kalman滤波（OpenCV中的KalmanFilter类）

Kalman滤波器的简单实现 - LyleChen - 博客园
 

完整代码如下：

"""
在目标跟踪领域，Kalman滤波器是一个很常用的方法。

以在二维平面中跟踪一个物体的位置和速度为例，说明如果实现一个简单的Kalman跟踪器。

具体使用OpenCV中的KalmanFilter类来实现。

"""
import math
import cv2
from random import random
import numpy as np
import cv2
import matplotlib.pyplot as plt

# 表示Kalman滤波器转移矩阵维度为4，测量矩阵维度为2。
kalman = cv2.KalmanFilter(4,2)
# 因为状态量包括4个（分别是x、y方向的位移和速度），可观测的量有2个（分别是x、y方向的位移）。
kalman.measurementMatrix = np.array([[1,0,0,0],[0,1,0,0]],np.float32)

kalman.transitionMatrix = np.array([[1,0,1,0],[0,1,0,1],[0,0,1,0],[0,0,0,1]], np.float32)
kalman.processNoiseCov = np.array([[1,0,0,0],[0,1,0,0],[0,0,1,0],[0,0,0,1]], np.float32) * 0.003
kalman.measurementNoiseCov = np.array([[1,0],[0,1]], np.float32) * 0.5

def data_generator(length=100):
    dxy = []
    xy = []
    last_xy = [0, 0]
    for i in range(length):
        x_base = 5 - 5 * math.cos(2 * i * math.pi / length)
        y_base = 50 - 50 * math.cos(2 * i * math.pi / length)
        x_noise = 1 * (random()-0.5)
        y_noise = 20 * (random()-0.5)
        dx_base = math.sin(2 * i * math.pi / length)
        dy_base = 30 * math.sin(2 * i * math.pi / length)
        dx_noise = 1 * (random()-0.5)
        dy_noise = 5 * (random()-0.5)
        cur_xy = [x_base + x_noise + dx_base + dx_noise, \
                  y_base + y_noise + dy_base + dy_noise]
        cur_dxy = [cur_xy[0]-last_xy[0], cur_xy[1]-last_xy[1]]
        xy.append(cur_xy)
        dxy.append(cur_dxy)
        last_xy = cur_xy
    return np.array(dxy, dtype=np.float32), \
           np.array(xy, dtype=np.float32)



def plot_image(inputs):
    xy, dxy, xy_pred, dxy_pred = inputs

    fig, axes = plt.subplots(2, 2)
    fig.set_size_inches(18, 9)
    axes[0, 0].plot(xy[:, 0], color='red', label='Measured')
    axes[0, 0].plot(xy_pred[:, 0], color='blue', label='Predicted')
    axes[0, 1].plot(xy[:, 1], color='red', label='Measured')
    axes[0, 1].plot(xy_pred[:, 1], color='blue', label='Predicted')
    axes[1, 0].plot(dxy[:, 0], color='red', label='Measured')
    axes[1, 0].plot(dxy_pred[:, 0], color='blue', label='Predicted')
    axes[1, 1].plot(dxy[:, 1], color='red', label='Measured')
    axes[1, 1].plot(dxy_pred[:, 1], color='blue', label='Predicted')

    axes[0, 0].set_title('Distance - X', loc='center', fontstyle='normal')
    axes[0, 1].set_title('Distance - Y', loc='center', fontstyle='normal')
    axes[1, 0].set_title('Speed - X', loc='center', fontstyle='normal')
    axes[1, 1].set_title('Speed - Y', loc='center', fontstyle='normal')
    axes[0, 0].legend()
    axes[0, 1].legend()
    axes[1, 0].legend()
    axes[1, 1].legend()
    plt.show()
    return


length = 100
dxy, xy = data_generator(length)
dxy_pred = []
xy_pred = []
for i in range(length):
    kalman.correct(xy[i])
    current_prediction = kalman.predict()
    xy_pred.append(current_prediction[:2, 0])
    dxy_pred.append(current_prediction[2:, 0])
dxy_pred = np.stack(dxy_pred, axis=0)
xy_pred = np.stack(xy_pred, axis=0)

plot_image((xy, dxy, xy_pred, dxy_pred))