Imperial College London
SEMINAR
The next seminar will be on the 5th of May at 3.30 pm. Tea and coffee
will be served in the Common room at 3 pm. To get to the department,
follow directions at http://www.ma.ic.ac.uk/findus.php .
Kind regards
Sofia
Probability and Statistics (Statistics)
Evasive targets, particles and point processes
Dr Simon Godsill (University of Cambridge (Signal Processing and
Communications Group))
Friday 5 May 2006 15.30-16.30
139 Huxley Building
Abstract
In this talk I will describe new Bayesian models for manouevring
objects, such as ships, planes or people detected by radar or sonar, for
example. In these models the trajectory of movement is described
directly in terms of a collection of random continuous manoeuvre times,
with the object obeying deterministic dynamics in between manoevres.
These dynamic models are combined with powerful point process-based
observation models which avoid an explicit calculation of data
association in the presence of high random clutter and low detection
probabilities, a major issue in many tracking schemes. The tracking
problem is solved through use of specially adapted Monte Carlo particle
filters for estimation of the continuous-time manoevre parameters.
Extensions of the schemes to allow randomness between manoeuvres are
discussed based on jump diffusion processes as the driving noise
function.
___________________
Dr Sofia Olhede
Lecturer in Statistics
Department of Mathematics
Imperial College London
SW7 2AZ London
UK
Tel:+44 (0) 20 7594 8568
http://www.ma.imperial.ac.uk/~sco
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