Preface |
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xvii | |
Contributors |
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xxiii | |
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1 Angle-Only Filtering in Three Dimensions |
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3 | (40) |
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3 | (3) |
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6 | (1) |
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1.3 Tracker and Sensor Coordinate Frames |
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6 | (1) |
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1.4 Coordinate Systems for Target and Ownship States |
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7 | (2) |
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1.4.1 Cartesian Coordinates for State Vector and Relative State Vector |
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7 | (1) |
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1.4.2 Modified Spherical Coordinates for Relative State Vector |
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8 | (1) |
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9 | (5) |
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1.5.1 Dynamic Model for State Vector and Relative State Vector in Cartesian Coordinates |
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9 | (2) |
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1.5.2 Dynamic Model for Relative State Vector in Modified Spherical Coordinates |
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11 | (3) |
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14 | (1) |
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1.6.1 Measurement Model for Relative Cartesian State |
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14 | (1) |
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1.6.2 Measurement Model for Modified Spherical Coordinates |
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15 | (1) |
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1.7 Filter Initialization |
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15 | (2) |
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1.7.1 Initialization of Relative Cartesian Coordinates |
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16 | (1) |
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1.7.2 Initialization of Modified Spherical Coordinates |
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16 | (1) |
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1.8 Extended Kalman Filters |
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17 | (2) |
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1.9 Unscented Kalman Filters |
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19 | (4) |
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23 | (5) |
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1.11 Numerical Simulations and Results |
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28 | (3) |
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31 | (12) |
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Appendix 1A Derivations for Stochastic Differential Equations in MSC |
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32 | (3) |
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Appendix 1B Transformations Between Relative Cartesian Coordinates and MSC |
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35 | (1) |
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Appendix 1C Filter Initialization for Relative Cartesian Coordinates and MSC |
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35 | (5) |
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40 | (3) |
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2 Particle Filtering Combined with Interval Methods for Tracking Applications |
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43 | (32) |
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43 | (1) |
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44 | (2) |
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46 | (5) |
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46 | (1) |
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2.3.2 Inclusion Functions |
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47 | (1) |
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2.3.3 Constraint Satisfaction Problems |
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48 | (2) |
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2.3.4 Contraction Methods |
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50 | (1) |
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51 | (1) |
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2.5 Box Particle Filtering |
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52 | (4) |
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2.5.1 Main Steps of the Box Particle Filter |
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52 | (4) |
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2.6 Box Particle Filtering Derived from the Bayesian Inference Using a Mixture of Uniform Probability Density Functions |
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56 | (9) |
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57 | (6) |
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2.6.2 Measurement Update Step |
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63 | (2) |
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2.7 Box-PF Illustration over a Target Tracking Example |
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65 | (2) |
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65 | (2) |
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2.8 Application for a Vehicle Dynamic Localization Problem |
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67 | (4) |
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71 | (4) |
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72 | (3) |
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3 Bayesian Multiple Target Filtering Using Random Finite Sets |
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75 | (52) |
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75 | (1) |
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3.2 Overview of the Random Finite Set Approach to Multitarget Filtering |
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76 | (5) |
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3.2.1 Single-Target Filtering |
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76 | (1) |
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3.2.2 Random Finite Set and Multitarget Filtering |
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77 | (3) |
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3.2.3 Why Random Finite Set for Multitarget Filtering? |
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80 | (1) |
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81 | (4) |
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3.3.1 Probability Density |
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82 | (1) |
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83 | (1) |
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3.3.3 Belief Functional and Density |
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83 | (1) |
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3.3.4 The Probability Hypothesis Density |
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84 | (1) |
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84 | (1) |
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3.4 Multiple Target Filtering and Estimation |
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85 | (6) |
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3.4.1 Multitarget Dynamical Model |
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86 | (1) |
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3.4.2 Multitarget Observation Model |
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87 | (1) |
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3.4.3 Multitarget Bayes Recursion |
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88 | (1) |
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3.4.4 Multitarget State Estimation |
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88 | (3) |
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3.5 Multitarget Miss Distances |
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91 | (4) |
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91 | (1) |
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92 | (1) |
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3.5.3 Optimal Mass Transfer (OMAT) Metric |
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92 | (2) |
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3.5.4 Optimal Subpattern Assignment (OSPA) Metric |
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94 | (1) |
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3.6 The Probability Hypothesis Density (PHD) Filter |
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95 | (10) |
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3.6.1 The PHD Recursion for Linear Gaussian Models |
