System identification: theory for the user
System identification: theory for the user
Elements of information theory
Elements of information theory
Estimation with Applications to Tracking and Navigation
Estimation with Applications to Tracking and Navigation
A comparison of detection performance for several track-before-detect algorithms
EURASIP Journal on Advances in Signal Processing
Hidden Markov Model Filter Banks for Dim Target Detection from Image Sequences
DICTA '08 Proceedings of the 2008 Digital Image Computing: Techniques and Applications
Adaptive estimation of HMM transition probabilities
IEEE Transactions on Signal Processing
Bayesian methods for multiaspect target tracking in image sequences
IEEE Transactions on Signal Processing
On adaptive HMM state estimation
IEEE Transactions on Signal Processing
Suppression of multiple narrowband interferers in a spread-spectrum communication system
IEEE Journal on Selected Areas in Communications
Dim target tracking base on GM-PHD filter
IScIDE'11 Proceedings of the Second Sino-foreign-interchange conference on Intelligent Science and Intelligent Data Engineering
Practical stability of approximating discrete-time filters with respect to model mismatch
Automatica (Journal of IFAC)
Hi-index | 35.69 |
This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes.Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimization problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterizing multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.