Particle Filtering of Stochastic Volatility Modeled With Leverage.
Petar M. DjuricMahsiul KhanDouglas E. JohnstonPublished in: IEEE J. Sel. Top. Signal Process. (2012)
Keyphrases
- particle filtering
- visual tracking
- particle filter
- metropolis hastings
- contour tracking
- object tracking
- human motion
- bayesian filtering
- mean shift
- human body tracking
- monte carlo
- kalman filter
- human motion capture
- kalman filtering
- importance sampling
- ego motion estimation
- video tracking
- stock market
- robust object tracking
- conditional density
- dynamic bayesian networks
- swarm intelligent
- state estimation
- appearance model
- observation model
- sequential monte carlo
- multiple targets
- video sequences
- image sequences
- data association
- image segmentation