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Skip to Search Results- 2Non-linear filtering
- 2Particle filters
- 1Anomaly detection
- 1Artificial learning
- 1Chi-square test
- 1Duncan–Mortensen–Zakai equation
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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...
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2004
Kouritzin, Michael, Long, H., Sun, W.
Herein, we consider direct Markov chain approximations to the Duncan–Mortensen–Zakai equations for nonlinear filtering problems on regular, bounded domains. For clarity of presentation, we restrict our attention to reflecting diffusion signals with symmetrizable generators. Our Markov chains are...
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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...
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2004
Kouritzin, Michael, Kim, Surrey, Sun, Wei, Kim, Hyukjoon
In this note, we consider the problem of detecting network portscans through the use of anomaly detection. First, we introduce some static tests for analyzing traffic rates. Then, we make use of two dynamic chi-square tests to detect anomalous packets. Further, we model network traffic as a...