-
Notifications
You must be signed in to change notification settings - Fork 0
/
kalman.py
228 lines (191 loc) · 8.89 KB
/
kalman.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
import numpy as np
import scipy
class KalmanFilterXYWH:
"""
For BoT-SORT
A simple Kalman filter for tracking bounding boxes in image space.
The 8-dimensional state space
x, y, w, h, vx, vy, vw, vh
contains the bounding box center position (x, y), width w, height h,
and their respective velocities.
Object motion follows a constant velocity model. The bounding box location
(x, y, w, h) is taken as direct observation of the state space (linear
observation model).
"""
def __init__(self):
"""Initialize Kalman filter model matrices with motion and observation uncertainties."""
ndim, dt = 4, 1.
# Create Kalman filter model matrices.
self._motion_mat = np.eye(2 * ndim, 2 * ndim)
for i in range(ndim):
self._motion_mat[i, ndim + i] = dt
self._update_mat = np.eye(ndim, 2 * ndim)
# Motion and observation uncertainty are chosen relative to the current
# state estimate. These weights control the amount of uncertainty in
# the model. This is a bit hacky.
self._std_weight_position = 1. / 20
self._std_weight_velocity = 1. / 160
def initiate(self, measurement):
"""Create track from unassociated measurement.
Parameters
----------
measurement : ndarray
Bounding box coordinates (x, y, w, h) with center position (x, y),
width w, and height h.
Returns
-------
(ndarray, ndarray)
Returns the mean vector (8 dimensional) and covariance matrix (8x8
dimensional) of the new track. Unobserved velocities are initialized
to 0 mean.
"""
mean_pos = measurement
mean_vel = np.zeros_like(mean_pos)
mean = np.r_[mean_pos, mean_vel]
std = [
2 * self._std_weight_position * measurement[2], 2 * self._std_weight_position * measurement[3],
2 * self._std_weight_position * measurement[2], 2 * self._std_weight_position * measurement[3],
10 * self._std_weight_velocity * measurement[2], 10 * self._std_weight_velocity * measurement[3],
10 * self._std_weight_velocity * measurement[2], 10 * self._std_weight_velocity * measurement[3]]
covariance = np.diag(np.square(std))
return mean, covariance
def predict(self, mean, covariance):
"""Run Kalman filter prediction step.
Parameters
----------
mean : ndarray
The 8 dimensional mean vector of the object state at the previous
time step.
covariance : ndarray
The 8x8 dimensional covariance matrix of the object state at the
previous time step.
Returns
-------
(ndarray, ndarray)
Returns the mean vector and covariance matrix of the predicted
state. Unobserved velocities are initialized to 0 mean.
"""
std_pos = [
self._std_weight_position * mean[2], self._std_weight_position * mean[3],
self._std_weight_position * mean[2], self._std_weight_position * mean[3]]
std_vel = [
self._std_weight_velocity * mean[2], self._std_weight_velocity * mean[3],
self._std_weight_velocity * mean[2], self._std_weight_velocity * mean[3]]
motion_cov = np.diag(np.square(np.r_[std_pos, std_vel]))
mean = np.dot(mean, self._motion_mat.T)
covariance = np.linalg.multi_dot((self._motion_mat, covariance, self._motion_mat.T)) + motion_cov
return mean, covariance
def project(self, mean, covariance):
"""Project state distribution to measurement space.
Parameters
----------
mean : ndarray
The state's mean vector (8 dimensional array).
covariance : ndarray
The state's covariance matrix (8x8 dimensional).
Returns
-------
(ndarray, ndarray)
Returns the projected mean and covariance matrix of the given state
estimate.
"""
std = [
self._std_weight_position * mean[2], self._std_weight_position * mean[3],
self._std_weight_position * mean[2], self._std_weight_position * mean[3]]
innovation_cov = np.diag(np.square(std))
mean = np.dot(self._update_mat, mean)
covariance = np.linalg.multi_dot((self._update_mat, covariance, self._update_mat.T))
return mean, covariance + innovation_cov
def multi_predict(self, mean, covariance):
"""Run Kalman filter prediction step (Vectorized version).
