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- 3Non-linear filtering
- 2Target tracking
- 1Branching interacting particle system
- 1Hybrid filter
- 1Hybrid particle system
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....
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...
Particle-based nonlinear filters provide a mathematically optimal (in the limit) and sound method for solving a number of difficult filtering problems. However, there are a number of practical difficulties that can occur when applying particle-based filtering techniques to real world problems....
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...