Interacting and annealing particle filters: Mathematics and a recipe for applications

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Jürgen Gall
  • Jürgen Potthoff
  • Christoph Schnörr
  • Bodo Rosenhahn
  • Hans Peter Seidel

External Research Organisations

  • Max-Planck Institute for Informatics
  • University of Mannheim
  • Heidelberg University
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Details

Original languageEnglish
Pages (from-to)1-18
Number of pages18
JournalJournal of Mathematical Imaging and Vision
Volume28
Issue number1
Publication statusPublished - 14 Jul 2007
Externally publishedYes

Abstract

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.

Keywords

    Annealing, Interacting particle systems, Motion capture, Particle filtering

ASJC Scopus subject areas

Cite this

Interacting and annealing particle filters: Mathematics and a recipe for applications. / Gall, Jürgen; Potthoff, Jürgen; Schnörr, Christoph et al.
In: Journal of Mathematical Imaging and Vision, Vol. 28, No. 1, 14.07.2007, p. 1-18.

Research output: Contribution to journalArticleResearchpeer review

Gall J, Potthoff J, Schnörr C, Rosenhahn B, Seidel HP. Interacting and annealing particle filters: Mathematics and a recipe for applications. Journal of Mathematical Imaging and Vision. 2007 Jul 14;28(1):1-18. doi: 10.1007/s10851-007-0007-8
Gall, Jürgen ; Potthoff, Jürgen ; Schnörr, Christoph et al. / Interacting and annealing particle filters : Mathematics and a recipe for applications. In: Journal of Mathematical Imaging and Vision. 2007 ; Vol. 28, No. 1. pp. 1-18.
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