Reference for `ultralytics/trackers/utils/kalman_filter.py`

Note

This file is available at https://github.com/ultralytics/ultralytics/blob/main/ultralytics/trackers/utils/kalman_filter.py. If you spot a problem please help fix it by contributing a Pull Request 🛠️. Thank you 🙏!

ultralytics.trackers.utils.kalman_filter.KalmanFilterXYAH

KalmanFilterXYAH()

A KalmanFilterXYAH class for tracking bounding boxes in image space using a Kalman filter.

Implements a simple Kalman filter for tracking bounding boxes in image space. The 8-dimensional state space (x, y, a, h, vx, vy, va, vh) contains the bounding box center position (x, y), aspect ratio a, height h, and their respective velocities. Object motion follows a constant velocity model, and bounding box location (x, y, a, h) is taken as a direct observation of the state space (linear observation model).

Attributes:

Name	Type	Description
`_motion_mat`	`ndarray`	The motion matrix for the Kalman filter.
`_update_mat`	`ndarray`	The update matrix for the Kalman filter.
`_std_weight_position`	`float`	Standard deviation weight for position.
`_std_weight_velocity`	`float`	Standard deviation weight for velocity.

Methods:

Name	Description
`initiate`	Creates a track from an unassociated measurement.
`predict`	Runs the Kalman filter prediction step.
`project`	Projects the state distribution to measurement space.
`multi_predict`	Runs the Kalman filter prediction step (vectorized version).
`update`	Runs the Kalman filter correction step.
`gating_distance`	Computes the gating distance between state distribution and measurements.

Examples:

Initialize the Kalman filter and create a track from a measurement

>>> kf = KalmanFilterXYAH()
>>> measurement = np.array([100, 200, 1.5, 50])
>>> mean, covariance = kf.initiate(measurement)
>>> print(mean)
>>> print(covariance)

The Kalman filter is initialized with an 8-dimensional state space (x, y, a, h, vx, vy, va, vh), where (x, y) represents the bounding box center position, 'a' is the aspect ratio, 'h' is the height, and their respective velocities are (vx, vy, va, vh). The filter uses a constant velocity model for object motion and a linear observation model for bounding box location.

Examples:

Initialize a Kalman filter for tracking:

>>> kf = KalmanFilterXYAH()

Source code in ultralytics/trackers/utils/kalman_filter.py

def __init__(self):
    """
    Initialize Kalman filter model matrices with motion and observation uncertainty weights.

    The Kalman filter is initialized with an 8-dimensional state space (x, y, a, h, vx, vy, va, vh), where (x, y)
    represents the bounding box center position, 'a' is the aspect ratio, 'h' is the height, and their respective
    velocities are (vx, vy, va, vh). The filter uses a constant velocity model for object motion and a linear
    observation model for bounding box location.

    Examples:
        Initialize a Kalman filter for tracking:
        >>> kf = KalmanFilterXYAH()
    """
    ndim, dt = 4, 1.0

    # 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.
    self._std_weight_position = 1.0 / 20
    self._std_weight_velocity = 1.0 / 160

gating_distance

gating_distance(
    mean: np.ndarray,
    covariance: np.ndarray,
    measurements: np.ndarray,
    only_position: bool = False,
    metric: str = "maha",
) -> np.ndarray

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:

Name	Type	Description	Default
`mean`	`ndarray`	Mean vector over the state distribution (8 dimensional).	required
`covariance`	`ndarray`	Covariance of the state distribution (8x8 dimensional).	required
`measurements`	`ndarray`	An (N, 4) 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.	required
`only_position`	`bool`	If True, distance computation is done with respect to box center position only.	`False`
`metric`	`str`	The metric to use for calculating the distance. Options are 'gaussian' for the squared Euclidean distance and 'maha' for the squared Mahalanobis distance.	`'maha'`

Returns:

Type	Description
`ndarray`	Returns an array of length N, where the i-th element contains the squared distance between (mean, covariance) and `measurements[i]`.

