Robust methods for background extraction in video

In this paper a framework is presented to automatically extract a sequence of images of the background of a scene from a shaky film. That is, the input video sequence may have local and global motion but the output video must contain exclusively the static background scene. Applying robust procedure...

Descripción completa

Guardado en:

Detalles Bibliográficos
Autores principales:	Bruder, Martin, Roitman, Gustavo A., Cernuschi-Frias, Bruno
Formato:	Objeto de conferencia
Lenguaje:	Inglés
Publicado:	2012
Materias:	Ciencias Informáticas Background subtraction Robust estimation Video stabilization
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/123728 https://41jaiio.sadio.org.ar/sites/default/files/8_ASAI_2012.pdf
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

Ejemplares similares

Asymptotic theory for robust principal components
por: Boente, G.

Asymptotic theory for robust principal components
por: Boente, Graciela Lina
Publicado: (1987)

Robust estimates for ARMA models
por: Bustos, O.H., et al.

Robust estimates for ARMA models
Publicado: (1986)

Robust estimates for GARCH models
por: Muler, N., et al.

Robust estimates for GARCH models
Publicado: (2008)

Robust estimation for linear regression with asymmetric errors
por: Bianco, A.M., et al.

Robust estimation for linear regression with asymmetric errors
Publicado: (2005)

Robust analysis of variance for a randomized block design
por: García Ben, M., et al.

Robust analysis of variance for a randomized block design
Publicado: (1992)

Robust estimation of variance components
por: Gervini, D., et al.

Robust estimation of variance components
Publicado: (1998)

The maximum bias of robust covariances
por: Yohai, V.J., et al.

The maximum bias of robust covariances
por: Maronna, Ricardo Antonio
Publicado: (1990)

Optimal robust M-estimates of location
por: Fraiman, R., et al.

Optimal robust M-estimates of location
Publicado: (2001)

Robust inference for nonlinear regression models
por: Bianco, A.M., et al.

Robust inference for nonlinear regression models
Publicado: (2017)

On a robust local estimator for the scale function in heteroscedastic nonparametric regression
por: Boente, G., et al.

On a robust local estimator for the scale function in heteroscedastic nonparametric regression
por: Boente, Graciela Lina
Publicado: (2010)

Robust response transformations based on optimal prediction
por: Marazzi, A., et al.

Robust response transformations based on optimal prediction
por: Villar, Ana Julia
Publicado: (2009)

Robust estimators for additive models using backfitting
por: Boente, G., et al.

Robust estimators for additive models using backfitting
Publicado: (2017)

Highly robust and highly finite sample efficient estimators for the linear model
por: Smucler, E., et al.

Highly robust and highly finite sample efficient estimators for the linear model
Publicado: (2015)

Robust kernel estimators for additive models with dependent observations
por: Bianco, A., et al.

Robust kernel estimators for additive models with dependent observations
por: Bianco, Ana María, et al.
Publicado: (1998)

Composite Robust Estimators for Linear Mixed Models
por: Agostinelli, C., et al.

Composite Robust Estimators for Linear Mixed Models
Publicado: (2016)

The Maximum Bias of Robust Covariances : Notas de Matemática, 46
por: Maronna, Ricardo Antonio, et al.
Publicado: (1987)

Robust Differentiable Functionals for the Additive Hazards Model
por: Álvarez, Enrique Ernesto, et al.
Publicado: (2015)

Robust estimation for nonparametric generalized regression
por: Bianco, A.M., et al.

Robust estimation for nonparametric generalized regression
por: Bianco, Ana María, et al.
Publicado: (2011)

High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
por: Maronna, Ricardo Antonio, et al.
Publicado: (2015)

The breakdown point of simultaneous general M estimates of regression and scale
por: Maronna, R.A., et al.

The breakdown point of simultaneous general M estimates of regression and scale
Publicado: (1991)

Robust Box-Cox transformations based on minimum residual autocorrelation
por: Marazzi, A., et al.

Robust Box-Cox transformations based on minimum residual autocorrelation
Publicado: (2006)

Bandwidth choice for robust nonparametric scale function estimation
por: Boente, Graciela Lina
Publicado: (2012)