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Nonlinear Filtering: Analysis and Numerical Methods
Final progress rept. 1 Jan 1998-1 Oct 2001
UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES CENTER FOR APPLIED MATHEMATICAL SCIENCES
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In the research during the reporting period we focused on the following areas 1 Nonlinear filtering for acutely maneuvering targets 2 Development of banks of interacting Bayesian spatial-temporal matched filters for track-before-detect TBD based on nonlinear filtering techniques 3 Development of adaptive spatial-temporal filters for clutter rejection and electronic scene stabilization 4 Design of multi-hypothesis sequential tests for multi-sensor distributed systems with fusion of local decisions 5 Wiener chaos expansion for nonlinear systems such with applications to filtering and 6 Inverse problems for stochastic PDE. In addition. we have made substantial progress in the implementation of the developed algorithms. The Adaptive Spatial-Temporal Method for Clutter Rejection and Scene Stabilization and Switching Multiple Model Based TBD Algorithms were transferred to the SPAWAR Systems Center, San Diego, CA POC Dr.
APPROVED FOR PUBLIC RELEASE