Particle Filter with Adaptive Observation Model
Subject Areas : electrical and computer engineering
H.
Haeri
1
H.
Sadoghi Yazdi
2
(Ferdosi University)
Keywords: Particle filter KLMS , KRLS model estimation,
Abstract :
Particle filter is an effective tool for the object tracking problem. However, obtaining an accurate model for the system state and the observations is an essential requirement. Therefore, one of the areas of interest for the researchers is estimating the observation function according to the learning data. The observation function can be considered linear or nonlinear. The existing methods for estimating the observation function are faced some problems such as: 1) dependency to the initial value of parameters in expectation-maximization based methods and 2) requiring a set of predefined models for the multiple models based methods. In this paper, a new unsupervised method based on the kernel adaptive filters is presented to overcome the above mentioned problems. To do so, least mean squares/ recursive least squares adaptive filters are used to estimate the nonlinear observation function. Here, given the known process function and a sequence of observations, the unknown observation function is estimated. Moreover, to accelerate the algorithm and reduce the computational costs, a sparsification method based on approximate linear dependency is used. The proposed method is evaluated in two applications: time series forecasting and tracking objects in video. Results demonstrate the superiority of the proposed method compared with the existing algorithms.
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