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Simple Kalman filter for tracking using OpenCV 2.2 [w/ code]

I wanted to put up a quick note on how to use Kalman Filters in OpenCV 2.2 with the C++ API, because all I could find online was using the old C API. Plus the kalman.cpp example that ships with OpenCV is kind of crappy and really doesn’t explain how to use the Kalman Filter.
I’m no expert on Kalman filters though, this is just a quick hack I got going as a test for a project. It worked, so I’m posting the results.