Kalman filter applicable for linear dynamic systems. It is X[i+1] = FX[i] + BU[i] + W in common. X is N-dimensional vector. F is NN matrix. See wiki for details. In your case N = 300 000 and F matrix has 300000300000 elements. The common Kalman filter is not applicable for dense systems of such size. If X is sparse, you need to use special implementation of Kalman filter for your purposes. In other case you need some thing else.
Thanks, is there an implementation with opencv of kalman filter for dense systems?
OpenCV implements Kalman filter by Greg Welch and Gary Bishop “An Introduction to the Kalman Filter”, 1995.
Asked: 2012-12-26 12:05:34 -0600
Seen: 764 times
Last updated: Jan 01 '13
