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A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models.
Hamza M. Ruzayqat
Aimad Er-Raiy
Alexandros Beskos
Dan Crisan
Ajay Jasra
Nikolas Kantas
Published in:
CoRR (2021)
Keyphrases
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particle filter
high dimensional state space
visual tracking
object tracking
observation model
particle filtering
state estimation
state space
mean shift
monte carlo
kalman filter
motion model
bayesian inference
markov chain monte carlo
rao blackwellized particle filter
appearance model
model selection