It is well known that the nonlinear filter has important applications in military, engineering and commercial industries. In this paper, we propose efficient and accurate numerical algorithms for the realization of the Yau-Yau method for solving nonlinear filtering problems by using finite difference schemes. The Yau-Yau method reduces the nonlinear filtering problem to the initial-value problem of Kolmogorov equations. We first solve this problem by the implicit Euler method, which is stable in most cases, but costly. Then, we propose a quasi-implicit Euler method which is feasible for acceleration by fast Fourier transformations. Furthermore, we propose a superposition technique which enables us to deal with the nonlinear filtering problem in an off-time process and thus, save a large amount of computational cost. Next, we prove that the numerical solutions of Kolmogorov equations by our schemes are always nonnegative in each iteration. Consequently, our iterative process preserves the probability density functions. In addition, we prove convergence of our schemes under some mild conditions. Numerical results show that the proposed algorithms are efficient and promising.
We introduce an interactive technique for manipulating simple 3D shapes based on extracting them from a single photograph. Such extraction requires understanding of the components of the shape, their projections, and relations. These simple cognitive tasks for humans are particularly difficult for automatic algorithms. Thus, our approach combines the cognitive abilities of humans with the computational accuracy of the machine to solve this problem. Our technique provides the user the means to quickly create editable 3D parts¡ª human assistance implicitly segments a complex object into its components, and positions them in space. In our interface, three strokes are used to generate a 3D component that snaps to the shape¡¯s outline in the photograph, where each stroke defines one dimension of the component. The computer reshapes the component to fit the image of the object in the photograph as well as to satisfy various inferred geometric constraints imposed by its global 3D structure. We show that with this intelligent interactive modeling tool, the daunting task of object extraction is made simple. Once the 3D object has been extracted, it can be quickly edited and placed back into photos or 3D scenes, permitting object-driven photo editing tasks which are impossible to perform in image-space.