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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

Hide details for BibTeXBibTeX
@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},
}