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In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

This work presents a tractable approach to multi-object posterior computation under a generic measurement likelihood function. While filtering is a popular solution, valuable historical information is discarded. Posterior inference, which…

Computation · Statistics 2026-04-15 Ba Tuong Vo , Ba-Ngu Vo

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

We propose a scalable track-before-detect (TBD) tracking method based on a Poisson/multi-Bernoulli model. To limit computational complexity, we approximate the exact multi-Bernoulli mixture posterior probability density function (pdf) by a…

Signal Processing · Electrical Eng. & Systems 2021-09-06 Thomas Kropfreiter , Jason L. Williams , Florian Meyer

Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited…

Machine Learning · Statistics 2018-06-14 Alireza Karbalayghareh , Xiaoning Qian , Edward R. Dougherty

Multi-user millimeter-wave communication relies on narrow beams and dense cell deployments to ensure reliable connectivity. However, tracking optimal beams for multiple mobile users across multiple base stations (BSs) results in significant…

Signal Processing · Electrical Eng. & Systems 2026-01-23 Kehui Li , Binggui Zhou , Jiajia Guo , Feifei Gao , Guanghua Yang , Shaodan Ma

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

Particle filtering for target tracking using multi-input multi-output (MIMO) pulse-Doppler radars faces three long-standing obstacles: a) the absence of reliable likelihood models for raw radar data; b) the computational and statistical…

Signal Processing · Electrical Eng. & Systems 2025-12-11 Shixiong Wang , Wei Dai , Geoffrey Ye Li

The Poisson multi-Bernoulli mixture (PMBM) is a multi-object conjugate prior for the closed-form Bayes random finite sets filter. The extended object PMBM filter provides a closed-form solution for multiple extended object filtering with…

Signal Processing · Electrical Eng. & Systems 2021-08-16 Yuxuan Xia , Karl Granström , Lennart Svensson , Maryam Fatemi , Ángel F. García-Fernández , Jason L. Williams

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

With the increasing complexity of multiple target tracking scenes, a single sensor may not be able to effectively monitor a large number of targets. Therefore, it is imperative to extend the single-sensor technique to Multi-Sensor…

Information Theory · Computer Science 2024-01-22 Han Cai , Chenbao Xue , Jeremie Houssineau , Zhirun Xue

This paper addresses multi-object systems, where objects may occlude one another relative to the sensor. The standard point-object model for detection-based sensors is enhanced so that the probability of detection considers the presence of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Jan Krejčí , Oliver Kost , Yuxuan Xia , Lennart Svensson , Ondřej Straka

Multiobject tracking (MOT) is an important task in applications including autonomous driving, ocean sciences, and aerospace surveillance. Traditional MOT methods are model-based and combine sequential Bayesian estimation with data…

Machine Learning · Computer Science 2026-01-14 Shaoxiu Wei , Mingchao Liang , Florian Meyer

This paper studies a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) networked integrated sensing and communication (ISAC) system, in which multiple base stations (BSs) perform beam tracking to…

Networking and Internet Architecture · Computer Science 2025-08-19 Xiaoyu Yang , Zhiqing Wei , Jie Xu , Huici Wu , Zhiyong Feng

High-resolution radar sensors are critical for autonomous systems but pose significant challenges to traditional tracking algorithms due to the generation of multiple measurements per object and the presence of multipath effects. Existing…

Signal Processing · Electrical Eng. & Systems 2026-03-10 Guanhua Ding , Qinchen Wu , Jinping Sun , Yanping Wang , Bing Zhu , Guoqiang Mao

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Computation · Statistics 2015-08-03 Allan De Freitas , François Septier , Lyudmila Mihaylova , Simon Godsill

The recently developed labeled multi-Bernoulli (LMB) filter uses better approximations in its update step, compared to the unlabeled multi-Bernoulli filters, and more importantly, it provides us with not only the estimates for the number of…

Systems and Control · Computer Science 2015-02-05 Amirali K. Gostar , Reza Hoseinnezhad , Alireza Bab-Hadiashar

A networked system often uses a shared communication network to transmit the measurements to a remotely located estimation center. Due to the limited bandwidth of the channel, a delay may appear while receiving the measurements. This delay…

Signal Processing · Electrical Eng. & Systems 2023-04-05 Ranjeet Kumar Tiwari , Shovan Bhaumik

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Statistics Theory · Mathematics 2007-06-13 Man-Wai Ho
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