MPI-I-2006-4-009
Interacting and annealing particle filters: mathematics and a recipe for applications
Gall, Jürgen and Potthoff, Jürgen and Rosenhahn, Bodo and Schnoerr, Christoph and Seidel, Hans-Peter
September 2006, 44 pages.
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Status: available - back from printing
Interacting and annealing are two powerful strategies that are applied
in different areas of stochastic modelling and data analysis.
Interacting particle systems approximate a distribution of interest by a
finite number of particles where the particles interact between the time
steps. In computer vision, they are commonly known as particle filters.
Simulated annealing, on the other hand, is a global optimization method
derived from statistical mechanics. A recent heuristic approach to fuse
these two techniques for motion capturing has become known as annealed
particle filter. In order to analyze these techniques, we rigorously
derive in this paper two algorithms with annealing properties based on
the mathematical theory of interacting particle systems. Convergence
results and sufficient parameter restrictions enable us to point out
limitations of the annealed particle filter. Moreover, we evaluate the
impact of the parameters on the performance in various experiments,
including the tracking of articulated bodies from noisy measurements.
Our results provide a general guidance on suitable parameter choices for
different applications.
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URL to this document: https://domino.mpi-inf.mpg.de/internet/reports.nsf/NumberView/2006-4-009
BibTeX
@TECHREPORT{GallPotthoffRosenhahnSchnoerrSeidel2006,
AUTHOR = {Gall, J{\"u}rgen and Potthoff, J{\"u}rgen and Rosenhahn, Bodo and Schnoerr, Christoph and Seidel, Hans-Peter},
TITLE = {Interacting and annealing particle filters: mathematics and a recipe for applications},
TYPE = {Research Report},
INSTITUTION = {Max-Planck-Institut f{\"u}r Informatik},
ADDRESS = {Stuhlsatzenhausweg 85, 66123 Saarbr{\"u}cken, Germany},
NUMBER = {MPI-I-2006-4-009},
MONTH = {September},
YEAR = {2006},
ISSN = {0946-011X},
}