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97 | (3) |
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3.6.2 Implementation Issues |
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100 | (1) |
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3.6.3 Extension to Nonlinear Gaussian Models |
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101 | (4) |
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3.7 The Cardinalized PHD Filter |
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105 | (6) |
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3.7.1 The CPHD Recursion for Linear Gaussian Models |
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107 | (2) |
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3.7.2 Implementation Issues |
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109 | (1) |
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3.7.3 The CPHD Filter for Fixed Number of Targets |
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110 | (1) |
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111 | (6) |
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117 | (10) |
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117 | (1) |
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3.9.2 Multitarget State Estimation |
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118 | (1) |
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3.9.3 Extension to Track Propagation |
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119 | (1) |
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3.9.4 MeMBer Filter for Image Data |
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119 | (3) |
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122 | (1) |
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122 | (5) |
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4 The Continuous Time Roots of the Interacting Multiple Model Filter |
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127 | (38) |
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127 | (2) |
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4.1.1 Background and Notation |
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128 | (1) |
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4.2 Hidden Markov Model Filter |
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129 | (7) |
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4.2.1 Finite-State Markov Process |
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129 | (1) |
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4.2.2 SDEs Having a Markov Chain Solution |
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130 | (1) |
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4.2.3 Filtering a Hidden Markov Model (HMM) |
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131 | (2) |
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4.2.4 Robust Versions of the HMM Filter |
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133 | (3) |
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4.3 System with Markovian Coefficients |
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136 | (5) |
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4.3.1 The Filtering Problem Considered |
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136 | (1) |
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4.3.2 Evolution of the Joint Conditional Density |
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136 | (3) |
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4.3.3 Evolution of the Conditional Density of xt Given θt |
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139 | (2) |
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141 | (1) |
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4.4 Markov Jump Linear System |
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141 | (8) |
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4.4.1 The Filtering Problem Considered |
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141 | (1) |
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4.4.2 Pre-IMM Filter Equations |
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142 | (2) |
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4.4.3 Continuous-Time IMM Filter |
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144 | (1) |
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4.4.4 Linear Version of the Pre-IMM Equations |
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145 | (3) |
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4.4.5 Relation Between Bjork's Filter and Continuous-Time IMM |
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148 | (1) |
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4.5 Continuous-Discrete Filtering |
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149 | (5) |
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4.5.1 The Continuous-Discrete Filtering Problem Considered |
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149 | (1) |
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4.5.2 Evolution of the Joint Conditional Density |
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149 | (1) |
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4.5.3 Continuous-Discrete SIR Particle Filtering |
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150 | (2) |
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4.5.4 Markov Jump Linear Case |
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152 | (1) |
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4.5.5 Continuous-Discrete IMM Filter |
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152 | (2) |
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154 | (11) |
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Appendix 4A Differentiation Rule for Discontinuous Semimardngales |
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155 | (1) |
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Appendix 4B Derivation of Differential for Rt(θ) |
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156 | (3) |
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159 | (6) |
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PART II MULTITARGET MULTISENSOR TRACKING |
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5 Multitarget Tracking Using Multiple Hypothesis Tracking |
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165 | (38) |
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165 | (1) |
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166 | (4) |
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5.2.1 Tracking with Target Identity (or Track Label) |
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168 | (1) |
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5.2.2 Tracking without Target Identity (or Track Label) |
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169 | (1) |
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170 | (9) |
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171 | (1) |
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172 | (1) |
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5.3.3 Single Model Filter for a Nonmaneuvering Target |
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172 | (3) |
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5.3.4 Filtering Algorithms |
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175 | (3) |
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5.3.5 Multiple Switching Model Filter for a Maneuvering Target |
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178 | (1) |
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179 | (1) |
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5.5 Hybrid-State Derivations of MHT Equations |
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180 | (5) |
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5.6 The Target-Death Problem |
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185 | (1) |
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186 | (3) |
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5.7.1 Example 1: N-Scan Pruning in Track-Oriented MHT |
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186 | (1) |
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5.7.2 Example 2: Maneuvering Target in Heavy Clutter |
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187 | (2) |
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189 | (14) |
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190 | (13) |
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6 Tracking and Data Fusion for Ground Surveillance |
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203 | (52) |
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6.1 Introduction to Ground Surveillance |
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203 | (1) |
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204 | (5) |
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6.2.1 Model of the GMTI Clutter Notch |
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204 | (2) |
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6.2.2 Signal Strength Measurements |
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206 | (3) |
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6.3 Bayesian Approach to Ground Moving Target Tracking |
