Results 71 to 80 of about 1,207 (171)

A Variational Bayesian Based Strong Tracking Interpolatory Cubature Kalman Filter for Maneuvering Target Tracking

IEEE Access, 2018
In tracking a maneuverable target, a proper estimation method with better filtering accuracy, stronger robustness, and faster convergence speed is crucial to the tracking system.
Jian Wang, Tao Zhang, Xiang Xu, Yao Li
doaj   +1 more source

Variational Bayesian Inference for Multiple Extended Targets or Unresolved Group Targets Tracking

IET Radar, Sonar & Navigation
In this work, we propose a method for tracking multiple extended targets or unresolvable group targets in a clutter environment. First, based on the random matrix model (RMM), each target's joint kinematic–extent state is modelled as a gamma Gaussian ...
Yuanhao Cheng, Yunhe Cao, Tat‐Soon Yeo, Yulin Zhang, Jie Fu   +4 more
doaj   +1 more source

A Robust Tracking Method for Aerial Extended Targets with Space-Based Wideband Radar

Remote Sensing
Space-based radar systems offer significant advantages for air surveillance, including wide-area coverage and extended early-warning capabilities. The integrated design of detection and imaging in space-based wideband radar further enhances its accuracy.
Linlin Fang, Yuxin Hu, Lihua Zhong, Lijia Huang   +3 more
doaj   +1 more source

"Multivariate stochastic volatility" [PDF]

We provide a detailed summary of the large and vibrant emerging literature that deals with the multivariate modeling of conditional volatility of financial time series within the framework of stochastic volatility.
Manabu Asai, Siddhartha Chib, Yasuhiro Omori   +2 more
core  

The randomization by Wishart laws and the Fisher information

, 2022
Consider the centered Gaussian vector $X$ in $\R^n$ with covariance matrix $ \Sigma.$ Randomize $\Sigma$ such that $ \Sigma^{-1}$ has a Wishart distribution with shape parameter $p>(n-1)/2$ and mean $p\sigma.$ We compute the density $f_{p,\sigma}$ of $X$
Letac, Gérard G.
core  

Penalized maximum likelihood for multivariate Gaussian mixture

, 2001
Presented at MaxEnt01. To appear in Bayesian Inference and Maximum Entropy Methods, B. Fry (Ed.), AIP Proceedings. 11pages, 3 Postscript figuresIn this paper, we first consider the parameter estimation of a multivariate random process distribution using ...
Snoussi, Hichem, Mohammad-Djafari, Ali
core   +3 more sources

Tracking the Splitting and Combination of Group Target With $\delta$ -Generalized Labeled Multi-Bernoulli Filter

IEEE Access, 2019
Splitting and combination are two important events of group target motion. However, the existing tracking approaches for group target splitting and combination events suffer the problems of high-computational cost and low accuracy.
Linhai Gan, Gang Wang
doaj   +1 more source

Splitting and Combination Group Target Tracking With Adaptive Fast Density Peak Partition

The Journal of Engineering
The field of group target tracking is significantly advanced by the research on group target splitting and combination tracking. This study leverages the gamma Gaussian inverse Wishart probability hypothesis density (GGIW‐PHD) filter framework to delve ...
Tian Yuan, Yu Zhang, Zhengxin Ao, Peng Chen, Ying Chen, Yan Zhang   +5 more
doaj   +1 more source

A Robust Kalman Filter for Heavy-Tailed Measurement Noise Based on Gamma Pearson VII Mixture Distribution

IEEE Access
This study develops an enhanced state estimation framework by integrating the Kalman filtering mechanism with a Gamma Pearson VII (GaPV) hybrid probability model to address non-stationary heavy-tailed noise characteristics in measurement systems.
Shen Liang, Guoliang Xu, Zhenmei Qin
doaj   +1 more source

Message Passing-Based Coexisting Point and Extended Targets Tracking

IEEE Access
This paper presents a novel loopy sum-product algorithm (LSPA) designed specifically for simultaneous tracking of point and extended targets—scenarios in which both target types may appear concurrently.
Yuansheng Li, Yixing Du, Junhu Ma
doaj   +1 more source