrices that should be CV_32F or CV_64F. |
Computes a predicted state.
| control | The optional input control |
| CV_PROP_RW Mat cv::KalmanFilter::controlMatrix |
control matrix (B) (not used if there is no control)
| CV_PROP_RW Mat cv::KalmanFilter::errorCovPost |
posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)
| CV_PROP_RW Mat cv::KalmanFilter::errorCovPre |
priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/
| CV_PROP_RW Mat cv::KalmanFilter::gain |
Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)
| CV_PROP_RW Mat cv::KalmanFilter::measurementMatrix |
measurement matrix (H)
| CV_PROP_RW Mat cv::KalmanFilter::measurementNoiseCov |
measurement noise covariance matrix (R)
| CV_PROP_RW Mat cv::KalmanFilter::processNoiseCov |
process noise covariance matrix (Q)
| CV_PROP_RW Mat cv::KalmanFilter::statePost |
| CV_PROP_RW Mat cv::KalmanFilter::statePre |
predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)
| Mat cv::KalmanFilter::temp1 |
| Mat cv::KalmanFilter::temp2 |
| Mat cv::KalmanFilter::temp3 |
| Mat cv::KalmanFilter::temp4 |
| Mat cv::KalmanFilter::temp5 |
| CV_PROP_RW Mat cv::KalmanFilter::transitionMatrix |
state transition matrix (A)