Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
}
TY - GEN
T1 - Nonlinear filtering using measurements affected by stochastic, set-theoretic and association uncertainty
AU - Ristic, B
AU - Gning, Amadou
AU - Mihaylova, Lyudmila
N1 - IEEE Catalog Number: CFP11FUS-CDR
PY - 2011/7/5
Y1 - 2011/7/5
N2 - The problem is sequential Bayesian detection and estimation of nonlinear dynamic stochastic systems using measurements affected by three sources of uncertainty: stochastic, set-theoretic and data association uncertainty. Following Mahler’s framework for information fusion, the paper develops the optimal Bayes filter for this problem in the form of the Bernoulli filter for interval measurements, implemented as a particle filter. The numerical results demonstrate the filter performance: it detects the presence of targets reliably, and using a sufficient number of particles, the support of its posterior spatial PDF is guaranteed to include the true target state.
AB - The problem is sequential Bayesian detection and estimation of nonlinear dynamic stochastic systems using measurements affected by three sources of uncertainty: stochastic, set-theoretic and data association uncertainty. Following Mahler’s framework for information fusion, the paper develops the optimal Bayes filter for this problem in the form of the Bernoulli filter for interval measurements, implemented as a particle filter. The numerical results demonstrate the filter performance: it detects the presence of targets reliably, and using a sufficient number of particles, the support of its posterior spatial PDF is guaranteed to include the true target state.
KW - Sequential Bayesian estimation
KW - random sets
KW - particle filters
KW - Bernoulli filter
KW - interval measurements
M3 - Conference contribution/Paper
SP - 1069
EP - 1076
BT - 2011 Proceedings of the 14th International Conference on Information Fusion (FUSION 2011)
CY - USA
T2 - International Conference on Information Fusion
Y2 - 5 July 2011 through 8 July 2011
ER -