An enhanced method in optimization rooted in direct collocation is formulated to treat the finite set optimal control problem. This is motivated by applications in which a hybrid dynamical system is subject to ordinary differential continuity constraints, but control variables are contained within finite spaces. Resulting solutions display control discontinuities as variables switch between one feasible value to another. Solutions derived are characterized as optimal switching schedules between feasible control values. The methodology allows control switches to be determined over a continuous spectrum, overcoming many of the limitations associated with discretized solutions. Implementation details are presented and several applications demonstrate the method’s utility and capability. Simple applications highlight the effectiveness of the methodology, while complicated dynamic systems showcase its relevance. A key example considers the challenges associated with libration point formations. Extensions are proposed for broader classes of hybrid systems. / text

Multitarget tracking is the process of jointly determining the number of targets present and their states from noisy sets of measurements. The difficulty of the multitarget tracking problem is that the number of targets present can change as targets appear and disappear while the sets of measurements may contain false alarms and measurements of true targets may be missed. The theory of random finite sets was proposed as a systematic, Bayesian approach to solving the multitarget tracking problem. The conceptual solution is given by Bayes filtering for the probability distribution of the set of target states, conditioned on the sets of measurements received, known as the multitarget Bayes filter. A first-moment approximation to this filter, the probability hypothesis density (PHD) filter, provides a more computationally practical, but theoretically sound, solution. The central thesis of this work is that the random finite set framework is theoretically sound, compatible with the Bayesian methodology and amenable to immediate implementation in a wide range of contexts. In advancing this thesis, new links between the PHD filter and existing Bayesian approaches for manoeuvre handling and incorporation of target amplitude information are presented. A new multitarget metric which permits incorporation of target confidence information is derived and new algorithms are developed which facilitate sequential Monte Carlo implementations of the PHD filter. Several applications of the PHD filter are presented, with a focus on applications for tracking in sonar data. Good results are presented for implementations on real active and passive sonar data. The PHD filter is also deployed in order to extract bacterial trajectories from microscopic visual data in order to aid ongoing work in understanding bacterial chemotaxis. A performance comparison between the PHD filter and conventional multitarget tracking methods using simulated data is also presented, showing favourable results for the PHD filter.

The probability hypothesis density (PHD), popularized by Ronald Mahler, presents a novel and theoretically-rigorous approach to multitarget, multisensor tracking. Based on random set theory, the PHD is the first moment of a point process of a random track set, and it can be propagated by Bayesian prediction and observation equations to form a multitarget, multisensor tracking filter. The advantage of the PHD filter lies in its ability to estimate automatically the expected number of targets present, to fuse easily different kinds of data observations, and to locate targets without performing any explicit report-to-track association. We apply a particle-filter implementation of the PHD filter to realistic multitarget, multisensor tracking using passive coherent location (PCL) systems that exploit illuminators of opportunity such as FM radio stations. The objective of this dissertation is to enhance the usefulness of the PHD particle filter for multitarget, multisensor tracking, in general, and within the context of PCL, in particular. This involves a number of thrusts, including: 1) devising intelligent proposal densities for particle placement, 2) devising a peak-extraction algorithm for extracting information from the PHD, 3) incorporating realistic probabilities of detection and signal-to-noise ratios (including multipath effects) to model realistic PCL scenarios, 4) using range, Doppler, and direction of arrival (DOA) observations to test the target detection and data fusion capabilities of the PHD filter, and 5) clarifying the concepts behind FISST and the PHD to make them more accessible to the practicing engineer. A goal of this dissertation is to serve as a tutorial for anyone interested in becoming familiar with the probability hypothesis density and associated PHD particle filter. It is hoped that, after reading this thesis, the reader will have gained a clearer understanding of the PHD and the functionality and effectiveness of the PHD particle filter.

Orientador: Marcelo Reicher Soares / Resumo: O objetivo desse trabalho é apresentar, de forma rigorosa, como a matemática aborda o conceito de infinito e propor uma sequência de atividades para que o professor possa explorar esse tema com seus alunos de forma inovadora e estimulante. Muito do que é compreendido acerca do infinito se deve às ideias desenvolvidas por Georg Cantor, que estabeleceu a teoria dos números cardinais transfinitos, gerando uma série de resultados surpreendentes, que serão apresentados ao longo dessa dissertação. Cantor descobriu que existem diversos tipos de infinito e definiu critérios para classificá-los e compará-los. Para compreender esta teoria, é fundamental recordar os conceitos básicos da teoria de conjuntos e funções. Além disso, serão apresentados formalmente os números naturais através dos axiomas de Peano, bem como suas operações e propriedades. A partir deste, será construído o conjunto dos números inteiros, racionais e reais. Dessa forma, será possível definir formalmente a noção de conjunto finito e infinito, bem como a noção de conjuntos enumeráveis, e não-enumeráveis, e estabelecer critérios para comparar a cardinalidade de tais conjuntos. O trabalho é finalizado com a apresentação de uma proposta didática voltada para os alunos de ensino médio, sustentado no relato de duas experiências de sua aplicação. O tema é abordado utilizando atividades diferenciadas e fundamentadas no cotidiano, visando com isto contribuir para que os alunos apresentem um maior interesse e uma participaçã... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The aim of this work is to present in a rigorous way how mathematics approaches the concept of the in nite and to propose a sequence of activities so that the teacher can explore this theme with his students in an innovative and stimulating way. Much of what is understood about infinite is due to the ideas developed by Georg Cantor who established the theory of transfinite cardinal numbers generating a series of surprising results that will be presented throughout this dissertation. Cantor found that there are several types of infinite and defined criteria for classifying and comparing them. To understand this theory it is essential to remember the basic concepts of set and function theory. In addition natural numbers will be formally presented through Peano axioms as well as their operations and properties. From the natural numbers the sets of integers, rationals and reals will be constructed. Then it will be possible to formally de ne the notions of finite and infinite sets as well as the notions of countable and uncountable sets and establish criteria for comparing the cardinality of such sets. The work is concluded with the presentation of a didactic proposal aimed at high school students supported by the report of two experiences of its application. The theme is presented through difierent activities, based on daily life, aiming to contribute to the students to show more interest and participate more actively in the classes. / Mestre

