Adaptive online variance estimation in particle filters: the ALVar estimator.
Alessandro MastrototaroJimmy OlssonPublished in: Stat. Comput. (2023)
Keyphrases
- importance sampling
- particle filter
- variance estimator
- variance reduction
- state estimation
- monte carlo
- particle filtering
- estimation problems
- kalman filter
- visual tracking
- estimation error
- observation model
- decision directed
- object tracking
- unbiased estimator
- state space
- markov chain
- quasi monte carlo
- sequential monte carlo
- extended kalman filter
- bayesian filtering
- mean shift
- likelihood function
- estimation algorithm
- multiple object tracking
- maximum likelihood
- search space
- abrupt motion
- sample size
- proposal distribution
- approximate inference
- data association
- robust tracking
- appearance model
- multiple objects
- robot soccer
- least squares