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209 | (13) |
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6.3.1 Bayesian Tracking Filter |
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210 | (2) |
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6.3.2 Essentials of GMTI Tracking |
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212 | (2) |
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6.3.3 Filter Update with Clutter Notch |
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214 | (3) |
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6.3.4 Target Strength Estimation |
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217 | (5) |
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6.4 Exploitation of Road Network Data |
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222 | (12) |
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6.4.1 Modeling of Road Networks |
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223 | (2) |
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225 | (4) |
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6.4.3 Application: Precision Targeting |
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229 | (1) |
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6.4.4 Track-Based Road-Map Extraction |
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229 | (5) |
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6.5 Convoy Track Maintenance Using Random Matrices |
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234 | (9) |
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6.5.1 Object Extent Within the Bayesian Framework |
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235 | (2) |
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6.5.2 Road-Map Assisted Convoy Track Maintenance |
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237 | (5) |
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6.5.3 Selected Numerical Examples |
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242 | (1) |
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6.6 Convoy Tracking with the Cardinalized Probability Hypothesis Density Filter |
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243 | (12) |
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6.6.1 Gaussian Mixture CPHD Algorithm |
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244 | (4) |
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6.6.2 Integration of Digital Road Maps |
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248 | (1) |
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6.6.3 Target State Dependent Detection Probability |
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249 | (1) |
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6.6.4 Exemplary Results for Small Convoys |
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250 | (1) |
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251 | (4) |
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7 Performance Bounds for Target Tracking: Computationally Efficient Formulations and Associated Applications |
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255 | (56) |
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255 | (3) |
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7.2 Bayesian Performance Bounds |
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258 | (4) |
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7.2.1 The Estimation Problem |
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258 | (1) |
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7.2.2 A General Class of Lower Bounds |
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258 | (2) |
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7.2.3 Efficient Fixed Dimensionality Recursions |
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260 | (2) |
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7.3 PCRLB Formulations in Cluttered Environments |
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262 | (7) |
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262 | (1) |
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7.3.2 Information Reduction Factor Approach |
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263 | (1) |
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7.3.3 Measurement Sequence Conditioning Approach |
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264 | (1) |
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7.3.4 Measurement Existence Sequence Conditioning Approach |
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265 | (1) |
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7.3.5 Calculation of the Information Reduction Factors |
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266 | (2) |
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7.3.6 Relationships Between the Various Performance Bounds |
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268 | (1) |
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7.4 An Approximate PCRLB for Maneuevring Target Tracking |
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269 | (2) |
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269 | (1) |
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7.4.2 Best-Fitting Gaussian Approach |
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269 | (1) |
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7.4.3 Recursive Computation of Best-Fitting Gaussian Approximation |
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270 | (1) |
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7.5 A General Framework for the Deployment of Stationary Sensors |
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271 | (23) |
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271 | (2) |
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7.5.2 Interval Between Deployments |
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273 | (3) |
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7.5.3 Use of Existing Sensors |
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276 | (1) |
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7.5.4 Locations and Number of New Sensors |
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277 | (3) |
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7.5.5 Performance Measure |
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280 | (1) |
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7.5.6 Efficient Search Technique |
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281 | (1) |
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7.5.7 Example---Sonobuoy Deployment in Submarine Tracking |
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282 | (12) |
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7.6 UAV Trajectory Planning |
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294 | (11) |
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294 | (1) |
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7.6.2 Measure of Performance |
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294 | (1) |
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7.6.3 One-Step-Ahead Planning |
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295 | (1) |
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7.6.4 Two-Step-Ahead Planning |
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295 | (1) |
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7.6.5 Adaptive Horizon Planning |
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296 | (2) |
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298 | (7) |
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7.7 Summary and Conclusions |
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305 | (6) |
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307 | (4) |
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8 Track-Before-Detect Techniques |
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311 | (52) |
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311 | (7) |
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8.1.1 Historical Review of TBD Approaches |
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312 | (3) |
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8.1.2 Limitations of Conventional Detect-then-Track |
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315 | (3) |
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318 | (9) |
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318 | (3) |
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321 | (6) |
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327 | (4) |
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328 | (1) |
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8.3.2 Parameter Selection |
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329 | (1) |
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8.3.3 Complexity Analysis |
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329 | (2) |
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331 | (1) |
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8.4 Dynamic Programming: Viterbi Algorithm |
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331 | (3) |
