Estimation Filters

Kalman and particle filters, linearization functions, and motion models

Sensor Fusion and Tracking Toolbox™ provides estimation filters that are optimized for specific scenarios, such as linear or nonlinear motion models, linear or nonlinear measurement models, or incomplete observability.

Functions

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trackingKFLinear Kalman filter for object tracking
trackingEKFExtended Kalman filter for object tracking
trackingUKFUnscented Kalman filter for object tracking
trackingABFAlpha-beta filter for object tracking
trackingCKFCubature Kalman filter for object tracking
trackingIMMInteracting multiple model (IMM) filter for object tracking
trackingGSFGaussian-sum filter for object tracking
trackingPFParticle filter for object tracking
trackingMSCEKFExtended Kalman filter for object tracking in modified spherical coordinates (MSC)
ggiwphd Gamma Gaussian Inverse Wishart (GGIW) PHD filter
gmphdGaussian mixture (GM) PHD filter

trackingKF

initcvkfCreate constant-velocity linear Kalman filter from detection report
initcakfCreate constant-acceleration linear Kalman filter from detection report

trackingEKF

initcvekfCreate constant-velocity extended Kalman filter from detection report
initcaekfCreate constant-acceleration extended Kalman filter from detection report
initctekfCreate constant turn-rate extended Kalman filter from detection report
initapekfConstant velocity angle-parameterized EKF initialization
initrpekfConstant velocity range-parameterized EKF initialization
initsingerekfSinger acceleration trackingEKF initialization

trackingUKF

initcvukfCreate constant-velocity unscented Kalman filter from detection report
initcaukfCreate constant-acceleration unscented Kalman filter from detection report
initctukfCreate constant turn-rate unscented Kalman filter from detection report

trackingABF

initcvabfCreate constant velocity tracking alpha-beta filter from detection report
initcaabfCreate constant acceleration alpha-beta tracking filter from detection report

trackingCKF

initcvckfCreate constant velocity tracking cubature Kalman filter from detection report
initcackfCreate constant acceleration tracking cubature Kalman filter from detection report
initctckfCreate constant turn rate tracking cubature Kalman filter from detection report

trackingIMM

initekfimmInitialize trackingIMM object

trackingPF

initcvpfCreate constant velocity tracking particle filter from detection report
initcapfCreate constant acceleration tracking particle filter from detection report
initctpfCreate constant turn rate tracking particle filter from detection report

trackingMSCEKF

initcvmscekfConstant velocity trackingMSCEKF initialization

ggiwphd

initcvggiwphdCreate constant velocity ggiwphd filter
initcaggiwphdCreate constant acceleration ggiwphd filter
initctggiwphdCreate constant turn-rate ggiwphd filter

gmphd

initcvgmphdCreate constant velocity gmphd filter
initcagmphdCreate constant acceleration gmphd filter
initctgmphdCreate constant turn-rate gmphd filter
initctrectgmphdCreate constant turn-rate rectangular target gmphd filter

Constant Velocity Model

constvelConstant velocity state update
constveljacJacobian for constant-velocity motion
constvelmscConstant velocity (CV) motion model in MSC frame
constvelmscjacJacobian of constant velocity (CV) motion model in MSC frame
cvmeasMeasurement function for constant velocity motion
cvmeasjacJacobian of measurement function for constant velocity motion
cvmeasmscMeasurement based on constant velocity (CV) model in MSC frame
cvmeasmscjacJacobian of measurement using constant velocity (CV) model in MSC frame

Constant Acceleration Model

constaccConstant-acceleration motion model
constaccjacJacobian for constant-acceleration motion
cameasMeasurement function for constant-acceleration motion
cameasjacJacobian of measurement function for constant-acceleration motion

Singer Acceleration Model

singerSinger acceleration motion model
singerjacJacobian of Singer acceleration motion model
singermeasMeasurement function for Singer acceleration motion model
singermeasjacJacobian of measurement function for Singer acceleration motion model
singerProcessNoiseProcess noise matrix for Singer acceleration model

Constant Turn-Rate Model

constturnConstant turn-rate motion model
constturnjacJacobian for constant turn-rate motion
ctmeasMeasurement function for constant turn-rate motion
ctmeasjacJacobian of measurement function for constant turn-rate motion

Rectangular Object Model for gmphd

ctrectConstant turn-rate rectangular target motion model
ctrectjacJacobian of constant turn-rate rectangular target motion model
ctrectmeasConstant turn-rate rectangular target measurement model
ctrectmeasjacJacobian of constant turn-rate rectangular target measurement model
ctrectcornersCorner measurements of constant turn-rate rectangular target

Switch Motion Model

switchimmModel conversion function for trackingIMM object

Topics

Introduction to Estimation Filters

General review of estimation filters provided in the toolbox.

Linear Kalman Filters

Estimate and predict object motion using a Linear Kalman filter.

Extended Kalman Filters

Estimate and predict object motion using an extended Kalman filter.

Featured Examples

Tracking Maneuvering Targets

Tracking Maneuvering Targets

Track maneuvering targets using various tracking filters. The example shows the difference between filters that use a single motion model and multiple motion models.

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Tracking with Range-Only Measurements

Tracking with Range-Only Measurements

Illustrates the use of particle filters and Gaussian-sum filters to track a single object using range-only measurements.

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Passive Ranging Using a Single Maneuvering Sensor

Passive Ranging Using a Single Maneuvering Sensor

Illustrates how to track targets using passive angle-only measurements from a single sensor. Passive angle-only measurements contain azimuth and elevation of a target with respect to the sensor. The absence of range measurements makes the problem challenging as the targets to be tracked are fully observable only under certain conditions.

Open Script

Sensor Fusion and Tracking Toolbox Documentation

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