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Stochastic Filtering with Networked Sensing

Abstract : This paper presents a solution to the problem of target tracking within a sensor network. This is based on modeling the target dynamics as a Markov process, and is reformulated as nonlinear filtering. When the target motion is a diffusion process, the optimal filtering involves a resolution of the backward Kolmogorov equation. Since an explicit solution for this partial differential equation does not exist in general, we recover the filtering by an alternative Monte-Carlo approach.
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https://hal-supelec.archives-ouvertes.fr/hal-00424403
Contributor : Karine El Rassi <>
Submitted on : Thursday, October 15, 2009 - 3:32:30 PM
Last modification on : Tuesday, June 16, 2020 - 4:04:02 PM
Long-term archiving on: : Tuesday, June 15, 2010 - 9:43:23 PM

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Hana Baili, Hichem Snoussi. Stochastic Filtering with Networked Sensing. IEEE 70th Vehicular Technology Conference (VTC'09), Sep 2009, Anchorage, United States. ⟨10.1109/VETECF.2009.5379078⟩. ⟨hal-00424403⟩

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