"Bidirectional" Kalman Filter

[anuar12]

Hi,

Thanks for great and simple code, used it and it worked beautifully!

I was thinking to improve the tracking even further yet having real-time speed as it's a requirement in my project. Specifically, the main problem in my pipeline (and in general with CNNs) is there will be some noise in the image and detections will either be FPs or FNs.

I was thinking to add a backwards Kalman Filter which is similar to the Bidirectional Recurrent Neural Networks. This way we would have 2 filters, one in forward direction (as in SORT) and another in backward both of which would predict a current location and two results will be merged using another simple method. From my understanding of Kalman filters it would only be possible to have a backward filter only if I were to recompute the full state at every sequence step given next n states.

What do you think?

[anuar12]

Sorry I realized what I was talking about is called smoothing, specifically what I am looking for is "fixed-lag smoother" and "RTS smoother" in the literature.