In high dynamic conditions, using vector tracking loops instead of scalar tracking loops in GPS receivers is proved as an efficient method to compensate the performance. The Minimum Mean Squared Error detector as a multiuser detector is applied in the vector tracking loop for more reliability and efficiency. The Kalman filter does the two tasks of tracking and extracting the navigation data aft...

Mean value and cross-covariance function of chaotic binary sequences are evaluated for chaotic maps with specific properties. We also take into account the effect of fixedand floating-point representations on statistical properties of chaotic generators. Thus, one is able to obtain possible candidates for pseudo-random binary sequences generation. Results of statistical tests applied to chaotic...

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A new mobile robot localization technique is presented which uses multiple Gaussian hypotheses to represent the probability distribution of the robots location in the environment. Sensor data is assumed to be provided in the form of a Gaussian distribution over the space of robot poses. A tree of hypotheses is built, representing the possible data association histories for the system. Covarianc...

We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets, while still being highly analytically tractable. First, we derive the characteristic function and give conditions that ensure its analyticity and absolute integrability in some open complex strip around zero. ...

In multisensor target tracking, each sensor can have its own target state estimate based on the local sensor measurements. Most existing communication networks between local trackers/sensors transmit to a fusion center the local track estimates–sometimes without any estimation error covariances, sometimes with partial covariance information and only rarely with full covariance information. In o...