Bayesian estimation for decision-directed stochastic control

Stochastic processes with a decision-directed control are considered as controlled Markov processes, the state space of which is hybrid; i.e. a product of a discrete set and a Euclidean space. This approach yields a mathematical model for many problems of decision-directed stochastic control. In general, the observations made from the "past" and...

A method and measures to evaluate trackers for air traffic control

The general setup of the evaluation of a radar tracking algorithm in a civil ATC-system has been considered from an operational point of view. Both the present and the potential future use of trackdate has been taken in account. The result is a method to evaluate trackers for ATC on the basis of live-traffic data, under the assumption that a...

Comparison of a jump-diffusion tracker with a Kalman tracker: an evaluation with emphasis on air traffic control

A sophisticated starting point for a probabilistic approach to the radar tracking problem is a Markov jump-diffusion model for the aircraft dynamics, its control and the radar measurements. From nonlinear filtering theory, a closed form description of the evolution of the conditional distribution of this Markov process can be obtained. This jump...

Detection-filter representations for Markov jump diffusions

The problem considered is filtering for Gaussian observations of linear differential systems that are driven by both Wiener processes and marked Poisson point processes. Well-known representations of the MMSE-filter for such a Markov jump-diffusion are a differential for the evolution of its conditional density or differentials for all its...