259 resultados para MCMC


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Algorithms are presented for detection and tracking of multiple clusters of co-ordinated targets. Based on a Markov chain Monte Carlo sampling mechanization, the new algorithms maintain a discrete approximation of the filtering density of the clusters' state. The filters' tracking efficiency is enhanced by incorporating various sampling improvement strategies into the basic Metropolis-Hastings scheme. Thus, an evolutionary stage consisting of two primary steps is introduced: 1) producing a population of different chain realizations, and 2) exchanging genetic material between samples in this population. The performance of the resulting evolutionary filtering algorithms is demonstrated in two different settings. In the first, both group and target properties are estimated whereas in the second, which consists of a very large number of targets, only the clustering structure is maintained. © 2009 IFAC.