Nonlinear Filtering: Analysis and Numerical Methods

Abstract

In the research during the reporting period we focused on the following areas: (1) Nonlinear filtering for acutely maneuvering targets; (2) Development of banks of interacting Bayesian spatial-temporal matched filters for track-before-detect (TBD) based on nonlinear filtering techniques; (3) Development of adaptive spatial-temporal filters for clutter rejection and electronic scene stabilization; (4) Design of multi-hypothesis sequential tests for multi-sensor distributed systems with fusion of local decisions; (5) Wiener chaos expansion for nonlinear systems such with applications to filtering; and (6) Inverse problems for stochastic PDE. In addition. we have made substantial progress in the implementation of the developed algorithms. The Adaptive Spatial-Temporal Method for Clutter Rejection and Scene Stabilization and Switching Multiple Model Based TBD Algorithms were transferred to the SPAWAR Systems Center, San Diego, CA (POC: Dr.

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Document Details

Document Type
Technical Report
Publication Date
Nov 09, 2001
Accession Number
ADA399200

Entities

People

  • Alexander G. Tartakovsky
  • Boris Rozovskii

Organizations

  • University of Southern California

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes
  • Sensors
  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computational Science
  • Data Processing
  • Detection
  • Differential Equations
  • Equations
  • Fluid Mechanics
  • Information Science
  • Information Theory
  • Partial Differential Equations
  • Probability
  • Signal Processing
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Target Tracking

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Sensor Fusion and Tracking Systems.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms
  • Microelectronics
  • Microelectronics - Microelectromechanical Systems