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Merge pull request #3233 from niebles:master
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@ -129,16 +129,16 @@ public:
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//! updates the predicted state from the measurement
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//! updates the predicted state from the measurement
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CV_WRAP const Mat& correct( const Mat& measurement );
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CV_WRAP const Mat& correct( const Mat& measurement );
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Mat statePre; //!< predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)
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CV_PROP_RW Mat statePre; //!< predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)
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Mat statePost; //!< corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))
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CV_PROP_RW Mat statePost; //!< corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))
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Mat transitionMatrix; //!< state transition matrix (A)
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CV_PROP_RW Mat transitionMatrix; //!< state transition matrix (A)
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Mat controlMatrix; //!< control matrix (B) (not used if there is no control)
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CV_PROP_RW Mat controlMatrix; //!< control matrix (B) (not used if there is no control)
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Mat measurementMatrix; //!< measurement matrix (H)
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CV_PROP_RW Mat measurementMatrix; //!< measurement matrix (H)
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Mat processNoiseCov; //!< process noise covariance matrix (Q)
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CV_PROP_RW Mat processNoiseCov; //!< process noise covariance matrix (Q)
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Mat measurementNoiseCov;//!< measurement noise covariance matrix (R)
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CV_PROP_RW Mat measurementNoiseCov;//!< measurement noise covariance matrix (R)
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Mat errorCovPre; //!< priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/
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CV_PROP_RW Mat errorCovPre; //!< priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/
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Mat gain; //!< Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)
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CV_PROP_RW Mat gain; //!< Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)
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Mat errorCovPost; //!< posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)
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CV_PROP_RW Mat errorCovPost; //!< posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)
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// temporary matrices
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// temporary matrices
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Mat temp1;
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Mat temp1;
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89
samples/python2/kalman.py
Executable file
89
samples/python2/kalman.py
Executable file
@ -0,0 +1,89 @@
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#!/usr/bin/python
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"""
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Tracking of rotating point.
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Rotation speed is constant.
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Both state and measurements vectors are 1D (a point angle),
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Measurement is the real point angle + gaussian noise.
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The real and the estimated points are connected with yellow line segment,
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the real and the measured points are connected with red line segment.
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(if Kalman filter works correctly,
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the yellow segment should be shorter than the red one).
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Pressing any key (except ESC) will reset the tracking with a different speed.
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Pressing ESC will stop the program.
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"""
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import cv2
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from math import cos, sin
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import numpy as np
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if __name__ == "__main__":
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img_height = 500
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img_width = 500
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kalman = cv2.KalmanFilter(2, 1, 0)
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code = -1L
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cv2.namedWindow("Kalman")
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while True:
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state = 0.1 * np.random.randn(2, 1)
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kalman.transitionMatrix = np.array([[1., 1.], [0., 1.]])
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kalman.measurementMatrix = 1. * np.ones((1, 2))
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kalman.processNoiseCov = 1e-5 * np.eye(2)
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kalman.measurementNoiseCov = 1e-1 * np.ones((1, 1))
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kalman.errorCovPost = 1. * np.ones((2, 2))
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kalman.statePost = 0.1 * np.random.randn(2, 1)
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while True:
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def calc_point(angle):
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return (np.around(img_width/2 + img_width/3*cos(angle), 0).astype(int),
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np.around(img_height/2 - img_width/3*sin(angle), 1).astype(int))
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state_angle = state[0, 0]
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state_pt = calc_point(state_angle)
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prediction = kalman.predict()
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predict_angle = prediction[0, 0]
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predict_pt = calc_point(predict_angle)
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measurement = kalman.measurementNoiseCov * np.random.randn(1, 1)
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# generate measurement
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measurement = np.dot(kalman.measurementMatrix, state) + measurement
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measurement_angle = measurement[0, 0]
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measurement_pt = calc_point(measurement_angle)
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# plot points
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def draw_cross(center, color, d):
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cv2.line(img,
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(center[0] - d, center[1] - d), (center[0] + d, center[1] + d),
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color, 1, cv2.LINE_AA, 0)
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cv2.line(img,
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(center[0] + d, center[1] - d), (center[0] - d, center[1] + d),
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color, 1, cv2.LINE_AA, 0)
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img = np.zeros((img_height, img_width, 3), np.uint8)
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draw_cross(np.int32(state_pt), (255, 255, 255), 3)
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draw_cross(np.int32(measurement_pt), (0, 0, 255), 3)
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draw_cross(np.int32(predict_pt), (0, 255, 0), 3)
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cv2.line(img, state_pt, measurement_pt, (0, 0, 255), 3, cv2.LINE_AA, 0)
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cv2.line(img, state_pt, predict_pt, (0, 255, 255), 3, cv2.LINE_AA, 0)
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kalman.correct(measurement)
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process_noise = kalman.processNoiseCov * np.random.randn(2, 1)
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state = np.dot(kalman.transitionMatrix, state) + process_noise
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cv2.imshow("Kalman", img)
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code = cv2.waitKey(100) % 0x100
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if code != -1:
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break
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if code in [27, ord('q'), ord('Q')]:
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break
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cv2.destroyWindow("Kalman")
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