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2000
Ballantyne, David, Chan, Hubert, Kouritzin, Michael
Particle approximations are used to track a maneuvering signal given only a noisy, corrupted sequence of observations, as are encountered in target tracking and surveillance. The signal exhibits nonlinearities that preclude the optimal use of a Kalman filter. It obeys a stochastic differential...
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2002
Kim, Surrey, Kouritzin, Michael, Ballantyne, David
Particle-based nonlinear filters have proven to be effective and versatile methods for computing approximations to difficult filtering problems. We introduce a novel hybrid particle method, thought to possess an excellent compromise between the unadaptive nature of the weighted particle methods...