Monte Carlo Hidden Markov Models Sebastian Thrun蒙特卡罗隐藏马尔可夫模型塞巴斯蒂安.pptVIP

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Monte Carlo Hidden Markov Models Sebastian Thrun蒙特卡罗隐藏马尔可夫模型塞巴斯蒂安.ppt

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Monte Carlo Hidden Markov Models Sebastian Thrun蒙特卡罗隐藏马尔可夫模型塞巴斯蒂安

Stanford CS223B Computer Vision, Winter 2005Lecture 12: Filters / Motion Tracking Sebastian Thrun, Stanford Rick Szeliski, Microsoft Hendrik Dahlkamp and Dan Morris, Stanford Moving Objects Kalman Filter Tracking Mixture of KF / PF (Unscented PF) Tracking: First Idea! Kalman Filters A Quiz Kalman Filter Linear Measurement model Linear Change Partially Observable Markov Chains Bayes Filters Kalman Filter: Measurement Update Linear Measurement model Kalman Filter: Prediction Linear Change Putting It All Together Measurements Change Prediction Measurement Update Can We Do Better? Kalman, Better! We Can Estimate Velocity! Kalman Filter For 2D Tracking Linear Measurement model (now with 4 state variables) Linear Change Putting It Together Again Measurements Change Prediction Measurement Update Why Linear?? Nonlinear Functions… Linearization: Extended Kalman Filter Unscented Kalman Filter Particle Filters An alternative technique for tracking Easier to implement Nonlinear Better for data association In CV, known as “Condensation Algorithm” Particle Filter Particle Filters: Basic Idea Basic Particle Filter Algorithm Particle Filters: Illustration With: Wolfram Burgard, Dieter Fox, Frank Dellaert Examples Another Example Tracking Fast moving Objects Tracking with Omni directional Vision Ben Krose’s Research More Particle Filter Tracking Ninlinearity in the Particle Filter Mike Isard and Andrew Blake K. Toyama, A.Blake Sebastian Thrun Stanford University CS223B Computer Vision * Particle Filter Tracking update initial position x y x y prediction x y measurement x y Kalman Filters prior Measurement evidence posterior prior Measurement evidence posterior? state state x4 state x3 state x2 state x1 z2 z3 z4 measurement z1 state x4 state x3 state x2 state x1 Bayes filters: HMMs DBNs POMDPs Kalman filters Condensation x = state z = observation u = control t = time [Kalman 60, Rabiner 8