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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.
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.
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.
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