Groupe d’études et de recherche en analyse des décisions

G-2003-09

Filtering for Detecting Multiple Targets Trajectories on a One-Dimensional Torus

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The aim of this paper is to present efficient algorithms for the detection of multiple targets in noisy images of a torus. The algorithms are based on the optimal filter of a multidimensional Markov chain signal. We also present some simulations, in the case of one, two, three and four targets, showing the efficiency of the method for detecting the positions of the targets on a torus. This paper is an extension of Gentil, Rémillard and Del Moral (2002).

, 10 pages