9 search results - page 1 / 2 » Risk Sensitive Particle Filters |
TSP
2008
13 years 4 months ago
2008
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
NIPS
2001
13 years 6 months ago
2001
We propose a new particle filter that incorporates a model of costs when generating particles. The approach is motivated by the observation that the costs of accidentally not trac...
ICIAP
2007
ACM
14 years 4 months ago
2007
ACM
In particle filter?based visual trackers, dynamic velocity components are typically incorporated into the state update equations. In these cases, there is a risk that the uncertai...
ICRA
2003
IEEE
13 years 10 months ago
2003
IEEE
— Particle filters have recently been applied with great success to mobile robot localization. This success is mostly due to their simplicity and their ability to represent arbi...
ICASSP
2010
IEEE
13 years 4 months ago
2010
IEEE
In this paper, we address the problem of enhancement of a noisy GARCH process using a particle filter. We compare our approach experimentally to a previously developed recursive ...