Interacting and annealing particle filters: mathematics and a recipe for applications
From MaRDI portal
Publication:2384124
DOI10.1007/s10851-007-0007-8zbMath1481.94015OpenAlexW1999055853MaRDI QIDQ2384124
Juergen Gall, Christoph Schnörr, Bodo Rosenhahn, Hans-Peter Seidel, Juergen Potthoff
Publication date: 20 September 2007
Published in: Journal of Mathematical Imaging and Vision (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11858/00-001M-0000-0027-13C7-D
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Machine vision and scene understanding (68T45) Basic methods in statistical mechanics (82M99)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
- Annealed Feynman-Kac models
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stability of nonlinear filters in nonmixing case
- A probabilistic exclusion principle for tracking multiple objects
- Smoothness priors analysis of time series
- Stochastic processes and filtering theory
- Sequential Monte Carlo Methods in Practice
- A survey of convergence results on particle filtering methods for practitioners
- Monte Carlo sampling methods using Markov chains and their applications
- Nonlinear Bayesian estimation using Gaussian sum approximations
- On the stability of interacting processes with applications to filtering and genetic algorithms