notesum.ai

Published at November 29

Gaussian multi-target filtering with target dynamics driven by a stochastic differential equation

cs.CV

eess.SP

math.PR

stat.CO

Released Date: November 29, 2024

Authors: Ángel F. García-Fernández, Simo Särkkä

Arxiv: http://arxiv.org/pdf/2411.19814v1

Refer to caption

State dimension $n_{x}$	Standard state	Augmented state
2	$2.54\cdot 10^{-4}$	$1.74\cdot 10^{-4}$
4	$2.65\cdot 10^{-4}$	$1.89\cdot 10^{-4}$
10	$4.99\cdot 10^{-4}$	$5.59\cdot 10^{-4}$
20	0.0012	0.0018
40	0.0044	0.0100