Bayesian Estimation And Tracking

Author : Anton J. Haug
Publisher : John Wiley & Sons
Page : 400 pages
File Size : 42,8 Mb
Release : 2012-05-29
Category : Mathematics
ISBN : 9781118287804

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Bayesian Estimation and Tracking by Anton J. Haug Pdf

A practical approach to estimating and tracking dynamicsystems in real-worl applications Much of the literature on performing estimation for non-Gaussiansystems is short on practical methodology, while Gaussian methodsoften lack a cohesive derivation. Bayesian Estimation andTracking addresses the gap in the field on both accounts,providing readers with a comprehensive overview of methods forestimating both linear and nonlinear dynamic systems driven byGaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation andtracking, the book emphasizes the derivation of all trackingalgorithms within a Bayesian framework and describes effectivenumerical methods for evaluating density-weighted integrals,including linear and nonlinear Kalman filters for Gaussian-weightedintegrals and particle filters for non-Gaussian cases. The authorfirst emphasizes detailed derivations from first principles ofeeach estimation method and goes on to use illustrative anddetailed step-by-step instructions for each method that makescoding of the tracking filter simple and easy to understand. Case studies are employed to showcase applications of thediscussed topics. In addition, the book supplies block diagrams foreach algorithm, allowing readers to develop their own MATLAB®toolbox of estimation methods. Bayesian Estimation and Tracking is an excellent book forcourses on estimation and tracking methods at the graduate level.The book also serves as a valuable reference for researchscientists, mathematicians, and engineers seeking a deeperunderstanding of the topics.

Author : Harry L. Van Trees,Kristine L. Bell
Publisher : Wiley-IEEE Press
Page : 951 pages
File Size : 43,8 Mb
Release : 2007-08-31
Category : Technology & Engineering
ISBN : 0470120959

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Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking by Harry L. Van Trees,Kristine L. Bell Pdf

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.

Author : Lawrence D. Stone,Carl A. Barlow,Thomas L. Corwin
Publisher : Artech House Radar Library (Ha
Page : 362 pages
File Size : 54,6 Mb
Release : 1999
Category : Mathematics
ISBN : UOM:39015047492023

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Bayesian Multiple Target Tracking by Lawrence D. Stone,Carl A. Barlow,Thomas L. Corwin Pdf

Get the solutions to your most challenging tracking problems with this up-to-date resource. Using the Bayesian inference framework, the book helps you design and develop mathematically sound algorithms for dealing with tracking problems involving multiple targets, multiple sensors, and multiple platforms. The book shows you how non-linear Multiple Hypothesis Tracking and the Theory of Unified Tracking are successful methods when multiple target tracking must be performed without contacts or association.

Author : Simo Särkkä
Publisher : Cambridge University Press
Page : 255 pages
File Size : 55,6 Mb
Release : 2013-09-05
Category : Computers
ISBN : 9781107030657

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Bayesian Filtering and Smoothing by Simo Särkkä Pdf

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

Author : Lawrence D. Stone,Roy L. Streit,Stephen L. Anderson
Publisher : Springer Nature
Page : 124 pages
File Size : 51,7 Mb
Release : 2023-05-31
Category : Computers
ISBN : 9783031322426

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Introduction to Bayesian Tracking and Particle Filters by Lawrence D. Stone,Roy L. Streit,Stephen L. Anderson Pdf

This book provides a quick but insightful introduction to Bayesian tracking and particle filtering for a person who has some background in probability and statistics and wishes to learn the basics of single-target tracking. It also introduces the reader to multiple target tracking by presenting useful approximate methods that are easy to implement compared to full-blown multiple target trackers. The book presents the basic concepts of Bayesian inference and demonstrates the power of the Bayesian method through numerous applications of particle filters to tracking and smoothing problems. It emphasizes target motion models that incorporate knowledge about the target’s behavior in a natural fashion rather than assumptions made for mathematical convenience. The background provided by this book allows a person to quickly become a productive member of a project team using Bayesian filtering and to develop new methods and techniques for problems the team may face.