Examples:

Compute gating distance using Mahalanobis metric:

>>> kf = KalmanFilterXYAH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> measurements = np.array([[1, 1, 1, 1], [2, 2, 1, 1]])
>>> distances = kf.gating_distance(mean, covariance, measurements, only_position=False, metric="maha")

Source code in ultralytics/trackers/utils/kalman_filter.py

def gating_distance(
    self,
    mean: np.ndarray,
    covariance: np.ndarray,
    measurements: np.ndarray,
    only_position: bool = False,
    metric: str = "maha",
) -> np.ndarray:
    """
    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.

    Args:
        mean (ndarray): Mean vector over the state distribution (8 dimensional).
        covariance (ndarray): Covariance of the state distribution (8x8 dimensional).
        measurements (ndarray): An (N, 4) 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 (bool): If True, distance computation is done with respect to box center position only.
        metric (str): The metric to use for calculating the distance. Options are 'gaussian' for the squared
            Euclidean distance and 'maha' for the squared Mahalanobis distance.

    Returns:
        (np.ndarray): Returns an array of length N, where the i-th element contains the squared distance between
            (mean, covariance) and `measurements[i]`.

    Examples:
        Compute gating distance using Mahalanobis metric:
        >>> kf = KalmanFilterXYAH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> measurements = np.array([[1, 1, 1, 1], [2, 2, 1, 1]])
        >>> distances = kf.gating_distance(mean, covariance, measurements, only_position=False, metric="maha")
    """
    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")

initiate

initiate(measurement: np.ndarray) -> tuple

Create a track from an unassociated measurement.

Parameters:

Name	Type	Description	Default
`measurement`	`ndarray`	Bounding box coordinates (x, y, a, h) with center position (x, y), aspect ratio a, and height h.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean vector (8-dimensional) and covariance matrix (8x8 dimensional) of the new track. Unobserved velocities are initialized to 0 mean.

Examples:

>>> kf = KalmanFilterXYAH()
>>> measurement = np.array([100, 50, 1.5, 200])
>>> mean, covariance = kf.initiate(measurement)

Source code in ultralytics/trackers/utils/kalman_filter.py

def initiate(self, measurement: np.ndarray) -> tuple:
    """
    Create a track from an unassociated measurement.

    Args:
        measurement (ndarray): Bounding box coordinates (x, y, a, h) with center position (x, y), aspect ratio a,
            and height h.

    Returns:
        (tuple[ndarray, ndarray]): Returns the mean vector (8-dimensional) and covariance matrix (8x8 dimensional)
            of the new track. Unobserved velocities are initialized to 0 mean.

    Examples:
        >>> kf = KalmanFilterXYAH()
        >>> measurement = np.array([100, 50, 1.5, 200])
        >>> mean, covariance = kf.initiate(measurement)
    """
    mean_pos = measurement
    mean_vel = np.zeros_like(mean_pos)
    mean = np.r_[mean_pos, mean_vel]

    std = [
        2 * self._std_weight_position * measurement[3],
        2 * self._std_weight_position * measurement[3],
        1e-2,
        2 * self._std_weight_position * measurement[3],
        10 * self._std_weight_velocity * measurement[3],
        10 * self._std_weight_velocity * measurement[3],
        1e-5,
        10 * self._std_weight_velocity * measurement[3],
    ]
    covariance = np.diag(np.square(std))
    return mean, covariance

multi_predict

multi_predict(mean: np.ndarray, covariance: np.ndarray) -> tuple

Run Kalman filter prediction step for multiple object states (Vectorized version).

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The Nx8 dimensional mean matrix of the object states at the previous time step.	required
`covariance`	`ndarray`	The Nx8x8 covariance matrix of the object states at the previous time step.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean matrix and covariance matrix of the predicted states. The mean matrix has shape (N, 8) and the covariance matrix has shape (N, 8, 8). Unobserved velocities are initialized to 0 mean.

