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Kalman filter matrices

asked 2017-11-06 10:14:40 -0500

MaxWell gravatar image

updated 2019-12-09 07:49:26 -0500

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));


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You can find an example here or here

LBerger gravatar imageLBerger ( 2017-11-06 14:37:20 -0500 )edit

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answered 2017-11-06 21:08:45 -0500

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.

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Asked: 2017-11-06 10:14:40 -0500

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Last updated: Nov 06 '17