TY - GEN
T1 - Particle algorithms for filtering in high dimensional state spaces
T2 - 36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011
AU - Mihaylova, Lyudmila
AU - Carmi, Avishy
PY - 2011/8/18
Y1 - 2011/8/18
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 - Markov chain Monte Carlo methods (MCMC)
KW - group object tracking
KW - high dimensional systems
KW - nonlinear estimation
KW - sequential Monte Carlo methods
UR - http://www.scopus.com/inward/record.url?scp=80051658436&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2011.5947712
DO - 10.1109/ICASSP.2011.5947712
M3 - Conference contribution
AN - SCOPUS:80051658436
SN - 9781457705397
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 5932
EP - 5935
BT - 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings
Y2 - 22 May 2011 through 27 May 2011
ER -