opencv/sources/modules/video/src/kalman.cpp

/*M///////////////////////////////////////////////////////////////////////////////////////
//
//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
//
//  By downloading, copying, installing or using the software you agree to this license.
//  If you do not agree to this license, do not download, install,
//  copy or use the software.
//
//
//                        Intel License Agreement
//                For Open Source Computer Vision Library
//
// Copyright (C) 2000, Intel Corporation, all rights reserved.
// Third party copyrights are property of their respective owners.
//
// Redistribution and use in source and binary forms, with or without modification,
// are permitted provided that the following conditions are met:
//
//   * Redistribution's of source code must retain the above copyright notice,
//     this list of conditions and the following disclaimer.
//
//   * Redistribution's in binary form must reproduce the above copyright notice,
//     this list of conditions and the following disclaimer in the documentation
//     and/or other materials provided with the distribution.
//
//   * The name of Intel Corporation may not be used to endorse or promote products
//     derived from this software without specific prior written permission.
//
// This software is provided by the copyright holders and contributors "as is" and
// any express or implied warranties, including, but not limited to, the implied
// warranties of merchantability and fitness for a particular purpose are disclaimed.
// In no event shall the Intel Corporation or contributors be liable for any direct,
// indirect, incidental, special, exemplary, or consequential damages
// (including, but not limited to, procurement of substitute goods or services;
// loss of use, data, or profits; or business interruption) however caused
// and on any theory of liability, whether in contract, strict liability,
// or tort (including negligence or otherwise) arising in any way out of
// the use of this software, even if advised of the possibility of such damage.
//
//M*/
#include "precomp.hpp"

namespace cv
{

KalmanFilter::KalmanFilter() {}
KalmanFilter::KalmanFilter(int dynamParams, int measureParams, int controlParams, int type)
{
    init(dynamParams, measureParams, controlParams, type);
}

void KalmanFilter::init(int DP, int MP, int CP, int type)
{
    CV_Assert( DP > 0 && MP > 0 );
    CV_Assert( type == CV_32F || type == CV_64F );
    CP = std::max(CP, 0);

    statePre = Mat::zeros(DP, 1, type);
    statePost = Mat::zeros(DP, 1, type);
    transitionMatrix = Mat::eye(DP, DP, type);

    processNoiseCov = Mat::eye(DP, DP, type);
    measurementMatrix = Mat::zeros(MP, DP, type);
    measurementNoiseCov = Mat::eye(MP, MP, type);

    errorCovPre = Mat::zeros(DP, DP, type);
    errorCovPost = Mat::zeros(DP, DP, type);
    gain = Mat::zeros(DP, MP, type);

    if( CP > 0 )
        controlMatrix = Mat::zeros(DP, CP, type);
    else
        controlMatrix.release();

    temp1.create(DP, DP, type);
    temp2.create(MP, DP, type);
    temp3.create(MP, MP, type);
    temp4.create(MP, DP, type);
    temp5.create(MP, 1, type);
}

const Mat& KalmanFilter::predict(const Mat& control)
{
    CV_INSTRUMENT_REGION();

    // update the state: x'(k) = A*x(k)
    statePre = transitionMatrix*statePost;

    if( !control.empty() )
        // x'(k) = x'(k) + B*u(k)
        statePre += controlMatrix*control;

    // update error covariance matrices: temp1 = A*P(k)
    temp1 = transitionMatrix*errorCovPost;

    // P'(k) = temp1*At + Q
    gemm(temp1, transitionMatrix, 1, processNoiseCov, 1, errorCovPre, GEMM_2_T);

    // handle the case when there will be no measurement before the next predict.
    statePre.copyTo(statePost);
    errorCovPre.copyTo(errorCovPost);

    return statePre;
}

const Mat& KalmanFilter::correct(const Mat& measurement)
{
    CV_INSTRUMENT_REGION();

    // temp2 = H*P'(k)
    temp2 = measurementMatrix * errorCovPre;

    // temp3 = temp2*Ht + R
    gemm(temp2, measurementMatrix, 1, measurementNoiseCov, 1, temp3, GEMM_2_T);

    // temp4 = inv(temp3)*temp2 = Kt(k)
    solve(temp3, temp2, temp4, DECOMP_SVD);

    // K(k)
    gain = temp4.t();

    // temp5 = z(k) - H*x'(k)
    temp5 = measurement - measurementMatrix*statePre;

    // x(k) = x'(k) + K(k)*temp5
    statePost = statePre + gain*temp5;

    // P(k) = P'(k) - K(k)*temp2
    errorCovPost = errorCovPre - gain*temp2;

    return statePost;
}

}