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⚡️ Speed up method KalmanFilterXYWH.update by 6% #42

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⚡️ Speed up method KalmanFilterXYWH.update by 6% #42

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8 changes: 4 additions & 4 deletions ultralytics/trackers/utils/kalman_filter.py
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Original file line number Diff line number Diff line change
Expand Up @@ -225,14 +225,14 @@ def update(self, mean: np.ndarray, covariance: np.ndarray, measurement: np.ndarr
"""
projected_mean, projected_cov = self.project(mean, covariance)

cov_update = np.dot(covariance, self._update_mat.T)
chol_factor, lower = scipy.linalg.cho_factor(projected_cov, lower=True, check_finite=False)
kalman_gain = scipy.linalg.cho_solve(
(chol_factor, lower), np.dot(covariance, self._update_mat.T).T, check_finite=False
).T
kalman_gain = scipy.linalg.cho_solve((chol_factor, lower), cov_update.T, check_finite=False, overwrite_b=True).T
innovation = measurement - projected_mean

new_mean = mean + np.dot(innovation, kalman_gain.T)
new_covariance = covariance - np.linalg.multi_dot((kalman_gain, projected_cov, kalman_gain.T))
cov_prod = np.matmul(kalman_gain, projected_cov)
new_covariance = covariance - np.matmul(cov_prod, kalman_gain.T)
return new_mean, new_covariance

def gating_distance(
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