Interacting and annealing particle filters: mathematics and a recipe for applications
DOI10.1007/S10851-007-0007-8zbMATH Open1481.94015OpenAlexW1999055853MaRDI QIDQ2384124FDOQ2384124
Authors: 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
Recommendations
- The marginalized particle filter – analysis, applications and generalizations
- Particle Filters for Multiscale Diffusions
- scientific article; zbMATH DE number 1583959
- Particle Filters for Partially Observed Diffusions
- scientific article; zbMATH DE number 5280140
- On coupling particle filter trajectories
- A survey of convergence results on particle filtering methods for practitioners
- Particle Filtering Framework for a Class of Randomized Optimization Algorithms
- Algorithmic uniform rates of convergence for interacting particle filter
- A general theory of particle filters in hidden Markov models and some applications
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)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A probabilistic exclusion principle for tracking multiple objects
- A survey of convergence results on particle filtering methods for practitioners
- Annealed Feynman-Kac models
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
- 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
- Optimization by simulated annealing
- Sequential Monte Carlo Methods in Practice
- Smoothness priors analysis of time series
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stability of nonlinear filters in nonmixing case
- Stochastic processes and filtering theory
This page was built for publication: Interacting and annealing particle filters: mathematics and a recipe for applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2384124)