Sequential Monte Carlo (particle filtering) for tracking

smc-demo-6-tracking in pictures sequenceA set of application of particle filtering to a set of applications in tracking developed in the context of lectures given from 2005 to 2010. The code is in Matlab and has been registered in 2009 at the Agence pour la Protection des Programmes (APP) [reference IDDN.FR.001.28003.000.S.P.2009.000.31235].

SMC DEMOS, version 1.0, Copyright © Fabien Campillo – INRIA 2009

The zipped folder ( contains a set of demonstration matlab procedures for nonlinear filtering approximation via particle filtering (sequential Monte Carlo). It is freely distributed for educational, research and non-profit purposes. Permission to use it in commercial products may be obtained from the author.

Documentation: you can read the lecture notes “Modèles de Markov cachés et filtrate particular” (last chapter) of a course I gave at the Université du Sud Toulon-Var. The 2006 version if in the CEL website [link], the 2007 version is here.

Installation: download and unzip it, then just run “demo”. Some procedures are simple, others are rather difficult… Enjoy it anyway [download]