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In this paper, a joint revisit and dwell time management (JRDTM) strategy for single target tracking based on the predicted Bayesian Cramer-Rao lower bound (BCRLB) in phased array radar system is addressed. We achieve the time resources management by formulating and solving an optimization problem, which is to minimize the resource amount used for tracking with the tracking accuracy of the target...
In this paper, we will investigate a joint beam and dwell time allocation strategy for multiple targets tracking based on the phased array radar system. We achieve the resources allocation by formulating and solving an optimization problem, which is to minimize the total dwell time on all targets with the tracking accuracy of each target satisfying a pre-designed requirement. Since the Bayesian Cramer-Rao...
This article presents an information theory based sensor management method to be used for aerospace multi-target collaborative detection and tracking. The proposed sensor management method follows an information theoretic approach, in which PCRLB is used to calculate the tracking accuracy of multi-target. The detection particles are employed to determine the detection probability of incoming targets...
The conventional multi-target tracking (MTT) algorithms usually suffer from computational intractability problem. The appearance of Iterative Joint Integrated Probabilistic Data Association (iJIPDA) filter solves this problem by providing a tradeoff between the tracking performance and computational cost for computational resource management of sensor systems. However, the iJIPDA filter essentially...
In order to improve the comprehensive defense capability of netted radar system while tracking the multi-targets cooperatively, a more reasonable evaluation indicator is required to evaluate the overall performance of the netted radar system. The new evaluation indicators for radar deployment and allocation in the netted radar management are proposed quantitatively in this paper. As they consist of...
Dynamic construction of optimal portfolio is investigated. Multiple assets are allocated and rebalanced periodically based on different principles. We develop several dynamic allocation strategies to maximize long-term portfolio value based on Kelly's approach related to mutual information. We show that the resulting asset allocation strategy outperforms the traditional approaches and produces an...
We propose a dynamic portfolio rebalancing approach within the mean-risk framework, in which the riskaversion coefficient is adjusted according to market trend information captured by a technical indicator. We employ Gini's Mean Difference as the risk measure and the moving average as the technical indicator. We conduct a thorough empirical evaluation with a rolling horizon approach using the S&P...
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