I am working on a project in Object Tracking, i.e. need to predict the location of next bounding box.
I used a Hungarian algorithm with a Kalman Filter which produced decent results. However, lots of the times detector has FP or FN detections (i.e. noise in the sensor) which limits Kalman's predictions.
I was thinking to apply Kalman filter in the backward time direction, similar to bidirectional recurrent neural networks. This way it would utilize information in the future, of course compromising on some latency. This way we would have 2 filters, one in forward direction 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.