Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
We propose a new particle filter that incorporates a model of costs when generating particles. The approach is motivated by the observation that the costs of accidentally not trac...
In particle filter?based visual trackers, dynamic velocity components are typically incorporated into the state update equations. In these cases, there is a risk that the uncertai...
Andrew D. Bagdanov, Alberto Del Bimbo, Fabrizio Di...
— Particle filters have recently been applied with great success to mobile robot localization. This success is mostly due to their simplicity and their ability to represent arbi...
In this paper, we address the problem of enhancement of a noisy GARCH process using a particle filter. We compare our approach experimentally to a previously developed recursive ...