Beyond the Kalman Filter: Particle Filters for Tracking Applications

Beyond the Kalman Filter: Particle Filters for Tracking Applications PDF Author: Branko Ristic
Publisher: Artech House
ISBN: 9781580538510
Category : Technology & Engineering
Languages : en
Pages : 328

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Book Description
For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Beyond the Kalman Filter: Particle Filters for Tracking Applications

Beyond the Kalman Filter: Particle Filters for Tracking Applications PDF Author: Branko Ristic
Publisher: Artech House
ISBN: 9781580538510
Category : Technology & Engineering
Languages : en
Pages : 328

Get Book

Book Description
For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Beyond the Kalman Filter

Beyond the Kalman Filter PDF Author: Branko Ristic
Publisher: Artech House Publishers
ISBN: 9781580536318
Category : Technology & Engineering
Languages : en
Pages : 299

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Book Description
For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. This cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defence surveillance systems, and examines defence-related applications of particle filters to nonlinear and non-Gaussian problems. nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of manoeuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter PDF Author: Felix Govaers
Publisher: BoD – Books on Demand
ISBN: 1838805362
Category : Computers
Languages : en
Pages : 130

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Book Description
Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.

Digital Signal Processing with Matlab Examples, Volume 3

Digital Signal Processing with Matlab Examples, Volume 3 PDF Author: Jose Maria Giron-Sierra
Publisher: Springer
ISBN: 9811025401
Category : Technology & Engineering
Languages : en
Pages : 431

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Book Description
This is the third volume in a trilogy on modern Signal Processing. The three books provide a concise exposition of signal processing topics, and a guide to support individual practical exploration based on MATLAB programs. This book includes MATLAB codes to illustrate each of the main steps of the theory, offering a self-contained guide suitable for independent study. The code is embedded in the text, helping readers to put into practice the ideas and methods discussed. The book primarily focuses on filter banks, wavelets, and images. While the Fourier transform is adequate for periodic signals, wavelets are more suitable for other cases, such as short-duration signals: bursts, spikes, tweets, lung sounds, etc. Both Fourier and wavelet transforms decompose signals into components. Further, both are also invertible, so the original signals can be recovered from their components. Compressed sensing has emerged as a promising idea. One of the intended applications is networked devices or sensors, which are now becoming a reality; accordingly, this topic is also addressed. A selection of experiments that demonstrate image denoising applications are also included. In the interest of reader-friendliness, the longer programs have been grouped in an appendix; further, a second appendix on optimization has been added to supplement the content of the last chapter.

Estimation with Applications to Tracking and Navigation

Estimation with Applications to Tracking and Navigation PDF Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
ISBN: 0471465216
Category : Technology & Engineering
Languages : en
Pages : 583

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Book Description
Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Kalman Filtering

Kalman Filtering PDF Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
ISBN: 111898496X
Category : Technology & Engineering
Languages : en
Pages : 640

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Book Description
The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Particle Filters for Random Set Models

Particle Filters for Random Set Models PDF Author: Branko Ristic
Publisher: Springer Science & Business Media
ISBN: 1461463165
Category : Technology & Engineering
Languages : en
Pages : 184

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Book Description
This book discusses state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. Although the resulting algorithms, known as particle filters, have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. This book is ideal for graduate students, researchers, scientists and engineers interested in Bayesian estimation.

Random Finite Sets for Robot Mapping & SLAM

Random Finite Sets for Robot Mapping & SLAM PDF Author: John Stephen Mullane
Publisher: Springer Science & Business Media
ISBN: 3642213898
Category : Technology & Engineering
Languages : en
Pages : 161

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Book Description
The monograph written by John Mullane, Ba-Ngu Vo, Martin Adams and Ba-Tuong Vo is devoted to the field of autonomous robot systems, which have been receiving a great deal of attention by the research community in the latest few years. The contents are focused on the problem of representing the environment and its uncertainty in terms of feature based maps. Random Finite Sets are adopted as the fundamental tool to represent a map, and a general framework is proposed for feature management, data association and state estimation. The approaches are tested in a number of experiments on both ground based and marine based facilities.

Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing PDF Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Category : Computers
Languages : en
Pages : 255

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Book Description
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Handbook of Multisensor Data Fusion

Handbook of Multisensor Data Fusion PDF Author: Martin Liggins II
Publisher: CRC Press
ISBN: 1351835378
Category : Technology & Engineering
Languages : en
Pages : 870

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Book Description
In the years since the bestselling first edition, fusion research and applications have adapted to service-oriented architectures and pushed the boundaries of situational modeling in human behavior, expanding into fields such as chemical and biological sensing, crisis management, and intelligent buildings. Handbook of Multisensor Data Fusion: Theory and Practice, Second Edition represents the most current concepts and theory as information fusion expands into the realm of network-centric architectures. It reflects new developments in distributed and detection fusion, situation and impact awareness in complex applications, and human cognitive concepts. With contributions from the world’s leading fusion experts, this second edition expands to 31 chapters covering the fundamental theory and cutting-edge developments that are driving this field. New to the Second Edition— · Applications in electromagnetic systems and chemical and biological sensors · Army command and combat identification techniques · Techniques for automated reasoning · Advances in Kalman filtering · Fusion in a network centric environment · Service-oriented architecture concepts · Intelligent agents for improved decision making · Commercial off-the-shelf (COTS) software tools From basic information to state-of-the-art theories, this second edition continues to be a unique, comprehensive, and up-to-date resource for data fusion systems designers.