Accession Number:

ADA399200

Title:

Nonlinear Filtering: Analysis and Numerical Methods

Descriptive Note:

Final progress rept. 1 Jan 1998-1 Oct 2001

Corporate Author:

UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES CENTER FOR APPLIED MATHEMATICAL SCIENCES

Personal Author(s):

• Rozovskii, Boris
• Tartakovsky, Alexander

Report Date:

2001-11-09

Pagination or Media Count:

14.0

Abstract:

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.

Descriptors:

• *OPTICAL TRACKING
• STOCHASTIC PROCESSES
• CLUTTER
• MOVING TARGETS
• SEQUENTIAL ANALYSIS
• MATHEMATICAL FILTERS
• NONLINEAR SYSTEMS
• BAYES THEOREM
• NUMERICAL METHODS AND PROCEDURES
• TARGET DETECTION
• INTEGRAL EQUATIONS

Subject Categories:

• Optical Detection and Detectors

Distribution Statement:

APPROVED FOR PUBLIC RELEASE