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
| def initiate(self, measurement): """ Create track from unassociated measurement.
Args: measurement (ndarray): Bounding box coordinates (x, y, a, h) with center position (x, y), aspect ratio a, and height h.
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[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
def predict(self, mean, covariance): """ 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: The mean vector and covariance matrix of the predicted state. Unobserved velocities are initialized to 0 mean. """ 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
def project(self, mean, covariance): """ 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: The projected mean and covariance matrix of the given state estimate. """ 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
def multi_predict(self, mean, covariance): """ 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 dimensional covariance matrics of the object states at the previous time step.
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[:, 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 = [] for i in range(len(mean)): motion_cov.append(np.diag(sqr[i])) 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.
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: 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. Args: 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. metric (str): Metric type, 'gaussian' or 'maha'.
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) squared_maha = np.sum(z * z, axis=0) return squared_maha else: raise ValueError('invalid distance metric')
|