Multilevel particle filters for Lévy-driven stochastic differential equations.
Ajay JasraKody J. H. LawPrince Peprah OseiPublished in: Stat. Comput. (2019)
Keyphrases
- particle filter
- stochastic differential equations
- fractional brownian motion
- particle filtering
- visual tracking
- object tracking
- long range
- non stationary
- kalman filter
- motion model
- brownian motion
- maximum a posteriori estimation
- monte carlo
- mean shift
- appearance model
- state space
- fractal dimension
- bayesian inference
- additive gaussian noise
- stochastic process
- random fields
- higher order
- video sequences