pip install numpy opencv-python
Once we have installed the libraries, we can start implementing the Kalman filter algorithm.
Step 1: Initialize the Kalman Filter
The first step in implementing the Kalman filter is to initialize it. We need to define the state of the system, the measurement model, and the process model.
In our example, we will estimate the position of a moving object in a 2D space. We will define the state of the system as a vector of position and velocity:
