Stochastic approximation for background modelling
نویسندگان
چکیده
Many background modelling approaches are based on mixtures of multivariate Gaussians with diagonal covariance matrices. This often yields good results, but complex backgrounds are not adequately captured, and postprocessing techniques are needed. Here we propose the use of mixtures of uniform distributions and multivariate Gaussians with full covariance matrices. These mixtures are able to cope with both dynamic backgrounds and complex patterns of foreground objects. A learning algorithm is derived from the stochastic approximation framework, which has a very reduced computational complexity. Hence, it is suited for real time applications. Experimental results show that our approach outperforms the classic procedure in several benchmark videos.
منابع مشابه
APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC FREDHOLM INTEGRAL EQUATION BY APPLYING THE HAAR WAVELET
In this paper, we introduce an efficient method based on Haar wavelet to approximate a solutionfor the two-dimensional linear stochastic Fredholm integral equation. We also give an example to demonstrate the accuracy of the method.
متن کاملModelling Tumor-induced Angiogenesis: Combination of Stochastic Sprout Spacing and Sprout Progression
Background: Angiogenesis initiated by cancerous cells is the process by which new blood vessels are formed to enhance oxygenation and growth of tumor. Objective: In this paper, we present a new multiscale mathematical model for the formation of a vascular network in tumor angiogenesis process. Methods: Our model couples an improved sprout spacing model as a stochastic mathematical model of spro...
متن کاملApproximation of stochastic advection diffusion equations with finite difference scheme
In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...
متن کاملCombination of Approximation and Simulation Approaches for Distribution Functions in Stochastic Networks
This paper deals with the fundamental problem of estimating the distribution function (df) of the duration of the longest path in the stochastic activity network such as PERT network. First a technique is introduced to reduce variance in Conditional Monte Carlo Sampling (CMCS). Second, based on this technique a new procedure is developed for CMCS. Third, a combined approach of simulation and ap...
متن کاملAPPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES
We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Computer Vision and Image Understanding
دوره 115 شماره
صفحات -
تاریخ انتشار 2011