Search results for "particle filter"
showing 10 items of 25 documents
Tracking Moving Objects With a Catadioptric Sensor Using Particle Filter
2011
International audience; Visual tracking in video sequences is a widely developed topic in computer vision applications. However, the emergence of panoramic vision using catadioptric sensors has created the need for new approaches in order to track an object in this type of images. Indeed the non-linear resolution and the geometric distortions due to the insertion of the mirror, make tracking in catadioptric images a very challenging task. This paper describes particle filter for tracking moving object over time using a catadioptric sensor. In this work different problems due to the specificities of the catadioptric systems such as geometry are considered. The obtained results demonstrate an…
Coupled conditional backward sampling particle filter
2020
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …
Adaptive Population Importance Samplers: A General Perspective
2016
Importance sampling (IS) is a well-known Monte Carlo method, widely used to approximate a distribution of interest using a random measure composed of a set of weighted samples generated from another proposal density. Since the performance of the algorithm depends on the mismatch between the target and the proposal densities, a set of proposals is often iteratively adapted in order to reduce the variance of the resulting estimator. In this paper, we review several well-known adaptive population importance samplers, providing a unified common framework and classifying them according to the nature of their estimation and adaptive procedures. Furthermore, we interpret the underlying motivation …
Distributed Particle Metropolis-Hastings Schemes
2018
We introduce a Particle Metropolis-Hastings algorithm driven by several parallel particle filters. The communication with the central node requires the transmission of only a set of weighted samples, one per filter. Furthermore, the marginal version of the previous scheme, called Distributed Particle Marginal Metropolis-Hastings (DPMMH) method, is also presented. DPMMH can be used for making inference on both a dynamical and static variable of interest. The ergodicity is guaranteed, and numerical simulations show the advantages of the novel schemes.
Group Metropolis Sampling
2017
Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. Two well-known class of MC methods are the Importance Sampling (IS) techniques and the Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce the Group Importance Sampling (GIS) framework where different sets of weighted samples are properly summarized with one summary particle and one summary weight. GIS facilitates the design of novel efficient MC techniques. For instance, we present the Group Metropolis Sampling (GMS) algorithm which produces a Markov chain of sets of weighted samples. GMS in general outperforms other multiple try schemes…
Tracking your detector performance: How to grow an effective training set in tracking-by-detection methods
2015
In many tracking-by-detection approaches, a self-learning strategy is adopted to augment the training set with new positive and negative instances, and to refine the classifier weights. Previous works focus mainly on the learning algorithm and assume the detector is never wrong while classifying samples at the current frame; the most confident sample is chosen as the target, and the training set is augmented with samples selected in its surrounding area. A wrong choice of such samples may degrade the classifier parameters and cause drifting during tracking. In this paper, the focus is on how samples are chosen while retraining the classifier. A particle filtering framework is used to infer …
Rotor-bar breakage mechanism and prognosis in an induction motor
2015
© 1982-2012 IEEE. This paper proposes a condition-based maintenance and prognostics and health management (CBM/PHM) procedure for a rotor bar in an induction motor. The methodology is based on the results of a fatigue test intended to reproduce in the most natural way a bar breakage in order to carry out a comparison between transient and stationary diagnosis methods for incipient fault detection. Newly developed techniques in stator-current transient analysis have allowed tracking the developing fault during the last part of the test, identifying the failure mechanism, and establishing a physical model of the process. This nonlinear failure model is integrated in a particle filtering algor…
Group Importance Sampling for particle filtering and MCMC
2018
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discus…
Compressed Particle Methods for Expensive Models With Application in Astronomy and Remote Sensing
2021
In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model selection or uncertainty quantification. Bayesian inference requires the approximation of complicated integrals involving (often costly) posterior distributions. Generally, this approximation is obtained by means of Monte Carlo (MC) methods. In order to reduce the computational cost of the corresponding technique, surrogate models (also called emulators) are often employed. Another alternative approach is the so-called Approximate Bayesian Computation (ABC) sc…
On resampling schemes for particle filters with weakly informative observations
2022
We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of continuous-time Feynman--Kac path integral models -- a scenario that naturally arises when addressing filtering and smoothing problems in continuous time -- but our findings are indicative about weakly informative settings beyond this context too. We study the performance of different resampling schemes, such as systematic resampling, SSP (Srinivasan sampling process) and stratified resampling, as the time-discretisation becomes finer and also identify their continuous-time l…