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Beschreibung
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.
Über den Autor

Branko Ristic is at the Defence Science and Technology Organisation, Australia


Defence Science and Technology Organisation, Australia
Zusammenfassung

Presents a hands-on engineering approach to filtering algorithms and their implementation

Covers a new generation of particle filters, which are applicable to a much wider class of signal processing applications

Includes sensor control for particle filters

Provides information on a number of interesting and relevant applications, which illustrate theoretical concepts and demonstrate the performance of developed particle filters

Inhaltsverzeichnis
3.3.2 Classification results
References
4 Multi-object particle filters
4.1 Bernoulli particle filters
4.1.1 Standard Bernoulli particle filters
4.1.2 Bernoulli box-particle filter
4.2 PHD/CPDH particle filters with adaptive birth intensity
4.2.1 Extension of the PHD filter
4.2.2 Extension of the CPHD filter
4.2.3 Implementation4.2.4 A numerical study
4.2.5 State estimation from PHD/CPHD particle filters
4.3 Particle filter approximation of the exact multi-object filter
References
5 Sensor control for random set based particle filters
5.1 Bernoulli particle filter with sensor control
5.1.1 The reward function
5.1.2 Bearings only tracking in clutter with observer control
5.1.3 Target Tracking via Multi-Static Doppler Shifts
5.2 Sensor control for PHD/CPHD particle filters
5.2.1 The reward function
5.2.2 A numerical study
5.3 Sensor control for the multi-target state particle filter
5.3.1 Particle approximation of the reward function
5.3.2 A numerical study
References
6 Multi-target tracking
6.1 OSPA-T: A performance metric for multi-target tracking
6.1.1 The problem and its conceptual solution
6.1.2 The base distance and labeling of estimated tracks
6.1.3 Numerical examples
6.2 Trackers based on random set filters
6.2.1 Multi-target trackers based on the Bernoulli PF
6.2.2 Multi-target trackers based on the PHD particle filter
6.2.3 Error performance comparison using the OSPA-T error
6.3 Application: Pedestrian tracking
6.3.1 Video dataset and detections
6.3.2 Description of Algorithms
6.3.3 Numerical results
References
7 Advanced topics
7.1 Bernoulli filter for extended target tracking
7.1.1 Mathematical models
7.1.2 Equations of the Bernoulli filter for an extended target
7.1.3 Numerical Implementation
7.1.4 Simulation results
7.1.5 Application to a surveillance video
7.2 Calibration of tracking systems
7.2.1 Background and problem formulation
7.2.2 The proposed calibration algorithm
7.2.3 Importance sampling with progressive correction
7.2.4 Application to sensor bias estimation
References
Index
Details
Erscheinungsjahr: 2015
Fachbereich: Nachrichtentechnik
Genre: Importe, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xiv
174 S.
ISBN-13: 9781489988843
ISBN-10: 148998884X
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Ristic, Branko
Hersteller: Springer New York
Springer US, New York, N.Y.
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 11 mm
Von/Mit: Branko Ristic
Erscheinungsdatum: 22.05.2015
Gewicht: 0,295 kg
Artikel-ID: 109586784