--- /dev/null
+#! /usr/bin/env octave
+## Tracking of rotating point.
+## Rotation speed is constant.
+## Both state and measurements vectors are 1D (a point angle),
+## Measurement is the real point angle + gaussian noise.
+## The real and the estimated points are connected with yellow line segment,
+## the real and the measured points are connected with red line segment.
+## (if Kalman filter works correctly,
+## the yellow segment should be shorter than the red one).
+## Pressing any key (except ESC) will reset the tracking with a different speed.
+## Pressing ESC will stop the program.
+
+cv;
+highgui;
+
+global img;
+
+function ret=calc_point(angle)
+ global img;
+ ret=cvPoint( cvRound(img.width/2 + img.width/3*cos(angle)), \
+ cvRound(img.height/2 - img.width/3*sin(angle)));
+endfunction
+
+function draw_cross( center, color, d )
+ global img;
+ global CV_AA;
+ cvLine( img, cvPoint( center.x - d, center.y - d ),
+ cvPoint( center.x + d, center.y + d ), color, 1, CV_AA, 0);
+ cvLine( img, cvPoint( center.x + d, center.y - d ),
+ cvPoint( center.x - d, center.y + d ), \
+ color, 1, CV_AA, 0 );
+endfunction
+
+A = [ 1, 1; 0, 1 ];
+
+img = cvCreateImage( cvSize(500,500), 8, 3 );
+kalman = cvCreateKalman( 2, 1, 0 );
+state = cvCreateMat( 2, 1, CV_32FC1 ); # (phi, delta_phi)
+process_noise = cvCreateMat( 2, 1, CV_32FC1 );
+measurement = cvCreateMat( 1, 1, CV_32FC1 );
+rng = cvRNG(-1);
+code = -1;
+
+cvZero( measurement );
+cvNamedWindow( "Kalman", 1 );
+
+while (true),
+ cvRandArr( rng, state, CV_RAND_NORMAL, cvRealScalar(0), cvRealScalar(0.1) );
+
+ kalman.transition_matrix = mat2cv(A, CV_32FC1);
+ cvSetIdentity( kalman.measurement_matrix, cvRealScalar(1) );
+ cvSetIdentity( kalman.process_noise_cov, cvRealScalar(1e-5) );
+ cvSetIdentity( kalman.measurement_noise_cov, cvRealScalar(1e-1) );
+ cvSetIdentity( kalman.error_cov_post, cvRealScalar(1));
+ cvRandArr( rng, kalman.state_post, CV_RAND_NORMAL, cvRealScalar(0), cvRealScalar(0.1) );
+
+ while (true),
+
+ state_angle = state(0);
+ state_pt = calc_point(state_angle);
+
+ prediction = cvKalmanPredict( kalman );
+ predict_angle = prediction(0);
+ predict_pt = calc_point(predict_angle);
+
+ cvRandArr( rng, measurement, CV_RAND_NORMAL, cvRealScalar(0), \
+ cvRealScalar(sqrt(kalman.measurement_noise_cov(0))) );
+
+ ## generate measurement
+ cvMatMulAdd( kalman.measurement_matrix, state, measurement, measurement );
+
+ measurement_angle = measurement(0);
+ measurement_pt = calc_point(measurement_angle);
+
+ ## plot points
+ cvZero( img );
+ draw_cross( state_pt, CV_RGB(255,255,255), 3 );
+ draw_cross( measurement_pt, CV_RGB(255,0,0), 3 );
+ draw_cross( predict_pt, CV_RGB(0,255,0), 3 );
+ cvLine( img, state_pt, measurement_pt, CV_RGB(255,0,0), 3, CV_AA, 0 );
+ cvLine( img, state_pt, predict_pt, CV_RGB(255,255,0), 3, CV_AA, 0 );
+
+ cvKalmanCorrect( kalman, measurement );
+
+ cvRandArr( rng, process_noise, CV_RAND_NORMAL, cvRealScalar(0), \
+ cvRealScalar(sqrt(kalman.process_noise_cov(0)(0))));
+ cvMatMulAdd( kalman.transition_matrix, state, process_noise, state );
+
+ cvShowImage( "Kalman", img );
+ code = cvWaitKey( 100 );
+
+ if( code > 0 )
+ break;
+ endif
+ endwhile
+
+ if( code == '\x1b' || code == 'q' || code == 'Q' )
+ break;
+ endif
+endwhile
+
+cvDestroyWindow("Kalman");