code: def __init__(self, dim_x, dim_z):
      self.dim_x = dim_x
      self.dim_z = dim_z
      self.x = zeros((dim_x, 1))
      self.P = eye(dim_x)
      self.Q = eye(dim_x)
      self.F = eye(dim_x)
      self.H = zeros((dim_z, dim_x))
      self.R = eye(dim_z)
      self.M = zeros((dim_z, dim_z))
  
      self._I = eye(dim_x)
  
imports: import numpy
  from numpy import dot, zeros, eye
  from numpy.linalg import inv
label_desc: Use image node_id 1 to create a new OCSORTKalmanFilter object  with example: obj = OCSORTKalmanFilter(dim_x, dim_z)