Given a stream of noisy input data, the Kalman filter provides statisically optimal estimations of the states of a system. The implementation here demonstrates a real-time tracking system using Kalman filter. The green cross presents an optimal estiation of the mouse input postion (the red square), while adding measurement error in the range of [-50, 50] pixels.
The graphic interface uses OpenGL libraries.
Tracking a point:
Tracking trajectory:
Compile the source using gcc:
g++ main.cpp -o main -lglut
Run demo
./main