Biologically inspired rule-based multiset programming paradigm for soft-computing
Proceedings of the 1st conference on Computing frontiers
Particle filters for maneuvering target tracking problem
Signal Processing
Robust line tracking using a particle filter for camera pose estimation
Proceedings of the ACM symposium on Virtual reality software and technology
Simulation-based optimal sensor scheduling with application to observer trajectory planning
Automatica (Journal of IFAC)
Learning and inferring transportation routines
Artificial Intelligence
Performance comparison of EKF and particle filtering methods for maneuvering targets
Digital Signal Processing
Fast Ego-motion Estimation with Multi-rate Fusion of Inertial and Vision
International Journal of Robotics Research
Global sampling for sequential filtering over discrete state space
EURASIP Journal on Applied Signal Processing
Multilevel mixture Kalman filter
EURASIP Journal on Applied Signal Processing
EURASIP Journal on Applied Signal Processing
Bearings-only tracking of manoeuvring targets using particle filters
EURASIP Journal on Applied Signal Processing
Particle filtering applied to musical tempo tracking
EURASIP Journal on Applied Signal Processing
Brief paper: Risk-sensitive filtering for jump Markov linear systems
Automatica (Journal of IFAC)
Robotics and Autonomous Systems
Learning and Inferring Motion Patterns using Parametric Segmental Switching Linear Dynamic Systems
International Journal of Computer Vision
International Journal of Approximate Reasoning
Face detection and tracking using a Boosted Adaptive Particle Filter
Journal of Visual Communication and Image Representation
Variance reduction techniques in particle-based visual contour tracking
Pattern Recognition
Particle Filter SLAM with High Dimensional Vehicle Model
Journal of Intelligent and Robotic Systems
Using the marginalised particle filter for real-time visual-inertial sensor fusion
ISMAR '08 Proceedings of the 7th IEEE/ACM International Symposium on Mixed and Augmented Reality
Data-driven MCMC for learning and inference in switching linear dynamic systems
AAAI'05 Proceedings of the 20th national conference on Artificial intelligence - Volume 2
Stochastic modeling and particle filtering algorithms for tracking a frequency-hopped signal
IEEE Transactions on Signal Processing
Variance reduction for particle filters of systems with time scale separation
IEEE Transactions on Signal Processing
IEEE Transactions on Information Theory
Stochastic filtering in jump systems with state dependent mode transitions
ACC'09 Proceedings of the 2009 conference on American Control Conference
Automatica (Journal of IFAC)
Extension particle filtering algorithm for state and parameter estimation in dynamic control process
CCDC'09 Proceedings of the 21st annual international conference on Chinese Control and Decision Conference
Real time face tracking by genetic particle filter
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Ambulatory Hip Angle Estimation using Gaussian Particle Filter
Journal of Signal Processing Systems
A fixed-lag particle smoother for blind SISO equalization of time-varying channels
IEEE Transactions on Wireless Communications
Interacting MCMC particle filter for tracking maneuvering target
Digital Signal Processing
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Brief paper: A maximum-likelihood Kalman filter for switching discrete-time linear systems
Automatica (Journal of IFAC)
IEEE Transactions on Communications
Acoustic sensor-based multiple object tracking with visual information association
EURASIP Journal on Advances in Signal Processing
A new state estimation method for chaotic signals: Map-particle filter method
Expert Systems with Applications: An International Journal
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Map-Based multiple model tracking of a moving object
RoboCup 2004
Multiple model target tracking with variable rate particle filters
Digital Signal Processing
On accurate localization and uncertain sensors
International Journal of Intelligent Systems
Hybrid metaheuristic particle filters for stochastic volatility estimation
Proceedings of the 14th annual conference on Genetic and evolutionary computation
An information retrieval approach to identifying infrequent events in surveillance video
Proceedings of the 3rd ACM conference on International conference on multimedia retrieval
Study on image retrieval system base on multi-objective and multi-instance learning
International Journal of Wireless and Mobile Computing
Navigation algorithm for WSN mobile node on MH particle filtering improvement
International Journal of Sensor Networks
An experimental validation of a novel clustering approach to PWARX identification
Engineering Applications of Artificial Intelligence
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
Statistics and Computing
Hi-index | 35.76 |
Jump Markov linear systems (JMLS) are linear systems whose parameters evolve with time according to a finite state Markov chain. In this paper, our aim is to recursively compute optimal state estimates for this class of systems. We present efficient simulation-based algorithms called particle filters to solve the optimal filtering problem as well as the optimal fixed-lag smoothing problem. Our algorithms combine sequential importance sampling, a selection scheme, and Markov chain Monte Carlo methods. They use several variance reduction methods to make the most of the statistical structure of JMLS. Computer simulations are carried out to evaluate the performance of the proposed algorithms. The problems of on-line deconvolution of impulsive processes and of tracking a maneuvering target are considered. It is shown that our algorithms outperform the current methods