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8.4.1 Parameter Selection |
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333 | (1) |
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8.4.2 Complexity Analysis |
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333 | (1) |
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333 | (1) |
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334 | (3) |
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8.5.1 Parameter Selection |
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336 | (1) |
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8.5.2 Complexity Analysis |
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336 | (1) |
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337 | (1) |
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337 | (4) |
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8.6.1 Optimization Methods |
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340 | (1) |
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340 | (1) |
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341 | (1) |
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341 | (6) |
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8.7.1 Efficient Two-Dimensional Implementation |
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344 | (1) |
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8.7.2 Nonlinear Gaussian Measurement Function |
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345 | (1) |
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346 | (1) |
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346 | (1) |
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347 | (7) |
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8.8.1 Simulation Scenario |
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348 | (1) |
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8.8.2 Measures of Performance |
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349 | (1) |
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350 | (1) |
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350 | (3) |
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8.8.5 Estimation Accuracy |
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353 | (1) |
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8.8.6 Computation Requirements |
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353 | (1) |
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8.9 Applications: Radar and IRST Fusion |
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354 | (3) |
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357 | (6) |
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358 | (5) |
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9 Advances in Data Fusion Architectures |
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363 | (24) |
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363 | (1) |
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9.2 Dense-Target Scenarios |
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364 | (4) |
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9.3 Multiscale Sensor Scenarios |
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368 | (2) |
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9.4 Tracking in Large Sensor Networks |
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370 | (2) |
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372 | (6) |
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9.6 Measurement Aggregation |
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378 | (5) |
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383 | (4) |
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383 | (4) |
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10 Intent Inference and Detection of Anomalous Trajectories: A Metalevel Tracking Approach |
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387 | (30) |
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387 | (6) |
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10.1.1 Examples of Metalevel Tracking |
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388 | (2) |
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10.1.2 SCFGs and Reciprocal Markov Chains |
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390 | (1) |
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391 | (1) |
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392 | (1) |
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10.2 Anomalous Trajectory Classification Framework |
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393 | (2) |
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10.2.1 Trajectory Classification in Radar Tracking |
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393 | (1) |
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10.2.2 Radar Tracking System Overview |
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394 | (1) |
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10.3 Trajectory Modeling and Inference Using Stochastic Context-Free Grammars |
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395 | (8) |
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10.3.1 Review of Stochastic Context-Free Grammars |
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396 | (1) |
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10.3.2 SCFG Models for Anomalous Trajectories |
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396 | (4) |
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10.3.3 Bayesian Signal Processing of SCFG Models |
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400 | (3) |
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10.4 Trajectory Modeling and Inference Using Reciprocal Processes (RP) |
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403 | (3) |
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10.5 Example 1: Metalevel Tracking for GMTI Radar |
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406 | (1) |
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10.6 Example 2: Data Fusion in a Multicamera Network |
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407 | (6) |
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413 | (4) |
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413 | (4) |
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PART III SENSOR MANAGEMENT AND CONTROL |
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11 Radar Resource Management for Target Tracking---A Stochastic Control Approach |
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417 | (30) |
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417 | (5) |
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11.1.1 Approaches to Radar Resource Management |
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419 | (1) |
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11.1.2 Architecture of Radar Resource Manager |
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420 | (1) |
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11.1.3 Organization of Chapter |
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421 | (1) |
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422 | (9) |
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11.2.1 Macro and Micromanager Architecture |
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422 | (1) |
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11.2.2 Target and Measurement Model |
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423 | (1) |
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11.2.3 Micromanagement to Maximize Mutual Information of Targets |
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424 | (2) |
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11.2.4 Formulation of Micromanagement as a Multivariate POMDP |
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426 | (5) |
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11.3 Structural Results and Lattice Programming for Micromanagement |
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431 | (6) |
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11.3.1 Monotone Policies for Micromanagement with Mutual Information Stopping Cost |
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432 | (1) |
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11.3.2 Monotone POMDP Policies for Micromanagement |
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433 | (3) |
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11.3.3 Radar Macromanagement |
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436 | (1) |
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11.4 Radar Scheduling for Maneuvering Targets Modeled as Jump Markov Linear System |
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437 | (7) |
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11.4.1 Formulation of Jump Markov Linear System Model |
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437 | (3) |
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11.4.2 Suboptimal Radar Scheduling Algorithms |
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440 | (4) |
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444 | (3) |
