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Diffstat (limited to 'intern/libmv/libmv/tracking/kalman_filter.h')
-rw-r--r--intern/libmv/libmv/tracking/kalman_filter.h68
1 files changed, 31 insertions, 37 deletions
diff --git a/intern/libmv/libmv/tracking/kalman_filter.h b/intern/libmv/libmv/tracking/kalman_filter.h
index 9841f0e912c..b1312d0e027 100644
--- a/intern/libmv/libmv/tracking/kalman_filter.h
+++ b/intern/libmv/libmv/tracking/kalman_filter.h
@@ -19,13 +19,14 @@
// IN THE SOFTWARE.
#ifndef LIBMV_TRACKING_KALMAN_FILTER_H_
+#define LIBMV_TRACKING_KALMAN_FILTER_H_
#include "libmv/numeric/numeric.h"
namespace mv {
// A Kalman filter with order N and observation size K.
-template<typename T, int N, int K>
+template <typename T, int N, int K>
class KalmanFilter {
public:
struct State {
@@ -38,54 +39,47 @@ class KalmanFilter {
const T* observation_data,
const T* process_covariance_data,
const T* default_measurement_covariance_data)
- : state_transition_matrix_(
- Eigen::Matrix<T, N, N, Eigen::RowMajor>(state_transition_data)),
- observation_matrix_(
- Eigen::Matrix<T, K, N, Eigen::RowMajor>(observation_data)),
- process_covariance_(
- Eigen::Matrix<T, N, N, Eigen::RowMajor>(process_covariance_data)),
- default_measurement_covariance_(
- Eigen::Matrix<T, K, K, Eigen::RowMajor>(
- default_measurement_covariance_data)) {
- }
+ : state_transition_matrix_(
+ Eigen::Matrix<T, N, N, Eigen::RowMajor>(state_transition_data)),
+ observation_matrix_(
+ Eigen::Matrix<T, K, N, Eigen::RowMajor>(observation_data)),
+ process_covariance_(
+ Eigen::Matrix<T, N, N, Eigen::RowMajor>(process_covariance_data)),
+ default_measurement_covariance_(Eigen::Matrix<T, K, K, Eigen::RowMajor>(
+ default_measurement_covariance_data)) {}
- KalmanFilter(
- const Eigen::Matrix<T, N, N> &state_transition_matrix,
- const Eigen::Matrix<T, K, N> &observation_matrix,
- const Eigen::Matrix<T, N, N> &process_covariance,
- const Eigen::Matrix<T, K, K> &default_measurement_covariance)
- : state_transition_matrix_(state_transition_matrix),
- observation_matrix_(observation_matrix),
- process_covariance_(process_covariance),
- default_measurement_covariance_(default_measurement_covariance) {
- }
+ KalmanFilter(const Eigen::Matrix<T, N, N>& state_transition_matrix,
+ const Eigen::Matrix<T, K, N>& observation_matrix,
+ const Eigen::Matrix<T, N, N>& process_covariance,
+ const Eigen::Matrix<T, K, K>& default_measurement_covariance)
+ : state_transition_matrix_(state_transition_matrix),
+ observation_matrix_(observation_matrix),
+ process_covariance_(process_covariance),
+ default_measurement_covariance_(default_measurement_covariance) {}
// Advances the system according to the current state estimate.
- void Step(State *state) const {
+ void Step(State* state) const {
state->mean = state_transition_matrix_ * state->mean;
- state->covariance = state_transition_matrix_ *
- state->covariance *
- state_transition_matrix_.transpose() +
+ state->covariance = state_transition_matrix_ * state->covariance *
+ state_transition_matrix_.transpose() +
process_covariance_;
}
// Updates a state with a new measurement.
- void Update(const Eigen::Matrix<T, K, 1> &measurement_mean,
- const Eigen::Matrix<T, K, K> &measurement_covariance,
- State *state) const {
+ void Update(const Eigen::Matrix<T, K, 1>& measurement_mean,
+ const Eigen::Matrix<T, K, K>& measurement_covariance,
+ State* state) const {
// Calculate the innovation, which is a distribution over prediction error.
- Eigen::Matrix<T, K, 1> innovation_mean = measurement_mean -
- observation_matrix_ *
- state->mean;
+ Eigen::Matrix<T, K, 1> innovation_mean =
+ measurement_mean - observation_matrix_ * state->mean;
Eigen::Matrix<T, K, K> innovation_covariance =
- observation_matrix_ *
- state->covariance *
- observation_matrix_.transpose() +
+ observation_matrix_ * state->covariance *
+ observation_matrix_.transpose() +
measurement_covariance;
// Calculate the Kalman gain.
Eigen::Matrix<T, 6, 2> kalman_gain = state->covariance *
- observation_matrix_.transpose() *
+ observation_matrix_.transpose() *
innovation_covariance.inverse();
// Update the state mean and covariance.
@@ -95,8 +89,8 @@ class KalmanFilter {
state->covariance;
}
- void Update(State *state,
- const Eigen::Matrix<T, K, 1> &measurement_mean) const {
+ void Update(State* state,
+ const Eigen::Matrix<T, K, 1>& measurement_mean) const {
Update(state, measurement_mean, default_measurement_covariance_);
}