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Search results for: BAYESIAN TRACKING
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On Bayesian Tracking and Prediction of Radar Cross Section
PublicationWe consider the problem of Bayesian tracking of radar cross section. The adopted observation model employs the gamma family, which covers all Swerling cases in a unified framework. State dynamics are modeled using a nonstationary autoregressive gamma process. The principal component of the proposed solution is a nontrivial gamma approximation, applied during the time update recursion. The superior performance of the proposed approach...
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Identification of nonstationary multivariate autoregressive processes– Comparison of competitive and collaborative strategies for joint selection of estimation bandwidth and model order
PublicationThe problem of identification of multivariate autoregressive processes (systems or signals) with unknown and possibly time-varying model order and time-varying rate of parameter variation is considered and solved using parallel estimation approach. Under this approach, several local estimation algorithms, with different order and bandwidth settings, are run simultaneously and compared based on their predictive performance. First,...