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An unsatisfactory property of particle filters is that they may become inefficient when the observation noise is low. In this paper we consider a simple-to-implement particle filter , called 'LIS-based particle filter', whose aim is to overcome the above mentioned weakness. LIS-based particle filters sample the particles in a two-stage process that uses(More)
We consider the task of filtering dynamical systems observed in noise by means of sequential importance sampling when the proposal is restricted to the innovation components of the state. It is argued that the unmodified sequential importance sam-pling/resampling (SIR) algorithm may yield high variance estimates of the posterior in this case, resulting in(More)
Particle filters provide a means to track the state of an object even when the dynamics and the observations are non-linear/non-Gaussian. However, they can be very inefficient when the observation noise is low as compared to the system noise, as it is often the case in visual tracking applications. In this paper we propose a new two-stage sampling procedure(More)
LS-NIPS (Local-Search-N-Interacting-Particle-System) is an extension of the standard NIPS particle filter (also known as CONDENSATION in the image processing literature). The modified algorithm adds local search to the baseline algorithm: in each time step the predictions are refined in a local search procedure that utilizes the most recent observation. A(More)
– 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(More)
A Markov-chain Monte Carlo based algorithm is provided to solve the Simultaneous localization and mapping (SLAM) problem with general dynamics and observation model under open-loop control and provided that the map-representation is finite dimensional. To our knowledge this is the first provably consistent yet (close-to) practical solution to this problem.(More)
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