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A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

Methodology · Statistics 2017-03-24 Flávio Eler De Melo , Simon Maskell , Matteo Fasiolo , Fred Daum

The robust estimation of dynamically changing features, such as the position of prey, is one of the hallmarks of perception. On an abstract, algorithmic level, nonlinear Bayesian filtering, i.e. the estimation of temporally changing signals…

Neurons and Cognition · Quantitative Biology 2022-01-05 Anna Kutschireiter , Simone Carlo Surace , Henning Sprekeler , Jean-Pascal Pfister

Tracking multiple particles in noisy and cluttered scenes remains challenging due to a combinatorial explosion of trajectory hypotheses, which scales super-exponentially with the number of particles and frames. The transformer architecture…

Machine Learning · Statistics 2025-06-12 Piyush Mishra , Philippe Roudot

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Accurate and robust tracking of surrounding road participants plays an important role in autonomous driving. However, there is usually no prior knowledge of the number of tracking targets due to object emergence, object disappearance and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-03 Jiachen Li , Wei Zhan , Masayoshi Tomizuka

Using Bayesian transfer learning, we develop a particle filter approach for tracking a nonlinear dynamical model in a dual-tracking system where intensities of measurement noise for both sensors are asymmetric. The densities for Bayesian…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Omar A. Alotaibi , Brian L. Mark , Mohammad Reza Fasihi

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-05-13 Mohamed Nagy , Naoufel Werghi , Bilal Hassan , Jorge Dias , Majid Khonji

This paper presents a performance comparison of different estimation and prediction techniques applied to the problem of tracking multiple robots. The main performance criteria are the magnitude of the estimation or prediction error, the…

Robotics · Computer Science 2026-02-18 Jose Luis Peralta-Cabezas , Miguel Torres-Torriti , Marcelo Guarini-Hermann

Multi-Target Tracking (MTT) is foundational for radar, defense, and autonomous systems, where tracking accuracy directly affects decision-making and safety. For linear systems with Gaussian process and measurement noise, the Kalman filter…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

In the following article we develop a particle filter for approximating Feynman-Kac models with indicator potentials. Examples of such models include approximate Bayesian computation (ABC) posteriors associated with hidden Markov models…

Computation · Statistics 2013-04-02 Ajay Jasra , Anthony Lee , Christopher Yau , Xiaole Zhang

The Poisson multi-Bernoulli mixture (PMBM) filter is conjugate prior composed of the union of a Poisson point process (PPP) and a multi-Bernoulli mixture (MBM). In this paper, a new PMBM filter for tracking multiple targets with randomly…

Systems and Control · Computer Science 2019-04-09 Guchong Li

Particle filters are a powerful and flexible tool for performing inference on state-space models. They involve a collection of samples evolving over time through a combination of sampling and re-sampling steps. The re-sampling step is…

Computation · Statistics 2017-03-17 Deborshee Sen , Alexandre Thiery , Ajay Jasra

Bayesian estimation with an explicit transitional prior is required for a tracking algorithm to be embedded in most multi-target tracking frameworks. This paper describes a novel approach capable of tracking maneuvering spacecraft with an…

Systems and Control · Electrical Eng. & Systems 2024-10-25 Enrico M. Zucchelli , Brandon A. Jones

State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…

Signal Processing · Electrical Eng. & Systems 2022-07-05 Karthik Comandur , Yunpeng Li , Santosh Nannuru

In millimeter-wave (mmWave) systems, beamforming is needed to overcome harsh channel environments. As a promising beamforming solution, lens antenna array (LAA) implementation can provide a cost-effective solution without notable…

Signal Processing · Electrical Eng. & Systems 2020-11-03 Liza Afeef , Murat Karabacak , Hüseyin Arslan

We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics which are invariant for a broad class of state-space models.…

Computation · Statistics 2021-04-26 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

Filtering point targets in highly cluttered and noisy data frames can be very challenging, especially for complex target motions. Fixed motion models can fail to provide accurate predictions, while learning based algorithm can be difficult…

Computer Vision and Pattern Recognition · Computer Science 2019-02-21 Mehryar Emambakhsh , Alessandro Bay , Eduard Vazquez

Target tracking using observations from multiple sensors can achieve better estimation performance than a single sensor. The most famous estimation tool in target tracking is Kalman filter. There are several mathematical approaches to…

Systems and Control · Computer Science 2013-07-12 Sayed Amir Hoseini , Mohammad Reza Ashraf

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch
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