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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 (Since R2019a)
gmphdGaussian mixture (GM) PHD filter (Since R2019b)

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
initsingerekfSinger acceleration trackingEKF initialization (Since R2020b)

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
initcvimmIMM initialization with two constant velocity models (Since R2023b)

trackingGSF

initapekfConstant velocity angle-parameterized EKF initialization
initrpekfConstant velocity range-parameterized EKF initialization

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 (Since R2019a)
initcaggiwphdCreate constant acceleration ggiwphd filter (Since R2019a)
initctggiwphdCreate constant turn-rate ggiwphd filter (Since R2019a)

gmphd

initcvgmphdCreate constant velocity gmphd filter (Since R2019b)
initcagmphdCreate constant acceleration gmphd filter (Since R2019b)
initctgmphdCreate constant turn-rate gmphd filter (Since R2019b)
initctrectgmphdCreate constant turn-rate rectangular target gmphd filter (Since R2019b)

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 (Since R2020b)
singerjacJacobian of Singer acceleration motion model (Since R2020b)
singermeasMeasurement function for Singer acceleration motion model (Since R2020b)
singermeasjacJacobian of measurement function for Singer acceleration motion model (Since R2020b)
singerProcessNoiseProcess noise matrix for Singer acceleration model (Since R2020b)

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 (Since R2019b)
ctrectjacJacobian of constant turn-rate rectangular target motion model (Since R2019b)
ctrectmeasConstant turn-rate rectangular target measurement model (Since R2019b)
ctrectmeasjacJacobian of constant turn-rate rectangular target measurement model (Since R2019b)
ctrectcornersCorner measurements of constant turn-rate rectangular target

Switch Motion Model

switchimmModel conversion function for trackingIMM object
trackingFilterTunerTracking filter tuner (Since R2022b)
tunableFilterPropertiesDefinition of tunable properties of filter (Since R2022b)

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