Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
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TY - CHAP
T1 - Particle algorithms for filtering in high dimensional state space : a case study in group object tracking.
AU - Mihaylova, Lyudmila
AU - Carmi, Avishy
PY - 2011/5/24
Y1 - 2011/5/24
N2 - We briefly present the current state-of-the-art approaches for group and extended object tracking with an emphasis on particle methods which have high potential to handle complex structured scenarios. The big dimensionality attributed to the group tracking problem poses a major difficulty to particle filters (PFs). This in turn has motivated researchers to devise many alternatives and variants over the past decade. In this work, we corroborate and extend a single promising direction for alleviating the dimensionality problem. Our derived scheme endows a recently introduced Markov chain Monte Carlo (MCMC) PF algorithm with an improved proposal distribution. We demonstrate the performance of our approach using a nonlinear system with up to 40 states.
AB - We briefly present the current state-of-the-art approaches for group and extended object tracking with an emphasis on particle methods which have high potential to handle complex structured scenarios. The big dimensionality attributed to the group tracking problem poses a major difficulty to particle filters (PFs). This in turn has motivated researchers to devise many alternatives and variants over the past decade. In this work, we corroborate and extend a single promising direction for alleviating the dimensionality problem. Our derived scheme endows a recently introduced Markov chain Monte Carlo (MCMC) PF algorithm with an improved proposal distribution. We demonstrate the performance of our approach using a nonlinear system with up to 40 states.
KW - nonlinear estimation
KW - sequential Monte Carlo methods
KW - Markov chain Monte Carlo methods (MCMC)
KW - high dimensional systems
KW - group object tracking
M3 - Chapter
SN - 978-1-4577-0537-3
SP - 5932
EP - 5935
BT - Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
PB - IEEE
CY - Prague
ER -