Download or read book Integrated Tracking Classification and Sensor Management written by Mahendra Mallick and published by John Wiley & Sons. This book was released on 2012-12-03 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unique guide to the state of the art of tracking, classification, and sensor management This book addresses the tremendous progress made over the last few decades in algorithm development and mathematical analysis for filtering, multi-target multi-sensor tracking, sensor management and control, and target classification. It provides for the first time an integrated treatment of these advanced topics, complete with careful mathematical formulation, clear description of the theory, and real-world applications. Written by experts in the field, Integrated Tracking, Classification, and Sensor Management provides readers with easy access to key Bayesian modeling and filtering methods, multi-target tracking approaches, target classification procedures, and large scale sensor management problem-solving techniques. Features include: An accessible coverage of random finite set based multi-target filtering algorithms such as the Probability Hypothesis Density filters and multi-Bernoulli filters with focus on problem solving A succinct overview of the track-oriented MHT that comprehensively collates all significant developments in filtering and tracking A state-of-the-art algorithm for hybrid Bayesian network (BN) inference that is efficient and scalable for complex classification models New structural results in stochastic sensor scheduling and algorithms for dynamic sensor scheduling and management Coverage of the posterior Cramer-Rao lower bound (PCRLB) for target tracking and sensor management Insight into cutting-edge military and civilian applications, including intelligence, surveillance, and reconnaissance (ISR) With its emphasis on the latest research results, Integrated Tracking, Classification, and Sensor Management is an invaluable guide for researchers and practitioners in statistical signal processing, radar systems, operations research, and control theory.
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Download or read book Multitarget multisensor Tracking Applications and advances written by Yaakov Bar-Shalom and published by . This book was released on 1990 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Point Processes and Jump Diffusions written by Tomas Björk and published by Cambridge University Press. This book was released on 2021-06-17 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
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Download or read book Partially Observed Markov Decision Processes written by Vikram Krishnamurthy and published by Cambridge University Press. This book was released on 2016-03-21 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.
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Download or read book Numerical Methods in Finance written by René Carmona and published by Springer Science & Business Media. This book was released on 2012-03-23 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Download or read book Credit Risk Frontiers written by Tomasz Bielecki and published by John Wiley & Sons. This book was released on 2011-02-14 with total page 770 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives Takes into account the new products and risk requirements of a post financial crisis world Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read.
Download or read book Aeronautical Engineering A Cumulative Index to a Continuing Bibliography written by and published by . This book was released on 1987 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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