Multilevel particle filters for the non-linear filtering problem in continuous time.
Ajay JasraFangyuan YuJeremy HengPublished in: Stat. Comput. (2020)
Keyphrases
- particle filter
- bayesian filtering
- state space
- particle filtering
- visual tracking
- object tracking
- multiple object tracking
- kalman filter
- monte carlo
- sequential monte carlo
- motion model
- appearance model
- importance sampling
- mean shift
- state estimation
- likelihood function
- proposal distribution
- markov chain
- quasi monte carlo
- observation model
- abrupt motion
- multi target tracking
- robust tracking
- tracking framework
- dynamical systems
- dynamic programming
- multiple targets
- markov chain monte carlo
- data association
- color histogram
- multiple objects