Density morphing and mode propagation for Bayesian filtering

A system and method for modeling a dynamic system using Bayesian filtering, includes a prediction module to predict a state model of the dynamic system, the prediction module generates a prediction density having at least one mode, the state model includes a conditional density function including at...

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Bibliographic Details
Main Authors HAN BOHYUNG, ZHU YING, COMANICIU DORIN
Format Patent
LanguageEnglish
Published 17.02.2005
Edition7
Subjects
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Summary:A system and method for modeling a dynamic system using Bayesian filtering, includes a prediction module to predict a state model of the dynamic system, the prediction module generates a prediction density having at least one mode, the state model includes a conditional density function including at least one kernel. Approximating module approximates a measurement probability from a sample set through at least one kernel and an update module updates the conditional density function using the measurement probability and the prediction density. A mode finding and mixture reduction module reduces the number of kernels in the conditional density function.
Bibliography:Application Number: US20040896512