Author : Simo Särkkä,Lennart Svensson
Publisher : Cambridge University Press
Page : 438 pages
File Size : 42,5 Mb
Release : 2023-05-31
Category : Mathematics
ISBN : 9781108912303

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Bayesian Filtering and Smoothing by Simo Särkkä,Lennart Svensson Pdf

Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing. In particular, it covers a range of efficient non-linear Gaussian filtering and smoothing algorithms, as well as Monte Carlo-based algorithms. This updated edition features new chapters on constructing state space models of practical systems, the discretization of continuous-time state space models, Gaussian filtering by enabling approximations, posterior linearization filtering, and the corresponding smoothers. Coverage of key topics is expanded, including extended Kalman filtering and smoothing, and parameter estimation. The book's practical, algorithmic approach assumes only modest mathematical prerequisites, suitable for graduate and advanced undergraduate students. Many examples are included, with Matlab and Python code available online, enabling readers to implement algorithms in their own projects.

Author : Ke Huang,Ka-Veng Yuen
Publisher : Springer Nature
Page : 286 pages
File Size : 52,9 Mb
Release : 2023-03-20
Category : Technology & Engineering
ISBN : 9789819905935

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Bayesian Real-Time System Identification by Ke Huang,Ka-Veng Yuen Pdf

This book introduces some recent developments in Bayesian real-time system identification. It contains two different perspectives on data processing for system identification, namely centralized and distributed. A centralized Bayesian identification framework is presented to address challenging problems of real-time parameter estimation, which covers outlier detection, system, and noise parameters tracking. Besides, real-time Bayesian model class selection is introduced to tackle model misspecification problem. On the other hand, a distributed Bayesian identification framework is presented to handle asynchronous data and multiple outlier corrupted data. This book provides sufficient background to follow Bayesian methods for solving real-time system identification problems in civil and other engineering disciplines. The illustrative examples allow the readers to quickly understand the algorithms and associated applications. This book is intended for graduate students and researchers in civil and mechanical engineering. Practitioners can also find useful reference guide for solving engineering problems.

Author : Pfaff, Florian
Publisher : KIT Scientific Publishing
Page : 270 pages
File Size : 49,5 Mb
Release : 2019-10-31
Category : Computers
ISBN : 9783731509325

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Multitarget Tracking Using Orientation Estimation for Optical Belt Sorting by Pfaff, Florian Pdf

Author : Lawrence D. Stone,Roy L. Streit,Thomas L. Corwin,Kristine L. Bell
Publisher : Artech House
Page : 315 pages
File Size : 41,5 Mb
Release : 2013-12-01
Category : Technology & Engineering
ISBN : 9781608075539

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Bayesian Multiple Target Tracking, Second Edition by Lawrence D. Stone,Roy L. Streit,Thomas L. Corwin,Kristine L. Bell Pdf

This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements the Bayesian single target recursion, this resource provides numerous examples that involve the use of particle filters. With these examples illustrating the developed concepts, algorithms, and approaches -- the book helps radar engineers develop tracking solutions when observations are non-linear functions of target state, when the target state distributions or measurement error distributions are not Gaussian, in low data rate and low signal to noise ratio situations, and when notions of contact and association are merged or unresolved among more than one target.

Author : Zafer Sahinoglu,Sinan Gezici,Ismail Güvenc
Publisher : Cambridge University Press
Page : 271 pages
File Size : 45,5 Mb
Release : 2008-09-04
Category : Technology & Engineering
ISBN : 9781139472319

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Ultra-wideband Positioning Systems by Zafer Sahinoglu,Sinan Gezici,Ismail Güvenc Pdf

Position estimation of wireless devices has many applications in short-range networks. Ultra-wideband (UWB) signals provide accurate positioning capabilities that can be harnessed in wireless systems to realise these applications. This text provides detailed coverage of UWB positioning systems, offering comprehensive treatment of signal and receiver design for ranging, range estimation techniques, theoretical performance bounds, ranging algorithms and protocols. Beginning with a discussion of the potential applications of wireless positioning, and investigating UWB signals for such applications, later chapters establish a signal processing framework for analysing UWB positioning and ranging systems. The recent IEEE 802.15.4a standard related to UWB is also studied in detail. Each chapter contains examples, problems and Matlab scripts to help readers grasp key concepts. This is an ideal text for graduate students and researchers in electrical and computer engineering, and practitioners in the communications industry, particularly those in wireless communications. Further resources are available at www.cambridge.org/9780521873093.

