A semi-exact sequential Monte Carlo filtering algorithm in Hidden Markov Chains.
Yohan PetetinFrançois DesbouvriesPublished in: ISSPA (2012)
Keyphrases
- markov chain
- filtering algorithm
- sequential monte carlo
- importance sampling
- particle filter
- monte carlo
- transition probabilities
- state space
- visual tracking
- particle filtering
- median filter
- probabilistic automata
- posterior distribution
- markov chain monte carlo
- reinforcement learning
- bayesian inference
- least squares
- dynamic programming
- color images