Feedback Particle Filter for a Continuous-Time Markov Chain.
Tao YangPrashant G. MehtaSean P. MeynPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- markov chain
- particle filter
- state space
- visual tracking
- particle filtering
- importance sampling
- markov process
- monte carlo
- object tracking
- markov processes
- random walk
- monte carlo method
- transition probabilities
- kalman filter
- state estimation
- stationary distribution
- appearance model
- posterior density
- multiple objects
- mean shift
- likelihood function
- transition matrix
- reinforcement learning
- data association
- observation model
- dynamic programming
- markov chain monte carlo
- motion model
- optimal policy
- proposal distribution
- dynamical systems
- computer vision
- closed form
- rao blackwellized particle filter
- bayesian inference
- optical flow