以deepsort中卡尔曼滤波的代码样式写出扩展卡尔曼滤波代码
时间: 2023-07-06 14:12:34 浏览: 78
好的,以下是扩展卡尔曼滤波的伪代码:
```
初始化:
状态向量 x = [x1, x2, ..., xn]
状态转移矩阵 F = [F11, F12, ..., F1n;
F21, F22, ..., F2n;
... , ..., ..., ...
Fn1, Fn2, ..., Fnn]
测量矩阵 H = [H11, H12, ..., H1n;
H21, H22, ..., H2n;
... , ..., ..., ...
Hn1, Hn2, ..., Hnn]
过程噪声协方差矩阵 Q = [Q11, Q12, ..., Q1n;
Q21, Q22, ..., Q2n;
... , ..., ..., ...
Qn1, Qn2, ..., Qnn]
测量噪声协方差矩阵 R = [R11, R12, ..., R1n;
R21, R22, ..., R2n;
... , ..., ..., ...
Rn1, Rn2, ..., Rnn]
先验估计误差协方差矩阵 P = [P11, P12, ..., P1n;
P21, P22, ..., P2n;
... , ..., ..., ...
Pn1, Pn2, ..., Pnn]
循环:
# 预测步骤
x = F * x
P = F * P * F' + Q
# 更新步骤
K = P * H' * inv(H * P * H' + R)
x = x + K * (z - H * x)
P = (eye(n) - K * H) * P
```
其中,`x` 是状态向量,`F` 是状态转移矩阵,`H` 是测量矩阵,`Q` 是过程噪声协方差矩阵,`R` 是测量噪声协方差矩阵,`P` 是先验估计误差协方差矩阵,`z` 是测量向量,`K` 是卡尔曼增益矩阵,`n` 是状态向量的维度。