Christopher Johnson - 2012-11-27

Project Admins:






EMGU Kalman Filter
By C_Johnson | 27 November 2012

Introduction

The Kalman filter is an algorithm which operates recursively on streams of noisy input data to produce a statistically optimal estimate of the underlying system state (Original Paper). The filter is named for Rudolf (Rudy) E. Kálmán, one of the primary developers of its theory. More information is available at Wikipedia, the Kalmn Filter was derived to solve the Wiener filter problem. The Wiener filter problem is to reduce the amount of noise present in a signal by comparison with an estimation of the desired noiseless signal. The discrete-time equivalent of Wiener's work was derived independently by Kolmogorov and published in 1941. Hence the theory is often called the Wiener-Kolmogorov filtering theory.

In these examples the signal processes is the movement of the mouse and random data. While a simple application the algorithm can have numerous applications including image smoothing, edge tracking and optical flow to name a few.

For more information view the entire tutorial at the EMGU Kalman Filter wiki page.

Screenshots


Donations

In an aid to support the development of new EMGU examples any donation would be gratefully accepted.

<form action="https://www.paypal.com/cgi-bin/webscr" method="post"> <input type="hidden" name="cmd" value="_s-xclick"> <input type="hidden" name="encrypted" value="-----BEGIN PKCS7-----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-----END PKCS7----- "> <input type="image" src="https://www.paypalobjects.com/en_GB/i/btn/btn_donate_SM.gif" border="0" name="submit" alt="PayPal — The safer, easier way to pay online."> </form>