Examples:

>>> mean = np.random.rand(10, 8)  # 10 object states
>>> covariance = np.random.rand(10, 8, 8)  # Covariance matrices for 10 object states
>>> predicted_mean, predicted_covariance = kalman_filter.multi_predict(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def multi_predict(self, mean: np.ndarray, covariance: np.ndarray) -> tuple:
    """
    Run Kalman filter prediction step for multiple object states (Vectorized version).

    Args:
        mean (ndarray): The Nx8 dimensional mean matrix of the object states at the previous time step.
        covariance (ndarray): The Nx8x8 covariance matrix of the object states at the previous time step.

    Returns:
        (tuple[ndarray, ndarray]): Returns the mean matrix and covariance matrix of the predicted states.
            The mean matrix has shape (N, 8) and the covariance matrix has shape (N, 8, 8). Unobserved velocities
            are initialized to 0 mean.

    Examples:
        >>> mean = np.random.rand(10, 8)  # 10 object states
        >>> covariance = np.random.rand(10, 8, 8)  # Covariance matrices for 10 object states
        >>> predicted_mean, predicted_covariance = kalman_filter.multi_predict(mean, covariance)
    """
    std_pos = [
        self._std_weight_position * mean[:, 3],
        self._std_weight_position * mean[:, 3],
        1e-2 * np.ones_like(mean[:, 3]),
        self._std_weight_position * mean[:, 3],
    ]
    std_vel = [
        self._std_weight_velocity * mean[:, 3],
        self._std_weight_velocity * mean[:, 3],
        1e-5 * np.ones_like(mean[:, 3]),
        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

predict

predict(mean: np.ndarray, covariance: np.ndarray) -> tuple

Run Kalman filter prediction step.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The 8-dimensional mean vector of the object state at the previous time step.	required
`covariance`	`ndarray`	The 8x8-dimensional covariance matrix of the object state at the previous time step.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean vector and covariance matrix of the predicted state. Unobserved velocities are initialized to 0 mean.

Examples:

>>> kf = KalmanFilterXYAH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> predicted_mean, predicted_covariance = kf.predict(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def predict(self, mean: np.ndarray, covariance: np.ndarray) -> tuple:
    """
    Run Kalman filter prediction step.

    Args:
        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:
        (tuple[ndarray, ndarray]): Returns the mean vector and covariance matrix of the predicted state. Unobserved
            velocities are initialized to 0 mean.

    Examples:
        >>> kf = KalmanFilterXYAH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> predicted_mean, predicted_covariance = kf.predict(mean, covariance)
    """
    std_pos = [
        self._std_weight_position * mean[3],
        self._std_weight_position * mean[3],
        1e-2,
        self._std_weight_position * mean[3],
    ]
    std_vel = [
        self._std_weight_velocity * mean[3],
        self._std_weight_velocity * mean[3],
        1e-5,
        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

project

project(mean: np.ndarray, covariance: np.ndarray) -> tuple

Project state distribution to measurement space.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The state's mean vector (8 dimensional array).	required
`covariance`	`ndarray`	The state's covariance matrix (8x8 dimensional).	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the projected mean and covariance matrix of the given state estimate.

Examples:

>>> kf = KalmanFilterXYAH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> projected_mean, projected_covariance = kf.project(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def project(self, mean: np.ndarray, covariance: np.ndarray) -> tuple:
    """
    Project state distribution to measurement space.

    Args:
        mean (ndarray): The state's mean vector (8 dimensional array).
        covariance (ndarray): The state's covariance matrix (8x8 dimensional).

    Returns:
        (tuple[ndarray, ndarray]): Returns the projected mean and covariance matrix of the given state estimate.

