opencv kalman filter

#include <opencv/cv.h>
#include <opencv/highgui.h>

#include <iostream>

using namespace cv;
using namespace std;

const int winWidth = 800;
const int winHeight = 600;

Point mousePosition = Point(winWidth >> 1, winHeight >> 1);

//mouse call back
void mouseEvent(int event, int x, int y, int flags, void *param)
{
	if (event == CV_EVENT_MOUSEMOVE)
	{
		mousePosition = Point(x, y);
	}
}

int main()
{
	//1.kalman filter setup   
	const int stateNum = 4;
	const int measureNum = 2;

	KalmanFilter KF(stateNum, measureNum, 0);
	Mat state(stateNum, 1, CV_32FC1); //state(x,y,detaX,detaY)
	Mat processNoise(stateNum, 1, CV_32F);
	Mat measurement = Mat::zeros(measureNum, 1, CV_32F);	//measurement(x,y)

	randn(state, Scalar::all(0), Scalar::all(0.1)); //随机生成一个矩阵，期望是0，标准差为0.1;
	KF.transitionMatrix = *(Mat_<float>(4, 4) <<
		1, 0, 1, 0,
		0, 1, 0, 1,
		0, 0, 1, 0,
		0, 0, 0, 1);//元素导入矩阵，按行;

	//setIdentity: 缩放的单位对角矩阵;
	//!< measurement matrix (H) 观测模型
	setIdentity(KF.measurementMatrix);

	//!< process noise covariance matrix (Q)
	// wk 是过程噪声，并假定其符合均值为零，协方差矩阵为Qk(Q)的多元正态分布;
	setIdentity(KF.processNoiseCov, Scalar::all(1e-1));

	//!< measurement noise covariance matrix (R)
	//vk 是观测噪声，其均值为零，协方差矩阵为Rk,且服从正态分布;
	setIdentity(KF.measurementNoiseCov, Scalar::all(1e-4));

	//!< priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/  A代表F: transitionMatrix
	//预测估计协方差矩阵;
	setIdentity(KF.errorCovPost, Scalar::all(1));


	//!< corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))
	//initialize post state of kalman filter at random 
	randn(KF.statePost, Scalar::all(0), Scalar::all(0.1));
	Mat showImg(winWidth, winHeight, CV_8UC3);

	for (;;)
	{
		showImg.setTo(0);
		setMouseCallback("Kalman", mouseEvent);

		Point statePt = Point((int)KF.statePost.at<float>(0), (int)KF.statePost.at<float>(1));

		//2.kalman prediction   
		Mat prediction = KF.predict();
		Point predictPt = Point((int)prediction.at<float>(0), (int)prediction.at<float>(1));

		//3.update measurement
		measurement.at<float>(0) = (float)mousePosition.x;
		measurement.at<float>(1) = (float)mousePosition.y;

		//4.update
		KF.correct(measurement);

		//randn( processNoise, Scalar(0), Scalar::all(sqrt(KF.processNoiseCov.at<float>(0, 0))));
		//state = KF.transitionMatrix*state + processNoise;
		//draw
		circle(showImg, statePt, 5, CV_RGB(255, 0, 0), 1);//former point
		circle(showImg, predictPt, 5, CV_RGB(0, 255, 0), 1);//predict point
		circle(showImg, mousePosition, 5, CV_RGB(0, 0, 255), 1);//ture point


		// CvFont font;//字体
		// cvInitFont(&font, CV_FONT_HERSHEY_SCRIPT_COMPLEX, 0.5f, 0.5f, 0, 1, 8);
		putText(showImg, "Red: Former Point", cvPoint(10, 30), FONT_HERSHEY_SIMPLEX, 1, Scalar::all(255));
		putText(showImg, "Green: Predict Point", cvPoint(10, 60), FONT_HERSHEY_SIMPLEX, 1, Scalar::all(255));
		putText(showImg, "Blue: Ture Point", cvPoint(10, 90), FONT_HERSHEY_SIMPLEX, 1, Scalar::all(255));

		imshow("Kalman", showImg);
		int key = waitKey(30);
		if (key == 27)
		{
			break;
		}
	}
}

参考文章 

http://blog.csdn.net/yangtrees/article/details/8075911

http://www.cnblogs.com/ycwang16/p/5999034.html