Maneuvering target tracking based on SDE driven by garch volatility.

Mohammadehsan Hajiramezanali Hamidreza Amindavar

Published in: SSP (2012)

Keyphrases

garch model
exchange rate
maneuvering target
particle filtering
target tracking
stock price
stock market
visual tracking
particle filter
real time
mean shift
multiresolution
object tracking
interacting multiple model
spatial and temporal