Ask Your Question

Kalman filter matrices

asked 2017-11-06 10:14:40 -0600

MaxWell gravatar image

updated 2019-12-09 07:49:26 -0600

ojesus gravatar image


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


edit retag flag offensive close merge delete


You can find an example here or here

LBerger gravatar imageLBerger ( 2017-11-06 14:37:20 -0600 )edit

1 answer

Sort by ยป oldest newest most voted

answered 2017-11-06 21:08:45 -0600

Tetragramm gravatar image

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.

edit flag offensive delete link more

Question Tools

1 follower


Asked: 2017-11-06 10:14:40 -0600

Seen: 473 times

Last updated: Nov 06 '17