O'Reilly book clarification on 2D linear system
The Oreilly book "Learning OpenCV" states at page 356 :
Quote
Before we get totally lost, let’s consider a particular re开发者_JAVA技巧alistic situation of taking measurements on a car driving in a parking lot. We might imagine that the state of the car could be summarized by two position variables, x and y, and two velocities, vx and vy. These four variables would be the elements of the state vector xk. Th is suggests that the correct form for F is:
x = [ x; y; vx; vy; ]k F = [ 1, 0, dt, 0; 0, 1, 0, dt; 0, 0, 1, 0; 0, 0, 0, 1; ]
It seems natural to put 'dt' just there in the F matrix but I just don't get why. What if I have a n states system, how would I spray some "dt" in the F matrix?
The dt
s are coefficients of the velocities with the corresponding positions. If you write your state update after time dt
has elapsed:
x(t+dt) = x(t) + dt * vx(t)
y(t+dt) = y(t) + dt * vy(t)
vx(t+dt) = vx(t)
vy(t+dt) = vy(t)
You can read F
off of these equations pretty easily.
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