This paper presents a practical technique for modelbased 3D hand tracking. An anatomically accurate hand model is built from truncated quadrics. This allows for the generation of 2D profiles of the model using elegant tools from projective geometry, and for an efficient method to handle self-occlusion. The pose of the hand model is estimated with an Unscented Kalman filter (UKF), which minimize...

We investigate the information theoretic properties of KalmanBucy filters in continuous time, developing notions of information supply, storage and dissipation. By introducing a concept of energy, we develop a physical analogy in which the unobservable signal describes a statistical mechanical system interacting with a heat bath. The abstract ‘universe’ comprising the signal and the heat bath o...

We investigate the information theoretic properties of KalmanBucy filters in continuous time, developing notions of information supply, storage and dissipation. Introducing a concept of energy, we develop a physical analogy in which the unobserved signal describes a statistical mechanical system interacting with a heat bath. The abstract ‘universe’ comprising the signal and the heat bath obeys ...

This paper describes the design of a system for estimating the pose of a camera mounted on a vehicle which moves over a flat floor. The system has been designed to work in conjunction with an obstacle avoidance scheme. Measurements are derived from a sequence of images captured by a single camera rigidly mounted on the vehicle and looking at the floor, and combined with measurements of the vehi...

Comparisons of six heating source localisation measurement models are conducted where temperature or ultrasonic time of flight readings provide the measurement update to the extended Kalman filter for estimating the location of a high heat flux spot source on a flat plate. For a particular measurement model, one of two processes are used: 1) directly using the measurements as the measurement ve...

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed income applications. We investigate if the unscented Kalman filter should be used to capture nonlinearities, and compare the performance of the Kalman filter to that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in th...

In this paper we present a neural network extended Kalman filter for modeling noisy financial time series. The neural network is employed to estimate the nonlinear dynamics of the extended Kalman filter. Conditions for the neural network weight matrix are provided to guarantee the stability of the filter. The extended Kalman filter presented is designed to filter three types of noise commonly o...