A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models.
Hamza M. RuzayqatAimad Er-RaiyAlexandros BeskosDan CrisanAjay JasraNikolas KantasPublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- particle filter
- high dimensional state space
- observation model
- visual tracking
- particle filtering
- state estimation
- motion model
- appearance model
- object tracking
- state space
- mean shift
- kalman filter
- model selection
- multiple objects
- data association
- rao blackwellized particle filter
- search algorithm
- monte carlo
- probabilistic model