Using the Bayesian inference framework, this book enables the reader to design and develop mathematically sound algorithms for dealing with tracking problems involving multiple targets, multiple sensors, and multiple platforms. It shows how non-linear Multiple Hypothesis Tracking and the Theory of United Tracking are successful methods when multiple target tracking must be performed without contacts or association. With detailed examples illustrating the developed concepts, algorithms, and approaches, the book helps the reader track when observations are non-linear functions of target site, when the target state distributions or measurements error distributions are not Gaussian, when notions of contact and association are merged or unresolved among more than one target, and in low data rate and low signal to noise ratio situations.

Bayesian Multiple Target Tracking (Artech House Radar Library (Hardcover))

Crafts, Hobbies & Home

Stone, Lawrence D.

Corwin, Thomas L

Barlow, Carl A

Crafts & Hobbies

Artech House Publishers

This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking. In addition to providing a detailed description of a basic particle filter that implements the Bayesian single target recursion, this resource provides numerous examples that involve the use of particle filters.

Bayesian Multiple Target Track 2nd Ed

Science & Math

Bell, Kristine L.

Streit, Roy L

Mathematics

Artech House on Demand

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.                                      - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve  transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Theory of Optimal Search

Military Applications Section

This book provides a quick but insightful introduction to Bayesian tracking and particle filtering for a person who has some background in probability and statistics and wishes to learn the basics of single-target tracking. It also introduces the reader to multiple target tracking by presenting useful approximate methods that are easy to implement compared to full-blown multiple target trackers. 
The book presents the basic concepts of Bayesian inference and demonstrates the power of the Bayesian method through numerous applications of particle filters to tracking and smoothing problems. It emphasizes target motion models that incorporate knowledge about the target’s behavior in a natural fashion rather than assumptions made for mathematical convenience. 
The background provided by this book allows a person to quickly become a productive member of a project team using Bayesian filtering and to develop new methods and techniques for problems the team may face.

Introduction to Bayesian Tracking and Particle Filters (Studies in Big Data, 126)

Anderson, Stephen L.

Springer

This book begins with a review of basic results in optimal search for a stationary target. It then develops the theory of optimal search for a moving target, providing algorithms for computing optimal plans and examples of their use. Next it develops methods for computing optimal search plans involving multiple targets and multiple searchers with realistic operational constraints on search movement. These results assume that the target does not react to the search. In the final chapter there is a brief overview of mostly military problems where the target tries to avoid being found as well as rescue or rendezvous problems where the target and the searcher cooperate. Larry Stone wrote his definitive book Theory of Optimal Search in 1975, dealing almost exclusively with the stationary target search problem. Since then the theory has advanced to encompass search for targets that move even as the search proceeds, and computers have developed sufficient capability to employ the improved theory. In this book, Stone joins Royset and Washburn to document and explain this expanded theory of search. The problem of how to search for moving targets arises every day in military, rescue, law enforcement, and border patrol operations.

Optimal Search for Moving Targets (International Series in Operations Research & Management Science, 237)

Business & Money

Royset, Johannes O.

Washburn, Alan R.

Management & Leadership

This book begins with a review of basic results in optimal search for a stationary target. It then develops the theory of optimal search for a moving target, providing algorithms for computing optimal plans and examples of their use. Next it develops methods for computing optimal search plans involving multiple targets and multiple searchers with realistic operational constraints on search movement. These results assume that the target does not react to the search. In the final chapter there is a brief overview of mostly military problems where the target tries to avoid being found as well as rescue or rendezvous problems where the target and the searcher cooperate.  Larry Stone wrote his definitive book Theory of Optimal Search in 1975, dealing almost exclusively with the stationary target search problem. Since then the theory has advanced to encompass search for targets that move even as the search proceeds, and computers have developed sufficient capability to employ the improved theory. In this book, Stone joins Royset and Washburn to document and explain this expanded theory of search. The problem of how to search for moving targets arises every day in military, rescue, law enforcement, and border patrol operations. 

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