There has been significant recent interest of particle filters for nonlinear state estimation. Particle filters evaluate a posterior probability distribution of the state variable based on observations in Monte Carlo simulation using so-called importance sampling. However, degeneracy phenomena in the importance weights deteriorate the filter performance. By recognizing the similarities a n d th...

In algorithms of nonlinear Kalman filter, the so-called extended Kalman filter algorithm actually uses first-order Taylor expansion approach to transform a nonlinear system into a linear system. It is obvious that this algorithm will bring some systematic deviations because of ignoring nonlinearity of the system. This paper presents two extended Kalman filter algorithms for nonlinear systems, c...

Particle filters are becoming increasingly important and useful for state estimation in nonlinear systems. Many filter versions have been suggested, and several results on convergence of filter properties have been reported. However, apparently a result on the convergence of the state estimate itself has been lacking. This contribution describes a general framework for particle filters for stat...

A new probabilistic background model based on a Hidden Markov Model is presented. The hidden states of the model enable discrimination between foreground, background and shadow. This model functions as a low level process for a car tracker. A particle filter is employed as a stochastic filter for the car tracker. The use of a particle filter allows the incorporation of the information from the ...

In the low observation noise limit particle filters become inefficient. In this paper a simple-to-implement particle filter is suggested as a solution to this well-known problem. The proposed Local Importance Sampling based particle filters draw the particles’ positions in a two-step process that makes use of both the dynamics of the system and the most recent observation. Experiments with the ...

This paper presents a gravity optimised particle filter (GOPF) where the magnitude of the gravitational force for every particle is proportional to its weight. GOPF attracts nearby particles and replicates new particles as if moving the particles towards the peak of the likelihood distribution, improving the sampling efficiency. GOPF is incorporated into a technique for hand features tracking. ...

In this paper, we propose a novel structural correlation filter combined with a multi-task Gaussian particle filter (KCF-GPF) model for robust visual tracking. We first present an assemble structure where several KCF trackers as weak experts provide a preliminary decision for a Gaussian particle filter to make a final decision. The proposed method is designed to exploit and complement the stren...

We propose the use of a particle filter as a solution to the rigid shapebased registration problem commonly found in computer-assisted surgery. This approach is especially useful where there are only a few registration points corresponding to only a fraction of the surface model. Tests performed on patient models, with registration points collected during surgery, suggest that particle filters ...