Kalman filter 使用经验总结

Reference

• wiki
• How a Kalman filter works, in pictures
• Kalman filter application

Summary

• hidden status: [x,y,vx,vy]
• observed status: [x,y]
• from hidden status to observed status: transition matrix MT
  
  [xt+1,yt+1,vxt+1,vyt+1]T=MT[xt,yt,vxt,vyt]T
  
  
  • for vxt≡vx0,vyt≡vx0, we have MT=[1 0 c 0;0 1 0 c;0 0 1 0;0 0 0 1]
  • for vxt=vx0+axt,vyt=vy0+ayt, we have MT=[?]

Particle Filter, A Better Choice

• c++ code
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