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444 | (3) |
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12 Sensor Management for Large-Scale Multisensor-Multitarget Tracking |
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447 | (76) |
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447 | (4) |
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447 | (1) |
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12.1.2 Centralized Tracking |
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448 | (1) |
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12.1.3 Distributed Tracking |
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449 | (1) |
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12.1.4 Decentralized Tracking |
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450 | (1) |
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12.1.5 Organization of the Chapter |
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451 | (1) |
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12.2 Target Tracking Architectures |
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451 | (1) |
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12.2.1 Centralized Tracking |
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451 | (1) |
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12.2.2 Distributed Tracking |
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452 | (1) |
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12.2.3 Decentralized Tracking |
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452 | (1) |
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12.3 Posterior Cramer-Rao Lower Bound |
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452 | (6) |
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12.3.1 Multitarget PCRLB for Centralized Tracking |
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453 | (5) |
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12.4 Sensor Array Management for Centralized Tracking |
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458 | (15) |
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12.4.1 Problem Description |
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458 | (1) |
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12.4.2 Problem Formulation |
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458 | (7) |
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12.4.3 Solution Technique |
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465 | (1) |
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465 | (2) |
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12.4.5 Simulation Results |
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467 | (6) |
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12.5 Sensor Array Management for Distributed Tracking |
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473 | (16) |
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474 | (1) |
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12.5.2 Performance of Distributed Tracking with Full Feedback at Every Measurement Step |
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475 | (1) |
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12.5.3 PCRLB for Distributed Tracking |
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476 | (1) |
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12.5.4 Problem Description |
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476 | (1) |
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12.5.5 Problem Formulation |
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477 | (2) |
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12.5.6 Solution Technique |
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479 | (6) |
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12.5.7 Simulation Results |
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485 | (4) |
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12.6 Sensor Array Management for Decentralized Tracking |
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489 | (18) |
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12.6.1 PCRLB for Decentralized Tracking |
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490 | (1) |
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12.6.2 Problem Description |
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490 | (1) |
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12.6.3 Problem Formulation |
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491 | (9) |
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12.6.4 Solution Technique |
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|
500 | (1) |
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12.6.5 Simulation Results |
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501 | (6) |
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507 | (16) |
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Appendix 12A Local Search |
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510 | (2) |
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Appendix 12B Genetic Algorithm |
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512 | (2) |
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Appendix 12C Ant Colony Optimization |
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514 | (2) |
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516 | (7) |
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PART IV ESTIMATION AND CLASSIFICATION |
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13 Efficient Inference in General Hybrid Bayesian Networks for Classification |
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523 | (24) |
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523 | (3) |
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13.2 Message Passing: Representation and Propagation |
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526 | (6) |
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13.2.1 Unscented Transformation |
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528 | (2) |
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13.2.2 Unscented Message Passing |
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530 | (2) |
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13.3 Network Partition and Message Integration for Hybrid Model |
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532 | (4) |
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13.3.1 Message Integration for Hybrid Model |
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533 | (3) |
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13.4 Hybrid Message Passing Algorithm for Classification |
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536 | (1) |
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13.5 Numerical Experiments |
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537 | (7) |
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537 | (3) |
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13.5.2 Experiment Results |
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540 | (2) |
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13.5.3 Complexity of HMP-BN |
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542 | (2) |
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544 | (3) |
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544 | (3) |
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14 Evaluating Multisensor Classification Performance with Bayesian Networks |
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547 | (32) |
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547 | (1) |
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548 | (12) |
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14.2.1 A New Approach for Quantifying Classification Performance |
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548 | (2) |
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14.2.2 Efficient Estimation of the Global Classification Matrix |
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550 | (4) |
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14.2.3 The Global Classification Matrix: Some Experiments |
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554 | (3) |
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14.2.4 Sensor Design Quality Metrics |
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557 | (3) |
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14.3 Multisensor Fusion Systems---Design and Performance Evaluation |
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560 | (4) |
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14.3.1 Performance Evaluation of Multisensor Models---Good Sensors |
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560 | (3) |
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14.3.2 Performance Evaluation of Multisensor Fusion Systems---Not-so-Good Sensors |
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563 | (1) |
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14.4 Summary and Continuing Questions |
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564 | (15) |
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Appendix 14A Developing a Sensor's Local Confusion Matrix |
