Particle Filter methods are one of the dominant tracking paradigms due to its ability to handle non-gaussian processes, multimodality and temporal consistency. Traditionally, the e...
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Particle filtering is an approach to Bayesian estimation of intractable posterior distributions from time series signals distributed by non-Gaussian noise. A couple of variant par...