    Examples:
        >>> kf = KalmanFilterXYAH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> projected_mean, projected_covariance = kf.project(mean, covariance)
    """
    std = [
        self._std_weight_position * mean[3],
        self._std_weight_position * mean[3],
        1e-1,
        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

update

update(
    mean: np.ndarray, covariance: np.ndarray, measurement: np.ndarray
) -> tuple

Run Kalman filter correction step.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The predicted state's mean vector (8 dimensional).	required
`covariance`	`ndarray`	The state's covariance matrix (8x8 dimensional).	required
`measurement`	`ndarray`	The 4 dimensional measurement vector (x, y, a, h), where (x, y) is the center position, a the aspect ratio, and h the height of the bounding box.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the measurement-corrected state distribution.

Examples:

>>> kf = KalmanFilterXYAH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> measurement = np.array([1, 1, 1, 1])
>>> new_mean, new_covariance = kf.update(mean, covariance, measurement)

Source code in ultralytics/trackers/utils/kalman_filter.py

def update(self, mean: np.ndarray, covariance: np.ndarray, measurement: np.ndarray) -> tuple:
    """
    Run Kalman filter correction step.

    Args:
        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, a, h), where (x, y) is the center
            position, a the aspect ratio, and h the height of the bounding box.

    Returns:
        (tuple[ndarray, ndarray]): Returns the measurement-corrected state distribution.

    Examples:
        >>> kf = KalmanFilterXYAH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> measurement = np.array([1, 1, 1, 1])
        >>> new_mean, new_covariance = kf.update(mean, covariance, measurement)
    """
    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

ultralytics.trackers.utils.kalman_filter.KalmanFilterXYWH

KalmanFilterXYWH()

Bases: KalmanFilterXYAH

A KalmanFilterXYWH class for tracking bounding boxes in image space using a Kalman filter.

Implements a Kalman filter for tracking bounding boxes with state space (x, y, w, h, vx, vy, vw, vh), where (x, y) is the center position, w is the width, h is the height, and vx, vy, vw, vh are their respective velocities. The object motion follows a constant velocity model, and the bounding box location (x, y, w, h) is taken as a direct observation of the state space (linear observation model).

Attributes:

Name	Type	Description
`_motion_mat`	`ndarray`	The motion matrix for the Kalman filter.
`_update_mat`	`ndarray`	The update matrix for the Kalman filter.
`_std_weight_position`	`float`	Standard deviation weight for position.
`_std_weight_velocity`	`float`	Standard deviation weight for velocity.

Methods:

Name	Description
`initiate`	Creates a track from an unassociated measurement.
`predict`	Runs the Kalman filter prediction step.
`project`	Projects the state distribution to measurement space.
`multi_predict`	Runs the Kalman filter prediction step in a vectorized manner.
`update`	Runs the Kalman filter correction step.

Examples:

Create a Kalman filter and initialize a track

>>> kf = KalmanFilterXYWH()
>>> measurement = np.array([100, 50, 20, 40])
>>> mean, covariance = kf.initiate(measurement)
>>> print(mean)
>>> print(covariance)

The Kalman filter is initialized with an 8-dimensional state space (x, y, a, h, vx, vy, va, vh), where (x, y) represents the bounding box center position, 'a' is the aspect ratio, 'h' is the height, and their respective velocities are (vx, vy, va, vh). The filter uses a constant velocity model for object motion and a linear observation model for bounding box location.

Examples:

Initialize a Kalman filter for tracking:

>>> kf = KalmanFilterXYAH()

Source code in ultralytics/trackers/utils/kalman_filter.py

def __init__(self):
    """
    Initialize Kalman filter model matrices with motion and observation uncertainty weights.

    The Kalman filter is initialized with an 8-dimensional state space (x, y, a, h, vx, vy, va, vh), where (x, y)
    represents the bounding box center position, 'a' is the aspect ratio, 'h' is the height, and their respective
    velocities are (vx, vy, va, vh). The filter uses a constant velocity model for object motion and a linear
    observation model for bounding box location.

