Kalman filter matrices - OpenCV Q&A Forum

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Kalman filter matrices

asked Nov 6 '17

MaxWell
21 ●2 ●6

updated Dec 9 '19

ojesus
37 ●1 ●6

Hi,

I'm working with a kalman filter but I can't figure out or can't find documentation about the different matrices. I'm wondering what the values of the next matrices must be:

setIdentity(KF.measurementMatrix);
setIdentity(KF.processNoiseCov, Scalar::all(1e-5));
setIdentity(KF.measurementNoiseCov, Scalar::all(1e-1));
setIdentity(KF.errorCovPost, Scalar::all(1));

Thanks!

Comments

You can find an example here or here

LBerger (Nov 6 '17)edit

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answered Nov 7 '17

flag of United States of America

7376 ●13 ●37

The mapping between the wikipedia notation and OpenCV matrix names is as follows:

measurementMatrix == H_k
processNoiseCov == Q_k
measurementNoiseCov == R_k
errorCovPost == P_k|k
statePost == x_k|k
transitionMatrix == F_k
controlMatrix (rarely used) == B_k

The values to put in those matrices is, of course, highly dependent on what you're actually doing, and not something we can tell you.

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Asked: Nov 6 '17

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