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 , |
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int | type = CV_32F |
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) |
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)