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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