Interacting and annealing particle filters: mathematics and a recipe for applications

DOI10.1007/S10851-007-0007-8zbMATH Open1481.94015OpenAlexW1999055853MaRDI QIDQ2384124FDOQ2384124

Juergen Gall, Christoph Schnörr, Bodo Rosenhahn, Hans-Peter Seidel, Jürgen 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

zbMATH Keywords

particle filteringinteracting particle systemsmotion captureannealing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Estimation and detection in stochastic control theory (93E10) Machine vision and scene understanding (68T45) Basic methods in statistical mechanics (82M99)

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• On the stability of interacting processes with applications to filtering and genetic algorithms
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• A survey of convergence results on particle filtering methods for practitioners
• Nonlinear Bayesian estimation using Gaussian sum approximations
• A probabilistic exclusion principle for tracking multiple objects
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Stability of nonlinear filters in nonmixing case
• Annealed Feynman-Kac models

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