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  Interacting and Annealing Particle Filters: Mathematics and a Recipe for Applications

Gall, J., Potthoff, J., Schnörr, C., Rosenhahn, B., & Seidel, H.-P.(2007). Interacting and Annealing Particle Filters: Mathematics and a Recipe for Applications (MPI-I-2006-4-009). Saarbrücken: Max-Planck-Institut für Informatik.

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Gall, Jürgen1, Author           
Potthoff, Jürgen, Author
Schnörr, Christoph, Author
Rosenhahn, Bodo1, Author           
Seidel, Hans-Peter1, Author                 
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1Computer Graphics, MPI for Informatics, Max Planck Society, ou_40047              

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 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.

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Language(s): eng - English
 Dates: 20072007
 Publication Status: Issued
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 Publishing info: Saarbrücken : Max-Planck-Institut für Informatik
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 Rev. Type: Peer
 Identifiers: Report Nr.: MPI-I-2006-4-009
BibTex Citekey: GallPotthoffRosenhahnSchnoerrSeidel2006
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Title: Research Report
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