    Examples:
        Initialize a Kalman filter for tracking:
        >>> kf = KalmanFilterXYAH()
    """
    ndim, dt = 4, 1.0

    # 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.
    self._std_weight_position = 1.0 / 20
    self._std_weight_velocity = 1.0 / 160

initiate

initiate(measurement: np.ndarray) -> tuple

Create track from unassociated measurement.

Parameters:

Name	Type	Description	Default
`measurement`	`ndarray`	Bounding box coordinates (x, y, w, h) with center position (x, y), width, and height.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean vector (8 dimensional) and covariance matrix (8x8 dimensional) of the new track. Unobserved velocities are initialized to 0 mean.

Examples:

>>> kf = KalmanFilterXYWH()
>>> measurement = np.array([100, 50, 20, 40])
>>> mean, covariance = kf.initiate(measurement)
>>> print(mean)
[100.  50.  20.  40.   0.   0.   0.   0.]
>>> print(covariance)
[[ 4.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  4.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  4.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  4.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.25  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.25  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.25  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.25]]

Source code in ultralytics/trackers/utils/kalman_filter.py

def initiate(self, measurement: np.ndarray) -> tuple:
    """
    Create track from unassociated measurement.

    Args:
        measurement (ndarray): Bounding box coordinates (x, y, w, h) with center position (x, y), width, and height.

    Returns:
        (tuple[ndarray, ndarray]): Returns the mean vector (8 dimensional) and covariance matrix (8x8 dimensional)
            of the new track. Unobserved velocities are initialized to 0 mean.

    Examples:
        >>> kf = KalmanFilterXYWH()
        >>> measurement = np.array([100, 50, 20, 40])
        >>> mean, covariance = kf.initiate(measurement)
        >>> print(mean)
        [100.  50.  20.  40.   0.   0.   0.   0.]
        >>> print(covariance)
        [[ 4.  0.  0.  0.  0.  0.  0.  0.]
         [ 0.  4.  0.  0.  0.  0.  0.  0.]
         [ 0.  0.  4.  0.  0.  0.  0.  0.]
         [ 0.  0.  0.  4.  0.  0.  0.  0.]
         [ 0.  0.  0.  0.  0.25  0.  0.  0.]
         [ 0.  0.  0.  0.  0.  0.25  0.  0.]
         [ 0.  0.  0.  0.  0.  0.  0.25  0.]
         [ 0.  0.  0.  0.  0.  0.  0.  0.25]]
    """
    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

multi_predict

multi_predict(mean, covariance) -> tuple

Run Kalman filter prediction step (Vectorized version).

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The Nx8 dimensional mean matrix of the object states at the previous time step.	required
`covariance`	`ndarray`	The Nx8x8 covariance matrix of the object states at the previous time step.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean vector and covariance matrix of the predicted state. Unobserved velocities are initialized to 0 mean.

Examples:

>>> mean = np.random.rand(5, 8)  # 5 objects with 8-dimensional state vectors
>>> covariance = np.random.rand(5, 8, 8)  # 5 objects with 8x8 covariance matrices
>>> kf = KalmanFilterXYWH()
>>> predicted_mean, predicted_covariance = kf.multi_predict(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def multi_predict(self, mean, covariance) -> tuple:
    """
    Run Kalman filter prediction step (Vectorized version).

    Args:
        mean (ndarray): The Nx8 dimensional mean matrix of the object states at the previous time step.
        covariance (ndarray): The Nx8x8 covariance matrix of the object states at the previous time step.

    Returns:
        (tuple[ndarray, ndarray]): Returns the mean vector and covariance matrix of the predicted state. Unobserved
            velocities are initialized to 0 mean.

