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Full-Text Articles in Probability
Transient Analysis And Applications Of Markov Reward Processes, Jeffrey A. Sipe
Transient Analysis And Applications Of Markov Reward Processes, Jeffrey A. Sipe
Theses and Dissertations
In this thesis, the problem of computing the cumulative distribution function (cdf) of the random time required for a system to first reach a specified reward threshold when the rate at which the reward accrues is controlled by a continuous time stochastic process is considered. This random time is a type of first passage time for the cumulative reward process. The major contribution of this work is a simplified, analytical expression for the Laplace-Stieltjes Transform of the cdf in one dimension rather than two. The result is obtained using two techniques: i) by converting an existing partial differential equation to …
Gaussian Mixture Reduction Of Tracking Multiple Maneuvering Targets In Clutter, Jason L. Williams
Gaussian Mixture Reduction Of Tracking Multiple Maneuvering Targets In Clutter, Jason L. Williams
Theses and Dissertations
The problem of tracking multiple maneuvering targets in clutter naturally leads to a Gaussian mixture representation of the Provability Density Function (PDF) of the target state vector. State-of-the-art Multiple Hypothesis Tracking (MHT) techniques maintain the mean, covariance and probability weight corresponding to each hypothesis, yet they rely on ad hoc merging and pruning rules to control the growth of hypotheses.