Beyond the Kalman filter

Particle filters for tracking applications

Branko Ristic, Sanjeev Arulampalam, Neil Gordon

300 pages, parution le 05/04/2004

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Résumé

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.

Sommaire

Theoretical Concepts.
- Nonlinear Filtering
- The Problem and Its Conceptual Solutions
- Optimal Algorithms
- Multiple Switching Dynamic Models
- Basics of Target Tracking.
- Suboptimal Nonlinear Filters - Analytic Approximations
- Numerical Methods. Gaussian Sum Filters
- Unscented Kalman Filter.
- A Tutorial on Particle Filters - Monte Carlo Integration
- Sequential Importance Sampling
- Resampling. Selection of Importance Density
- Versions of Particle Filters.
- Cramér-Rao Bounds for Nonlinear Filtering - Background
- General Recursive Calculations. Special Cases
- Multiple Switching Dynamic Models
- Probability of Detection Less than 1
Tracking Applications.
- Tracking a Ballistic Object.
- Bearings-Only Tracking.
- Range-Only Tracking.
- Bistatic Radar Tracking.
- Tracking Targets Through Blind Doppler.
- Terrain Aided Tracking.
- Detection and Tracking of Stealthy Targets.
- Group and Extended Object Tracking.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Artech House
Auteur(s)	Branko Ristic, Sanjeev Arulampalam, Neil Gordon
Parution	05/04/2004
Nb. de pages	300
Format	15,5 x 23,5
Couverture	Relié
Poids	543g
Intérieur	Noir et Blanc
EAN13	9781580536318
ISBN13	978-1-58053-631-8