This paper formulates and proposes solutions to the problem of estimating/reconstructing the absolute (not simply modulo-2pi) phase of a complex random field from noisy observations of its real and imaginary parts. This problem is representative of a class of important imaging techniques such as interferometric synthetic aperture radar, optical interferometry, magnetic resonance imaging, and di...

A fuzzy Kalman filter algorithm is developed for target tracking applications and its performance evaluated using several numerical examples. The approach is relatively novel. A comparison with Kalman filter and an adaptive tuning algorithm is carried out. The applicability and usefulness of fuzzy logic in data fusion is also demonstrated. The performance of both the extended Kalman filter and ...

We develop a physical analogy for the Kalman-Bucy filter, in which the partially observed signal describes a statistical mechanical system interacting with a heat bath. The ‘universe’ comprising this system and the heat bath obeys a non-decrease law of entropy similar to the Second Law of Thermodynamics. However, this law can be violated in the presence of partial observations. Like Maxwell’s d...