let Kalman handle the missing measurements (bug #1380)

modules/video/src/kalman.cpp

@@ -171,6 +171,9 @@ cvKalmanPredict( CvKalman* kalman, const CvMat* control )
     /* P'(k) = temp1*At + Q */
     cvGEMM( kalman->temp1, kalman->transition_matrix, 1, kalman->process_noise_cov, 1,
                      kalman->error_cov_pre, CV_GEMM_B_T );
+    
+    /* handle the case when there will be measurement before the next predict */
+    cvCopy(kalman->state_pre, kalman->state_post);
 
     return kalman->state_pre;
 }
@@ -260,6 +263,9 @@ const Mat& KalmanFilter::predict(const Mat& control)
 
     // P'(k) = temp1*At + Q
     gemm(temp1, transitionMatrix, 1, processNoiseCov, 1, errorCovPre, GEMM_2_T);
+    
+    // handle the case when there will be measurement before the next predict.
+    statePre.copyTo(statePost);
 
     return statePre;
 }

samples/cpp/kalman.cpp

@@ -82,7 +82,8 @@ int main(int, char**)
             line( img, statePt, measPt, Scalar(0,0,255), 3, CV_AA, 0 );
             line( img, statePt, predictPt, Scalar(0,255,255), 3, CV_AA, 0 );
 
-            KF.correct(measurement);
+            if(theRNG().uniform(0,4) != 0)
+                KF.correct(measurement);
 
             randn( processNoise, Scalar(0), Scalar::all(sqrt(KF.processNoiseCov.at<float>(0, 0))));
             state = KF.transitionMatrix*state + processNoise;