A jump-diffusion particle filter for price prediction.
Myrsini NtemiConstantine KotropoulosPublished in: Signal Process. (2021)
Keyphrases
- particle filter
- visual tracking
- particle filtering
- object tracking
- state estimation
- state space
- kalman filter
- monte carlo
- likelihood function
- motion model
- observation model
- robust visual tracking
- multiple hypotheses
- mean shift
- appearance model
- multiple objects
- data association
- importance sampling
- face tracking
- target tracking
- robust tracking
- multiple object tracking
- rao blackwellized particle filter
- articulated body
- moving object tracking
- multiple hypothesis
- abrupt motion
- multiple targets
- reinforcement learning
- proposal distribution
- mobile robot
- multiple target tracking