Beyond the Kalman Filter: Particle Filters for Tracking Applications

Beyond the Kalman Filter: Particle Filters for Tracking Applications
Author: Branko Ristic
Publisher: Artech House
Total Pages: 328
Release: 2003-12-01
Genre: Technology & Engineering
ISBN: 9781580538510

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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.

Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter
Author: Felix Govaers
Publisher: BoD – Books on Demand
Total Pages: 130
Release: 2019-05-22
Genre: Computers
ISBN: 1838805362

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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.

Kalman Filtering

Kalman Filtering
Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
Total Pages: 639
Release: 2015-02-02
Genre: Technology & Engineering
ISBN: 111898496X

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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.

Spectral Analysis of Relativistic Operators

Spectral Analysis of Relativistic Operators
Author: A. A. Balinsky
Publisher: World Scientific
Total Pages: 200
Release: 2011
Genre: Science
ISBN: 1848162189

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Over the last decade, there has been considerable interest and progress in determining the spectral properties of various operators that take relativistic effects into account, with important implications for mathematics and physics. Difficulties are encountered in many-particle problems due to the lack of semiboundedness of the Dirac operator, and this has led to the investigation of operators like those of Chandrasekhar-Herbst and Brown-Ravenhall, which are semibounded under appropriate circumstances.This book contains an up-to-date, comprehensive and self-contained analysis of the spectral properties of these operators, providing the tools for anyone working in this area. Another major feature is the work of the authors on zero modes, a topic which has important significance for the stability of matter and other physical problems. Up until now, these topics have been scattered throughout the literature, without a systematic and cohesive treatment. The book will report largely on the progress on these topics published since 1992.

Estimation with Applications to Tracking and Navigation

Estimation with Applications to Tracking and Navigation
Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
Total Pages: 583
Release: 2004-04-05
Genre: Technology & Engineering
ISBN: 0471465216

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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.

Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 255
Release: 2013-09-05
Genre: Computers
ISBN: 110703065X

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

Probabilistic Robotics

Probabilistic Robotics
Author: Sebastian Thrun
Publisher: MIT Press
Total Pages: 668
Release: 2005-08-19
Genre: Technology & Engineering
ISBN: 0262201623

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An introduction to the techniques and algorithms of the newest field in robotics. Probabilistic robotics is a new and growing area in robotics, concerned with perception and control in the face of uncertainty. Building on the field of mathematical statistics, probabilistic robotics endows robots with a new level of robustness in real-world situations. This book introduces the reader to a wealth of techniques and algorithms in the field. All algorithms are based on a single overarching mathematical foundation. Each chapter provides example implementations in pseudo code, detailed mathematical derivations, discussions from a practitioner's perspective, and extensive lists of exercises and class projects. The book's Web site, www.probabilistic-robotics.org, has additional material. The book is relevant for anyone involved in robotic software development and scientific research. It will also be of interest to applied statisticians and engineers dealing with real-world sensor data.

Nonlinear Data Assimilation

Nonlinear Data Assimilation
Author: Peter Jan Van Leeuwen
Publisher: Springer
Total Pages: 130
Release: 2015-07-22
Genre: Mathematics
ISBN: 3319183478

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This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.

Tracking with Particle Filter for High-dimensional Observation and State Spaces

Tracking with Particle Filter for High-dimensional Observation and State Spaces
Author: Séverine Dubuisson
Publisher: John Wiley & Sons
Total Pages: 223
Release: 2015-01-05
Genre: Technology & Engineering
ISBN: 1119053919

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This title concerns the use of a particle filter framework to track objects defined in high-dimensional state-spaces using high-dimensional observation spaces. Current tracking applications require us to consider complex models for objects (articulated objects, multiple objects, multiple fragments, etc.) as well as multiple kinds of information (multiple cameras, multiple modalities, etc.). This book presents some recent research that considers the main bottleneck of particle filtering frameworks (high dimensional state spaces) for tracking in such difficult conditions.