This dissertation concerns with the formulation of an improved multi-target multi-Bernoulli (MeMBer) filter and the use of the joint multi-target (JoM) estimator in an effective and efficient manner for a specific implementation of MeMBer filters. After reviewing random finite set (RFS) formalism for multi-target tracking problems and the related Bayes estimators the major contributions of this dissertation are explained in detail. The second chapter of this dissertation is dedicated to the analysis of the relationship between the multi-Bernoulli RFS distribution and the MeMBer corrector. This analysis leads to the formulation of an unbiased MeMBer filter without making any limiting assumption. Hence, as opposed to the popular cardinality balanced multi-target multi-Bernoulli (CBMeMBer) filter, the proposed MeMBer filter can be employed under the cases when sensor detection probability is moderate to low. Furthermore, a statistical refinement process is introduced to improve the stability of the estimated cardinality of targets obtained from the proposed MeMBer filter. The results from simulations demonstrate the effectiveness of the improved MeMBer filter. In Chapters III and IV, the Bayesian optimal estimators proposed for the RFS based multi-target tracking filters are examined in detail. First, an optimal solution to the unknown constant in the definition of the JoM estimator is determined by solving a multi-objective optimization problem. Thus, the JoM estimator can be implemented for tracking of a Bernoulli target using the optimal joint target detection and tracking (JoTT) filter. The results from simulations confirm assertions about its performance obtained by theoretical analysis in the literature. Finally, in the third chapter of this dissertation, the proposed JoM estimator is reformulated for RFS multi-Bernoulli distributions. Hence, an effective and efficient implementation of the JoM estimator is proposed for the Gaussian mixture implementations of the MeMBer filters. Simulation results demonstrate the robustness of the proposed JoM estimator under low-observable conditions. / Thesis / Doctor of Philosophy (PhD)

Social networking sites such as Twitter, Facebook and Flickr play an important role in disseminating breaking news about natural disasters, terrorist attacks and other events. They serve as sources of first-hand information to deliver instantaneous news to the masses, since millions of users visit these sites to post and read news items regularly. Hence, by exploring e fficient mathematical techniques like Dempster-Shafer theory and Modi ed Dempster's rule of combination, we can process large amounts of data from these sites to extract useful information in a timely manner. In surveillance related applications, the objective of processing voluminous social network data is to predict events like revolutions and terrorist attacks before they unfold. By fusing the soft and often unreliable data from these sites with hard and more reliable data from sensors like radar and the Automatic Identi cation System (AIS), we can improve our event prediction capability. In this paper, we present a class of algorithms to fuse hard sensor data with soft social network data (tweets) in an e ffective manner. Preliminary results using are also presented. / Thesis / Master of Applied Science (MASc)

<div>Multi-target tracking (MTT) is the problem to simultaneously estimate the number of targets and their states or trajectories. Numerous techniques have been developed for over 50 years, with a multitude of applications in many fields of study; however, there are two most widely used approaches to MTT: i) data association-based traditional algorithms; and ii) finite set statistics (FISST)-based data association free Bayesian multi-target filtering algorithms. Most data association-based traditional filters mainly use a statistical or simple model of the feature without explicitly considering the correlation between the target behavior</div><div>and feature characteristics. The inaccurate model of the feature can lead to divergence of the estimation error or the loss of a target in heavily cluttered and/or low signal-to-noise ratio environments. Furthermore, the FISST-based data association free Bayesian multi-target filters can lose estimates of targets frequently in harsh environments mainly</div><div>attributed to insufficient consideration of uncertainties not only measurement origin but also target's maneuvers.</div><div>To address these problems, three main approaches are proposed in this research work: i) new feature models (e.g., target dimensions) dependent on the target behavior</div><div>(i.e., distance between the sensor and the target, and aspect-angle between the longitudinal axis of the target and the axis of sensor line of sight); ii) new Gaussian mixture probability hypothesis density (GM-PHD) filter which explicitly considers the uncertainty in the measurement origin; and iii) new GM-PHD filter and tracker with jump Markov system models. The effectiveness of the analytical findings is demonstrated and validated with illustrative target tracking examples and real data collected from the surveillance radar.</div>