    Examples:
        >>> mean = np.random.rand(5, 8)  # 5 objects with 8-dimensional state vectors
        >>> covariance = np.random.rand(5, 8, 8)  # 5 objects with 8x8 covariance matrices
        >>> kf = KalmanFilterXYWH()
        >>> predicted_mean, predicted_covariance = kf.multi_predict(mean, covariance)
    """
    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

predict

predict(mean, covariance) -> tuple

Run Kalman filter prediction step.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The 8-dimensional mean vector of the object state at the previous time step.	required
`covariance`	`ndarray`	The 8x8-dimensional covariance matrix of the object state at the previous time step.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the mean vector and covariance matrix of the predicted state. Unobserved velocities are initialized to 0 mean.

Examples:

>>> kf = KalmanFilterXYWH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> predicted_mean, predicted_covariance = kf.predict(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def predict(self, mean, covariance) -> tuple:
    """
    Run Kalman filter prediction step.

    Args:
        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:
        (tuple[ndarray, ndarray]): Returns the mean vector and covariance matrix of the predicted state. Unobserved
            velocities are initialized to 0 mean.

    Examples:
        >>> kf = KalmanFilterXYWH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> predicted_mean, predicted_covariance = kf.predict(mean, covariance)
    """
    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

project

project(mean, covariance) -> tuple

Project state distribution to measurement space.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The state's mean vector (8 dimensional array).	required
`covariance`	`ndarray`	The state's covariance matrix (8x8 dimensional).	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the projected mean and covariance matrix of the given state estimate.

Examples:

>>> kf = KalmanFilterXYWH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> projected_mean, projected_cov = kf.project(mean, covariance)

Source code in ultralytics/trackers/utils/kalman_filter.py

def project(self, mean, covariance) -> tuple:
    """
    Project state distribution to measurement space.

    Args:
        mean (ndarray): The state's mean vector (8 dimensional array).
        covariance (ndarray): The state's covariance matrix (8x8 dimensional).

    Returns:
        (tuple[ndarray, ndarray]): Returns the projected mean and covariance matrix of the given state estimate.

    Examples:
        >>> kf = KalmanFilterXYWH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> projected_mean, projected_cov = kf.project(mean, covariance)
    """
    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

update

update(mean, covariance, measurement) -> tuple

Run Kalman filter correction step.

Parameters:

Name	Type	Description	Default
`mean`	`ndarray`	The predicted state's mean vector (8 dimensional).	required
`covariance`	`ndarray`	The state's covariance matrix (8x8 dimensional).	required
`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.	required

Returns:

Type	Description
`tuple[ndarray, ndarray]`	Returns the measurement-corrected state distribution.

Examples:

>>> kf = KalmanFilterXYWH()
>>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
>>> covariance = np.eye(8)
>>> measurement = np.array([0.5, 0.5, 1.2, 1.2])
>>> new_mean, new_covariance = kf.update(mean, covariance, measurement)

Source code in ultralytics/trackers/utils/kalman_filter.py

def update(self, mean, covariance, measurement) -> tuple:
    """
    Run Kalman filter correction step.

    Args:
        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:
        (tuple[ndarray, ndarray]): Returns the measurement-corrected state distribution.

    Examples:
        >>> kf = KalmanFilterXYWH()
        >>> mean = np.array([0, 0, 1, 1, 0, 0, 0, 0])
        >>> covariance = np.eye(8)
        >>> measurement = np.array([0.5, 0.5, 1.2, 1.2])
        >>> new_mean, new_covariance = kf.update(mean, covariance, measurement)
    """
    return super().update(mean, covariance, measurement)

📅 Created 1 year ago ✏️ Updated 2 months ago

Reference for ultralytics/trackers/utils/kalman_filter.py

ultralytics.trackers.utils.kalman_filter.KalmanFilterXYAH

gating_distance

initiate

multi_predict

predict

project

update

ultralytics.trackers.utils.kalman_filter.KalmanFilterXYWH

initiate

multi_predict

predict

project

update

Reference for `ultralytics/trackers/utils/kalman_filter.py`