Nonlinear Filtering and Optimal Phase Tracking
Nonlinear Filtering and Optimal Phase Tracking

Author: Zeev Schuss

Publisher: Springer Science & Business Media

Published: 2011-11-16

Total Pages: 276

ISBN-13: 1461404878

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This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Author: Harry L. Van Trees

Publisher: Wiley-IEEE Press

Published: 2007-08-31

Total Pages: 951

ISBN-13: 9780470120958

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The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.

Beyond the Kalman Filter: Particle Filters for Tracking Applications
Beyond the Kalman Filter: Particle Filters for Tracking Applications

Author: Branko Ristic

Publisher: Artech House

Published: 2003-12-01

Total Pages: 328

ISBN-13: 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.

Nonlinear Stochastic Problems
Nonlinear Stochastic Problems

Author: S. Bucy

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 609

ISBN-13: 9400971427

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This volume corresponds to the invited lectures and advanced research papers presented at the NATD Advanced Study Institute on Nonlinear Stochastic Problems with emphasis on Identification, Signal Processing, Control and Nonlinear Filtering held in Algarve (Portugal), on May 1982. The book is a blend of theoretical issues, algorithmic implementation aspects, and application examples. In many areas of science and engineering, there are problems which are intrinsically nonlinear 3nd stochastic in nature. Clear examples arise in identification and mOdeling, signal processing, nonlinear filtering, stochastic and adaptive conLrol. The meeting was organized because it was felt that there is a need for discussion of the methods and philosophy underlying these different areas, and in order to communicate those approaches that have proven to be effective. As the computational technology progresses, more general approaches to a number of problems which have been treated previously by linearization and perturbation methods become feasible and rewarding.

Optimal Filtering
Optimal Filtering

Author: Brian D. O. Anderson

Publisher: Courier Corporation

Published: 2012-05-23

Total Pages: 370

ISBN-13: 0486136892

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Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

An Introduction to Signal Detection and Estimation
An Introduction to Signal Detection and Estimation

Author: H. Vincent Poor

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 558

ISBN-13: 1475738633

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The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probabil ity and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for exam pIe in the book by Thomas (1986), also in this series.

Underwater Acoustics and Signal Processing
Underwater Acoustics and Signal Processing

Author: L. Bjørnø

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 730

ISBN-13: 9400984472

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The comprehensive research activity around the World in the fields of Underwater Acoustics and Signal Processing being strongly supported by new experimental technique and equipment and by the parallel fast developments in computer technology and solid state devices, which has led to a rapidly reducing cost of digital processing thus enabling more complex processing to be carried out economically, emphasize how necessary it is at intervals of a few years through a NATO Advanced Study Institute (NATO ASI) and guided by leading experts to study the conquests in the fields of Underwater Acoustics and Signal Processing. This need of study is moreover stressed by the interdisciplina rity of Underwater Acoustics and Signal Processing, where a strong impact from other branches of science, - Geophysics, Radioastronomy, Bioengineering, Telecommunication, Seismology, Space Research etc. - is taking place, which makes it an extre mely difficult task for scientists to follow-up the development in all its phases and to preserve the general view of its rapid ly increasing number of possibilities. The present Proceedings of the NATO ASI held in Copenhagen during August 1980 join the series of proceedings of NATO summer schools on Underwater Acoustics and Signal Processing held during the past 20 years. The equality and the fusion of the individual research fields of Underwater Acoustics and Signal Processing and the separate introduction of advanced research results from other scientific areas related to underwater acoustics such as transducers characterize the subject matter of this NATO ASI.