Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis.
Yohan PetetinFrançois DesbouvriesPublished in: Stat. Comput. (2013)
Keyphrases
- particle filter
- dynamic programming
- optimal solution
- kalman filter
- learning algorithm
- target tracking
- rao blackwellized particle filter
- multiple hypotheses
- expectation maximization
- state estimation
- objective function
- asymptotic analysis
- particle filtering
- visual tracking
- search space
- observation model
- appearance model
- maximum likelihood