We propose an algorithm to perform causal inference of the state of a dynamical model when the measurements are corrupted by outliers. While the optimal (maximum-likelihood) solution has doubly exponential complexity due to the combinatorial explosion of possible choices of inliers, we exploit the structure of the problem to design a sampling-based algorithm that has constant complexity. We derive our algorithm from the equations of the optimal filter, which makes our approximation explicit. Our work is motivated by real-time tracking and the estimation of structure from motion (SFM). We test our algorithm for on-line outlier rejection both for tracking and for SFM. We show that our approach can tolerate a large proportion of outliers, whereas previous causal robust statistical inference methods failed with less than half as many. Our work can be thought of as the extension of random sample consensus algorithms to dynamic data, or as the implementation of pseudo-Bayesian filtering algorithms in a sampling framework.


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    Title :

    KALMANSAC: robust filtering by consensus


    Contributors:
    Vedaldi, A. (author) / Hailin Jin, (author) / Favaro, P. (author) / Soatto, S. (author)


    Publication date :

    2005-01-01


    Size :

    558884 byte





    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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