Author : Lawrence D. Stone
Publisher : Unknown
Page : 0 pages
File Size : 52,6 Mb
Release : 2014
Category : Electronic
ISBN : OCLC:1109681151

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Bayesian Multiple Target Tracking by Lawrence D. Stone Pdf

Author : Alistair B Forbes,Anna G Chunovkina,Sascha Eichstadt,Nien Fan Zhang,Franco Pavese
Publisher : World Scientific
Page : 460 pages
File Size : 48,7 Mb
Release : 2018-10-16
Category : Mathematics
ISBN : 9789813274310

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Advanced Mathematical And Computational Tools In Metrology And Testing Xi by Alistair B Forbes,Anna G Chunovkina,Sascha Eichstadt,Nien Fan Zhang,Franco Pavese Pdf

This volume contains original, refereed contributions by researchers from institutions and laboratories across the world that are involved in metrology and testing. They were adapted from presentations made at the eleventh edition of the Advanced Mathematical and Computational Tools in Metrology and Testing conference held at the University of Strathclyde, Glasgow, in September 2017, organized by IMEKO Technical Committee 21, the National Physical Laboratory, UK, and the University of Strathclyde. The papers present new modeling approaches, algorithms and computational methods for analyzing data from metrology systems and for evaluation of the measurement uncertainty, and describe their applications in a wide range of measurement areas.This volume is useful to all researchers, engineers and practitioners who need to characterize the capabilities of measurement systems and evaluate measurement data. Through the papers written by experts working in leading institutions, it covers the latest computational approaches and describes applications to current measurement challenges in engineering, environment and life sciences.

Author : James V. Candy
Publisher : John Wiley & Sons
Page : 640 pages
File Size : 43,9 Mb
Release : 2016-06-20
Category : Technology & Engineering
ISBN : 9781119125488

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Bayesian Signal Processing by James V. Candy Pdf

Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.

Author : Hideyuki Nakashima,Hamid Aghajan,Juan Carlos Augusto
Publisher : Springer Science & Business Media
Page : 1290 pages
File Size : 42,7 Mb
Release : 2009-10-01
Category : Computers
ISBN : 9780387938080

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Handbook of Ambient Intelligence and Smart Environments by Hideyuki Nakashima,Hamid Aghajan,Juan Carlos Augusto Pdf

Our homes anticipate when we want to wake up. Our computers predict what music we want to buy. Our cars adapt to the way we drive. In today’s world, even washing machines, rice cookers and toys have the capability of autonomous decision-making. As we grow accustomed to computing power embedded in our surroundings, it becomes clear that these ‘smart environments’, with a number of devices controlled by a coordinating system capable of ‘ambient intelligence’, will play an ever larger role in our lives. This handbook provides readers with comprehensive, up-to-date coverage in what is a key technological field. . Systematically dealing with each aspect of ambient intelligence and smart environments, the text covers everything, from visual information capture and human/computer interaction to multi-agent systems, network use of sensor data, and building more rationality into artificial systems. The book also details a wide range of applications, examines case studies of recent major projects from around the world, and analyzes both the likely impact of the technology on our lives, and its ethical implications. With a wide variety of separate disciplines all conducting research relevant to this field, this handbook encourages collaboration between disparate researchers by setting out the fundamental concepts from each area that are relevant to ambient intelligence and smart environments, providing a fertile soil in which ground-breaking new work candevelop.

Author : Heung-Yeung Shum
Publisher : Springer Science & Business Media
Page : 1171 pages
File Size : 50,5 Mb
Release : 2001
Category : Computer Communication Networks
ISBN : 9783540426806

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Advances in Multimedia Information Processing-Pcm 2001 by Heung-Yeung Shum Pdf

This book constitutes the refereed proceedings of the Second IEEE Pacific-Rim Conference on Multimedia (IEEE-PCM 2001), held in Beijing, China in October e2001. The revised 104 regular and 53 poster papers presented were carefully reviewed and selected from a total of 244 papers. The papers are organized in sections on wearable computing, retrieval techniques, coding techniques, systems, visions and graphics, face, multimedia retrieval, multimedia education, multimedia presentation and databases, data hiding, image and video coding, retrieval, speech and sound, networking, spoken dialog, multimedia security, multimedia networking, learning and recognition, and watermarking.