Parameters
----------
mean : ndarray
The Nx8 dimensional mean matrix of the object states at the previous
time step.
covariance : ndarray
The Nx8x8 dimensional covariance matrix of the object states at the
previous time step.
Returns
-------
(ndarray, ndarray)
Returns the mean vector and covariance matrix of the predicted
state. Unobserved velocities are initialized to 0 mean.
"""
std_pos = [
self._std_weight_position * mean[:, 2], self._std_weight_position * mean[:, 3],
self._std_weight_position * mean[:, 2], self._std_weight_position * mean[:, 3]]
std_vel = [
self._std_weight_velocity * mean[:, 2], self._std_weight_velocity * mean[:, 3],
self._std_weight_velocity * mean[:, 2], self._std_weight_velocity * mean[:, 3]]
sqr = np.square(np.r_[std_pos, std_vel]).T
motion_cov = [np.diag(sqr[i]) for i in range(len(mean))]
motion_cov = np.asarray(motion_cov)
mean = np.dot(mean, self._motion_mat.T)
left = np.dot(self._motion_mat, covariance).transpose((1, 0, 2))
covariance = np.dot(left, self._motion_mat.T) + motion_cov
return mean, covariance
def update(self, mean, covariance, measurement):
"""Run Kalman filter correction step.
Parameters
----------
mean : ndarray
The predicted state's mean vector (8 dimensional).
covariance : ndarray
The state's covariance matrix (8x8 dimensional).
measurement : ndarray
The 4 dimensional measurement vector (x, y, w, h), where (x, y)
is the center position, w the width, and h the height of the
bounding box.
Returns
-------
(ndarray, ndarray)
Returns the measurement-corrected state distribution.
"""
projected_mean, projected_cov = self.project(mean, covariance)
chol_factor, lower = scipy.linalg.cho_factor(projected_cov, lower=True, check_finite=False)
kalman_gain = scipy.linalg.cho_solve((chol_factor, lower),
np.dot(covariance, self._update_mat.T).T,
check_finite=False).T
innovation = measurement - projected_mean
new_mean = mean + np.dot(innovation, kalman_gain.T)
new_covariance = covariance - np.linalg.multi_dot((kalman_gain, projected_cov, kalman_gain.T))
return new_mean, new_covariance
def gating_distance(self, mean, covariance, measurements, only_position=False, metric='maha'):
"""Compute gating distance between state distribution and measurements.
A suitable distance threshold can be obtained from `chi2inv95`. If
`only_position` is False, the chi-square distribution has 4 degrees of
freedom, otherwise 2.
Parameters
----------
mean : ndarray
Mean vector over the state distribution (8 dimensional).
covariance : ndarray
Covariance of the state distribution (8x8 dimensional).
measurements : ndarray
An Nx4 dimensional matrix of N measurements, each in
format (x, y, a, h) where (x, y) is the bounding box center
position, a the aspect ratio, and h the height.
only_position : Optional[bool]
If True, distance computation is done with respect to the bounding
box center position only.
Returns
-------
ndarray
Returns an array of length N, where the i-th element contains the
squared Mahalanobis distance between (mean, covariance) and
`measurements[i]`.
"""
mean, covariance = self.project(mean, covariance)
if only_position:
mean, covariance = mean[:2], covariance[:2, :2]
measurements = measurements[:, :2]
d = measurements - mean
if metric == 'gaussian':
return np.sum(d * d, axis=1)
elif metric == 'maha':
cholesky_factor = np.linalg.cholesky(covariance)
z = scipy.linalg.solve_triangular(cholesky_factor, d.T, lower=True, check_finite=False, overwrite_b=True)
return np.sum(z * z, axis=0) # square maha
else:
raise ValueError('invalid distance metric')