Beyond the Kalman Filter: Particle Filters for Tracking Applications (Artech House Radar Library)

From Book News, Inc.
The fundamental building block of a target tracking radar system is the filter for recursive target state estimation, with the Kalman filter being the best-known example. The authors of this work (all of Australia's Defense Science and Technology Organization) believe that particle filters relying on sequential Monte Carlo estimation and non-Gaussian dynamic estimation are growing to be more useful than Kalman filters. Writing for engineers, they review the current status of nonlinear/non-Gaussian filtering and describe common techniques. They then turn their attention to an array of target tracking applications, most of which rely on particle filters.Copyright © 2004 Book News, Inc., Portland, OR


Book Description
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.


Book Info
Guide helps professionals develop accurate and reliable nonlinear filter designs, and more precisely predict the performance of these designs. Includes 867 equations, introduces the latest advances in particle filter theory, and examines defense-related applications of particle filters to noninear and non-Gaussian problems.


About the Author
Branko Ristic is a senior research scientist in the Tracking and Sensor Fusion Group at the ISR Division of DSTO, Edinburgh, Australia. In 2002 he was awarded the Defence Science Fellowship by the Information Sciences Laboratory of DSTO. He earned his Ph.D. at the Signal Processing Research Centre of Queensland University of Technology, Australia. Sanjeev Arulampalam is a senior research scientist in the Submarine Combat Systems Group, Maritime Operations Division of DSTO, Edinburgh, Australia. In 2000 he was awarded the Anglo-Australian postdoctoral fellowship by the Royal Academy of Engineering, London. He earned his Ph.D. in electrical and electronics engineering at the University of Melbourne, Australia. Neil Gordon is a senior research scientist in the Tracking and Sensor Fusion Group at the ISR Division of DSTO, Edinburgh, Australia. Dr Gordon earned his Ph.D. in statistics at the Imperial College, University of London.


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The fundamental building block of a target tracking radar system is the filter for recursive target state estimation, with the Kalman filter being the best-known example. The authors of this work (all of Australia's Defense Science and Technology Organization) believe that particle filters relying on sequential Monte Carlo estimation and non-Gaussian dynamic estimation are growing to be more useful than Kalman filters. Writing for engineers, they review the current status of nonlinear/non-Gaussian filtering and describe common techniques. They then turn their attention to an array of target tracking applications, most of which rely on particle filters. Annotation ©2004 Book News, Inc., Portland, OR


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