Paper
25 August 2004 A novel MCMC tracker for stressing scenarios
Author Affiliations +
Abstract
We propose a very generic Bayesian framework for the principled exploitation of probabilistic batch-learning technologies for real-time state estimation. To illustrate our concepts, we derive a nonlinear filtering/smoothing solution for a challenging case study in target tracking. We also demonstrate the application of Markov chain Monte Carlo (MCMC) sampling methods as a computational tool within our framework. Finally, we present simulation results, benchmarked against a comparable particle filter.
© (2004) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Nick Everett, Shien-Shin Tham, and David J. Salmond "A novel MCMC tracker for stressing scenarios", Proc. SPIE 5428, Signal and Data Processing of Small Targets 2004, (25 August 2004); https://doi.org/10.1117/12.541583
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CITATIONS
Cited by 4 scholarly publications.
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KEYWORDS
Particle filters

Detection and tracking algorithms

Monte Carlo methods

Algorithm development

Statistical analysis

Electronic filtering

Sensors

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