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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)

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 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)

- Bhashyam Balaji
- 2007

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)

- Michael McDonald, Bhashyam Balaji
- EURASIP J. Adv. Sig. Proc.
- 2008

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)

- Bhashyam Balaji
- 1995

We show that the present limit on the inclusive decay b → sγ provides strong constraints on Technicolor models. In particular, small values of F π and the mass of charged octet and singlet technipions are excluded, assuming the most natural form of the techni-pion coupling to the ordinary quarks.

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)

An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of… (More)

- Michael McDonald, Bhashyam Balaji
- 2007 10th International Conference on Information…
- 2007

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)

- Bhashyam Balaji
- 1996

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)