Continuous-time Particle Filtering for Latent Stochastic Differential Equations.
Ruizhi DengGreg MoriAndreas M. LehrmannPublished in: CoRR (2022)
Keyphrases
- particle filtering
- stochastic differential equations
- maximum a posteriori estimation
- particle filter
- brownian motion
- visual tracking
- dynamic bayesian networks
- kalman filter
- stochastic processes
- appearance model
- fractional brownian motion
- human motion
- object tracking
- additive gaussian noise
- differential equations
- stochastic process
- mean shift
- optimal control
- latent variables
- non stationary
- gaussian distribution
- long range
- diffusion process
- d objects
- learning algorithm