IEEE Transactions on Image Processing · 2007 · 62 citations · 21 references
ComputingComputer ScienceComputer VisionMachine VisionSensor FusionBayesian FilteringDigital SurveillanceKalman FilteringParticle FilteringTracking SystemsVisual TrackingAdaptive Particle FilteringHigh-dimensional State SpacesParticle Filter TrackingParticle FiltersProbability Density FunctionsRao-blackwellized Particle FilteringState VariablesTarget Tracking
Particle filters can become quite inefficient when being applied to a high-dimensional state space since a prohibitively large number of samples may be required to approximate the underlying density functions with desired accuracy. In this paper, by proposing an adaptive Rao-Blackwellized particle filter for tracking in surveillance, we show how to exploit the analytical relationship among state variables to improve the efficiency and accuracy of a regular particle filter. Essentially, the distributions of the linear variables are updated analytically using a Kalman filter which is associated with each particle in a particle filtering framework. Experiments and detailed performance analysis using both simulated data and real video sequences reveal that the proposed method results in more accurate tracking than a regular particle filter.
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Filtering via Simulation: Auxiliary Particle Filters
M. Pitt, Neil Shephard · Journal of the American Statistical Association · 1999 · 2.3K citations · Full text
Computing, Physics, Statistics +13