Documente Academic
Documente Profesional
Documente Cultură
) ( ) (
2
1
exp ) (
1
x x x p
T
)
`
) ( ) (
2
1
exp ) | (
1
z x z x x z p
T
) ( ) (
1 1 1 1 1 new
z
+ + =
( )
1
1 1 new
+ =
Multivariate Gaussians:
CS373 - Programming a Robotic Car - Unit 2
Kalman Filter Prediciton - CS373 Unit 2 - Udacity
By Sebastian Thrun
Kalman & Stereo Vision Localization:
Stereo localization requires both cameras information at each time
step.
Kalman & Stereo Vision Localization:
There is a small time delay between the two cameras image
capturing. This time lag causes an error in estimation of object
position in Cartesian coordinates.
Non-linearity & Kalman Filter:
[Refer to Video1]
Python and Blender used for data acquisition which brings Physics engine to
generate exact trajectory.
Blender communicate with matlab over UDP protocol.
Non-linearity & Kalman Filter:
Extended Kalman Filter
Figures from CS-223 (Stanford)
Non-linearity & Kalman Filter:
Extended Kalman Filter
Figures from CS-223 (Stanford)
Non-linearity & Kalman Filter:
Extended Kalman Filter
Figures from CS-223 (Stanford)
Adaptive Kalman Filter:
Adaptive Fading Kalman Filter
Innovation based Adaptive Kalman Filter
Adaption
Non-linearity
Kalman
EKF
AEKF
AKF
Kalman Filter Categories
SV Results
Noise level 05 . 0 =
n
Noise level 5 . 0 =
n
original
Wiener filter NLM filter
Noisy
Image and Video de-noising:
Comparison
0
2
4
6
8
10
12
14
PSNR (db) PSNR (db)
Video de-noising:
Each pixel is replaced by 3D spatio-temporal weighted average of its
neighborhoods.
Motion estimation & Kalman Filter
Optical Flow Algorithms
Block Matching Algorithms
Full Search Algorithm (FSA)
Three Step Algorithm (TSA)
Four Step Algorithm (FSA)
Diamond Search Algorithm (DSA)
Adaptive Rood Pattern Search
Motion estimation & Kalman Filter
Why Kalman Filter?
Motion estimation inaccuracy when illumination is changed
Inaccuracy based on noise
The size of moving object may differ from searching region size
Fails in presence of occlusion
Motion estimation & Kalman Filter
2D Causal AR model:
B(m,n)
B(m,n-1)
B(m-1,n)
) , ( ) , 1 ( ) 1 , ( ) , (
) , ( ) , 1 ( ) 1 , ( ) , (
, , 10 , 01 ,
, , 10 , 01 ,
n m w n m v b n m v b n m v
n m w n m v a n m v a n m v
y i y i y i y i
x i x i x i x i
+ + =
+ + =
Motion estimation & Kalman Filter
State space representation :
(
(
(
(
+
(
(
(
(
(
(
(
(
=
(
(
(
(
0
0
) 1 , (
) , 1 (
) 1 , (
) , 1 (
*
0 1 0 0
0 0
0 0 0 1
0 0
) , 1 (
) , (
) , 1 (
) , (
,
,
,
,
11 01
11 01
,
,
,
,
q
q
n m v
n m v
n m v
n m v
b b
a a
n m v
n m v
n m v
n m v
x i
x i
x i
x i
x i
x i
x i
x i
(
(
(
(
+
(
(
(
(
=
(
=
0
0
) , 1 (
) , (
) , 1 (
) , (
*
0 1
0 0
0 0
0 1
) , (
) , (
,
,
,
,
,
,
r
r
n m v
n m v
n m v
n m v
n m v
n m v
z
x i
x i
x i
x i
y i
x i
(
(
(
(
(
=
0 0 0 0
0 0
0 0 0 0
0 0
2 2
2 2
q q
q q
Q
(
(
(
(
(
=
0 0 0 0
0 0
0 0 0 0
0 0
2 2
2 2
r r
r r
R
Motion estimation & Kalman Filter
Motion estimation & Kalman Filter
Motion estimation & Kalman Filter
Motion estimation & Kalman Filter
Motion estimation & Kalman Filter
Motion estimation & Kalman Filter
Green arrows show motion vectors
Red arrows show corrected motion vectors
Kalam uses corrected version of neighboring vectors if available
Motion estimation Results
[Refer to Video2]
Results are generated using the following approaches:
2D 3x3 spatial domain NLM
3D 3x3x3 spatio-temporal domain NLM
3D 5x3x3 spatio-temporal domain NLM
Motion estimation Results
[Refer to Video2]
Kalman Tracking for Robust pose estimation
Object Recognition
Object recognition requires set of 2D correspondences between
target image and video frame.
