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2003

Ballantyne, David, Wiersma, Jonathan, Kouritzin, Michael, Hailes, Jarett, Long, Hongwei

A hybrid weighted interacting particle filter, the selectively resampling particle filter (SERP), is used to detect and track multiple ships maneuvering in a region of water. The ship trajectories exhibit nonlinear dynamics and interact in a nonlinear manner such that the ships do not collide....

1994

Heunis, A.J., Kouritzin, Michael

Consider the following random ordinary differential equation: X˙ϵ(τ)=F(Xϵ(τ),τ/ϵ,ω)subject toXϵ(0)=x0, where {F(x,t,ω),t≥0} are stochastic processes indexed by x in Rd, and the dependence on x is sufficiently regular to ensure that the equation has a unique solution Xϵ(τ,ω) over the interval...

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...

2004

Zhao, Xingqiu, Long, Hongwei, McCrosky, Jesse, Kim, Surrey, Kouritzin, Michael

In this paper, we discuss multi-target tracking for a submarine model based on incomplete observations. The submarine model is a weakly interacting stochastic dynamic system with several submarines in the underlying region. Observations are obtained at discrete times from a number of sonobuoys...

2014

Kouritzin, Michael, Ren, Y.-X.

Let ℓ be Lebesgue measure and X=(Xt,t≥0;Pμ) be a supercritical, super-stable process corresponding to the operator −(−Δ)α/2u+βu−ηu2 on Rd with constants β,η>0 and α∈(0,2]. Put View the MathML source, which for each smallθ is an a.s. convergent complex-valued martingale with limit View the MathML...

2014-06-05

Kouritzin, Michael

The classical particle filter, introduced in 1993, approximates the normalized filter directly. It has two defiencies, over resampling and the inability to distinguish models, the former of which was overcome but the later is fundamental. Conversely, the weighted particle filter, motivated by the...

2004

McCrosky, Jesse, Kouritzin, Michael, Blount, Douglas

A hybrid weighted/interacting particle filter, the selectively resampling particle (SERP) filter, is used to detect and track an unknown number of independent targets on a one-dimensional \"racetrack\" domain. The targets evolve in a nonlinear manner. The observations model a sensor positioned...

1997

Kouritzin, Michael

Herein, an averaging theory for the solutions to Cauchy initial value problems of arbitrary order,ε-dependent parabolic partial differential equations is developed. Indeed, by directly developing bounds between the derivatives of the fundamental solution to such an equation and derivatives of the...

2002

Kouritzin, Michael, Bauer, Will, Kim, Surrey

Predicting the future state of a random dynamic signal based on corrupted, distorted, and partial observations is vital for proper real-time control of a system that includes time delay. Motivated by problems from Acoustic Positioning Research Inc., we consider the continual automated...

2002

Kouritzin, Michael, Long, H.

In the context of simulating the transport of a chemical or bacterial contaminant through a moving sheet of water, we extend a well-established method of approximating reaction-diffusion equations with Markov chains by allowing convection, certain Poisson measure driving sources and a larger...