Related papers: CPHD filter derivation for extended targets
The purpose of this article is to present my new proof of the the construction and the convergence theorem of spectral sequences of filtered complexes, which is much shorter and cleaner than the "standard" proof.
The family of pointillist multitarget tracking filters is defined to be the class of filters that is characterized by a joint target-measurement finite point process. The probability generating functional (PGFL) of the joint process is…
Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior…
In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved.…
We propose a new framework that extends the standard Probability Hypothesis Density (PHD) filter for multiple targets having $N\geq2$ different types based on Random Finite Set theory, taking into account not only background clutter, but…
This paper addresses distributed multi-target tracking (DMTT) over a network of sensors having different fields-of-view (FoVs). Specifically, a cardinality probability hypothesis density (CPHD) filter is run at each sensor node. Due to the…
This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…
We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To…
For an abelian category C and a filtrant preordered set Lambda, we prove that the derived category of the quasi-abelian category of filtered objects in C indexed by Lambda is equivalent to the derived category of the abelian category of…
Particle filters are not compatible with automatic differentiation due to the presence of discrete resampling steps. While known estimators for the score function, based on Fisher's identity, can be computed using particle filters, up to…
Differentiable particle filters combine the flexibility of neural networks with the probabilistic nature of sequential Monte Carlo methods. However, traditional approaches rely on the availability of labelled data, i.e., the ground truth…
Recent work has suggested enhancing Bloom filters by using a pre-filter, based on applying machine learning to model the data set the Bloom filter is meant to represent. Here we model such learned Bloom filters, clarifying what guarantees…
This paper examines the impact of approximation steps that become necessary when particle filters are implemented on resource-constrained platforms. We consider particle filters that perform intermittent approximation, either by subsampling…
Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in the calculation of smoothed distributions, where particles…
In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…
DP-means clustering was obtained as an extension of $K$-means clustering. While it is implemented with a simple and efficient algorithm, it can estimate the number of clusters simultaneously. However, DP-means is specifically designed for…
Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…
We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…
By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…
The goal of this paper is guided image filtering, which emphasizes the importance of structure transfer during filtering by means of an additional guidance image. Where classical guided filters transfer structures using hand-designed…