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565 | (2) |
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Appendix 14B Solving for the Off-Diagonal Elements of the Global Classification Matrix |
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|
567 | (2) |
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Appendix 14C A Graph-Theoretic Representation of the Recursive Approach for Estimating the Diagonal Elements of the GCM |
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|
569 | (1) |
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Appendix 14C.1 The Binomial Case (n = 2, m = 2) |
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569 | (2) |
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Appendix 14C.2 The Multinomial Case (n, m > 2) |
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571 | (2) |
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Appendix 14D Designing Monte Carlo Simulations of the GCM |
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573 | (1) |
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Appendix 14D.1 Single-Sensor GCM |
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|
573 | (1) |
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Appendix 14D.2 Multisensor GCM |
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|
574 | (1) |
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Appendix 14E Proof of Approximation 1 |
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574 | (2) |
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576 | (3) |
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15 Detection and Estimation of Radiological Sources |
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579 | (40) |
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579 | (1) |
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15.2 Estimation of Point Sources |
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580 | (10) |
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581 | (1) |
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15.2.2 Source Parameter Estimation |
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581 | (4) |
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15.2.3 Simulation Results |
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585 | (2) |
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15.2.4 Experimental Results |
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587 | (3) |
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15.3 Estimation of Distributed Sources |
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590 | (9) |
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591 | (2) |
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593 | (2) |
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15.3.3 Simulation Results |
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595 | (3) |
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15.3.4 Experimental Results |
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598 | (1) |
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15.4 Searching for Point Sources |
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599 | (13) |
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|
600 | (1) |
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15.4.2 Sequential Search Using a POMDP |
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601 | (2) |
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15.4.3 Implementation of the POMDP |
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603 | (5) |
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15.4.4 Simulation Results |
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608 | (3) |
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15.4.5 Experimental Results |
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|
611 | (1) |
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612 | (7) |
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614 | (5) |
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PART V DECISION FUSION AND DECISION SUPPORT |
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16 Distributed Detection and Decision Fusion with Applications to Wireless Sensor Networks |
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619 | (42) |
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619 | (1) |
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16.2 Elements of Detection Theory |
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620 | (4) |
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16.3 Distributed Detection with Multiple Sensors |
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624 | (10) |
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624 | (2) |
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16.3.2 Conditional Independence Assumption |
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|
626 | (6) |
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16.3.3 Dependent Observations |
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|
632 | (2) |
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634 | (1) |
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16.4 Distributed Detection in Wireless Sensor Networks |
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634 | (11) |
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16.4.1 Counting Rule in a Wireless Sensor Network with Signal Decay |
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|
636 | (1) |
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16.4.2 Performance Analysis: Sensors with Identical Statistics |
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|
636 | (1) |
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16.4.3 Performance Analysis: Sensors with Nonidentical Statistics |
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637 | (8) |
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16.5 Copula-Based Fusion of Correlated Decisions |
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645 | (7) |
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|
645 | (1) |
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16.5.2 System Design Using Copulas |
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646 | (2) |
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16.5.3 Illustrative Example: Application to Radiation Detection |
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648 | (2) |
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650 | (2) |
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652 | (9) |
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Appendix 16A Performance Analysis of a Network with Nonidentical Sensors via Approximations |
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|
653 | (1) |
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Appendix 16A.1 Binomial I Approximation |
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|
653 | (1) |
|
Appendix 16A.2 Binomial II Approximation |
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|
654 | (1) |
|
Appendix 16A.3 DeMoivre-Laplace Approximation |
|
|
654 | (1) |
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Appendix 16A.4 Total Variation Distance |
|
|
655 | (1) |
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|
656 | (5) |
|
17 Evidential Networks for Decision Support in Surveillance Systems |
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|
661 | (44) |
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661 | (1) |
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662 | (6) |
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17.2.1 Mathematical Definitions and Results |
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|
664 | (1) |
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665 | (2) |
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17.2.3 Probability Mass Functions as a Valuation Algebra |
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|
667 | (1) |
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17.3 Local Computation in a VA |
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|
668 | (4) |
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|
668 | (2) |
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17.3.2 Construction of a Binary Join Tree |
|
|
670 | (2) |
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17.3.3 Inward Propagation |
|
|
672 | (1) |
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17.4 Theory of Evidence as a Valuation Algebra |
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|
672 | (13) |
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|
676 | (1) |
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|
677 | (1) |
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17.4.3 Inferring and Eliciting the Evidential Model |
|
|
678 | (3) |
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|
681 | (4) |
|
17.5 Examples of Decision Support Systems |
|
|
685 | (20) |
|
17.5.1 Target Identification |
|
|
685 | (5) |
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|
690 | (9) |
|
Appendix 17A Construction of a BJT |
|
|
699 | (1) |
|
Appendix 17B Inward Propagation |
|
|
700 | (2) |
|
|
702 | (3) |
Index |
|
705 | |