Bhashyam Balaji

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A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochas-tic processes relevant for the solution of the continuous-discrete filtering problem is provided in this paper. The practical utility of the path integral formula is demonstrated via some(More)
In conventional target tracking systems, human operators use the estimated target tracks to make higher level inference of the target behaviour/intent. This paper develops syntactic filtering algorithms that assist human operators by extracting spatial patterns from target tracks to identify suspicious/anomalous spatial trajectories. The targets' spatial(More)
The Probability Hypothesis Density (PHD) filter is a multitarget tracker that can alleviate the computational intractability of the optimal multitarget Bayes filter. The PHD filter recursively estimates the number of targets and their PHD from a set of observations and works well in scenarios with false alarms and missed detections. Two distinct PHD filter(More)
In this paper, the Feynman path integral formulation of the continuous-continuous filtering problem is investigated for the case when the noise in the signal and measurement model is additive. It is shown that it leads to an independent and self-contained analysis and solution of the problem. A consequence of this analysis is Feynman path integral formula(More)
Recommended by Lawrence Stone Real-radar data containing a small manoeuvring boat in sea clutter is processed using a finite difference (FD) implementation of continuous-discrete filtering with a four-dimensional constant velocity model. Measurement data is modelled assuming a Rayleigh sea clutter model with embedded Swerling 0, 1, or 3 target signal(More)
The problem of nonlinear/non-Gaussian filtering has generated significant interest in the literature. Sequential Monte Carlo (SMC)/Markov Chain Monte Carlo (MCMC) approaches are the most commonly used. The success of nonlinear/non-Gaussian filtering depends on the accurate representation of the pdf of the system state as well as the likelihood function.(More)
Real radar data containing a small manoeuvring boat in sea clutter is processed using a grid based finite difference implementation of continuous-discrete filtering. Both two dimensional diffusion and four dimensional constant velocity models are implemented using Gaussian and Rayleigh sea clutter models. Superior performance is observed for the constant(More)
Conventional technicolor models with light charged technipions (π ± T) lead to an unacceptably large contribution to t → π + T b decay rate. Topcolor-assisted technicolor models also have additional PGBs called top-pions (π ± t) which may contribute to this decay. We study the potentially dangerous mixing of charged top-pion and technipions in toy models of(More)