Robust RANSAC (RANdom SAmple Consensus) is used to robustly
estimate the pose against wrong matches.
Robust pose estimation brings an exhaustive computational cost.
Kalman Tracking for Robust pose estimation
Tracking
Feature points tracking
Tracking the region of search for matches.
Keep tracking of estimated pose after pose estimation process.
Keep tracking of inliers (best matches) found from RANSAC loop.
(My Contribution)
Kalman Tracking for Robust pose estimation
Pose estimation:
Point
Matching
RANSAC Loop
Video
Frame points
Target Points
M-estimator
(LSM)
Kalman tracker
Kalman Tracking for Robust pose estimation
Pose estimation:
[Refer to Video3]
Implementation
Programs are written with C++ using OpenCV library
C++ implementation of generic Kalman Filter algorithm
C++ implementation of Non-Local Means algorithm
C++ implementation of FSA Block Matching algorithm
C++ implementation of Wiener filter for image denoising
Matlab full implementation of Conventional, Extended , Adaptive Fading and
Innovation-based Adaptive Kalman filter
Will be available for download soon on
https://github.com/hamidb
Conclusion:
We studied Kalman Filter as an adaptive filter which can be applied for
Smoothing, prediction , filtering and tracking
Three main extensions of Kalman filter including conventional, extended
and adaptive
Kalman filter are reviewed.
Applying Kalman Filter in Video de-noising and compared the result with
other filters like Wiener filter
Applying Kalman filter in computer vision applications such as multiple view
geometry and pose estimation
References:
1. Dan Simon. Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches. Wiley-Interscience, 1
edition, August 2006.
2. S. Sangsuk-Iam and T. E. Bullock. Analysis of discrete time kalman filtering under incorrect noise
covariances. Automatic Control, IEEE Transactions
3. Qijun Xia, Ming Rao, Yiqun Ying, and Xuemin Shen. Adaptive fading kalman filter with an application.
Automatica
4. Buades, A., Coll, B., Morel, J.M.: A non-local algorithm for image denoising. In: IEEE Conference on
Computer Vision and Pattern Recognition (CVPR). (2005)
5. Buades, A., Coll, B., Morel, J.M.: Denoising image sequences does not require motion estimation. In: IEEE
International Conference on Advanced Video and Signal Based Surveillance. (2005)
6. Han, Yu Bing and Chen, Rushan: Efficient video denoising based on dynamic nonlocal means . Journal of
Image Vision Comput. (2012)
7. Chung-Ming Kuo; Chaur-Heh Hsieh; Yue-Dar Jou; Hsieh-Cheng Lin; Po-Chiang Lu, "Motion estimation for
video compression using Kalman filtering," Broadcasting, IEEE Transactions on , Jun 1996
8. Bazargani, H.; Omidi, E.; Talebi, H.A., "Adaptive Extended Kalman Filter for asynchronous shuttering error of
stereo vision localization," Robotics and Biomimetics (ROBIO), 2012 IEEE International Conference on , vol.,
no., pp.2254,2259, 11-14 Dec. 2012
9. Ruiz, V.; Fotopoulos, V.; Skodras, A.N.; Constantinides, A.G., "An 88-block based motion estimation using
Kalman filter," Image Processing, 1997.
10. Antoni Buades and Bartomeu Coll and Jean Michel Morel, On image denoising methods,Technical Note,
CMLA (Centre de Mathematiques et de Leurs Applications,(2004)
Thank you for your Attention.
http://www.slideshare.net/hamidbazargani/venn-
diagrams-29181371