KalmanFilter2D Class

Kalman filter for 2D coordinate systems.

Inheritance Hierarchy

SystemObject
Accord.Statistics.RunningKalmanFilter2D

Namespace: Accord.Statistics.Running
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

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[SerializableAttribute]
public class KalmanFilter2D : IRunning<DoublePoint>, 
	IRunning<double[]>

<SerializableAttribute>
Public Class KalmanFilter2D
	Implements IRunning(Of DoublePoint), IRunning(Of Double())

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The KalmanFilter2D type exposes the following members.

Constructors

	Name	Description
	KalmanFilter2D	Initializes a new instance of the KalmanFilter2D class.
	KalmanFilter2D(Double, Double, Double)	Initializes a new instance of the KalmanFilter2D class.

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Properties

	Name	Description
	NoiseX	Gets or sets the observational noise of the current object's in the X axis.
	NoiseY	Gets or sets the observational noise of the current object's in the Y axis.
	X	Gets or sets the current X position of the object.
	XAxisVelocity	Gets or sets the current object's velocity in the X axis.
	Y	Gets or sets the current Y position of the object.
	YAxisVelocity	Gets or sets the current object's velocity in the Y axis.

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Methods

	Name	Description
	Clear	Clears all measures previously computed.
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	Push(Double)	Registers the occurrence of a value.
	Push(DoublePoint)	Registers the occurrence of a value.
	Push(Double, Double)	Registers the occurrence of a value.
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Extension Methods

	Name	Description
	HasMethod	Checks whether an object implements a method with the given name. (Defined by ExtensionMethods.)
	IsEqual	Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices. (Defined by Matrix.)
	To(Type)	Overloaded. Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime. (Defined by ExtensionMethods.)
	ToT	Overloaded. Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime. (Defined by ExtensionMethods.)

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Remarks

References:

Student Dave's tutorial on Object Tracking in Images Using 2D Kalman Filters. Available on: http://studentdavestutorials.weebly.com/object-tracking-2d-kalman-filter.html

Examples

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// Let's say we have the following sequence of coordinate points:
double[] x = Vector.Range(0.0, 100.0); // z(t) = (t, 4.2*t + noise)
double[] y = x.Apply(x_i => 4.2 * x_i + Generator.Random.NextDouble());

// Create a new Kalman filter
var kf = new KalmanFilter2D();

// Push the points into the filter
for (int i = 0; i < x.Length; i++)
    kf.Push(x[i], y[i]);

// Estimate the points location
double newX = kf.X; // should be 99.004000000912569
double newY = kf.Y; // should be 415.99224675780607

// Estimate the points velocity
double velX = kf.XAxisVelocity; // should be 1.0020000004925984
double velY = kf.YAxisVelocity; // should be 4.1356394152821094

Reference

Accord.Statistics.Running Namespace