Most modern pattern recognition filters used in target detection require a clutter-noise estimate to perform efficiently in realistic situations. Markovian and autoregressive models are proposed as an alternative to the white-noise model that has so far been the most widely used. Simulations by use of the Wiener filter and involving real clutter scenes show that both the Markovian and the autoregressive models perform considerably better than the white-noise model. The results also show that both models are general enough to yield similar results with different types of real scenes. (C) 2002 Optical Society of America
This paper describes an efficient model to describe an autoregressive (AR) signal with slowly-varyin...
© Copyright 2001 IEEEIn this article we consider a dynamic M-ary detection problem when Markov chain...
The problem of unbiased estimation of autoregressive (AR) signals subject to colored noise is invest...
The Wiener filter can be used in place of the matched filter in correlation based pattern recognitio...
The presence of turbulence and aerosols between the target and the observer degrades the detection a...
This paper develops a practical method for image resolution enhancement. The method optimizes the sp...
International audienceThe Kalman filter is a well-known and efficient recursive algorithm that estim...
This thesis is concerned with a comparative study of discrete time filters using the theories of Wie...
This paper describes a general approach for deriving PHD/CPHD filters that must estimate the backgro...
International audienceThe purpose of this paper is to present a study of non-Gaussian detectors for ...
Autoregressive (AR) models play a role of paramount importance in the description of scalar and mul...
Autoregressive (AR) models are used in a wide variety of applications concerning the recovery of si...
Using results from the field of robust statistics, we derive a class of Kalman filters that are robu...
<p>The Wiener filter is the mean square error-optimal stationary linear filter for images<br> degrad...
In this report, we are investigating the performance of Wiener & Kalman filters when applied to ...
This paper describes an efficient model to describe an autoregressive (AR) signal with slowly-varyin...
© Copyright 2001 IEEEIn this article we consider a dynamic M-ary detection problem when Markov chain...
The problem of unbiased estimation of autoregressive (AR) signals subject to colored noise is invest...
The Wiener filter can be used in place of the matched filter in correlation based pattern recognitio...
The presence of turbulence and aerosols between the target and the observer degrades the detection a...
This paper develops a practical method for image resolution enhancement. The method optimizes the sp...
International audienceThe Kalman filter is a well-known and efficient recursive algorithm that estim...
This thesis is concerned with a comparative study of discrete time filters using the theories of Wie...
This paper describes a general approach for deriving PHD/CPHD filters that must estimate the backgro...
International audienceThe purpose of this paper is to present a study of non-Gaussian detectors for ...
Autoregressive (AR) models play a role of paramount importance in the description of scalar and mul...
Autoregressive (AR) models are used in a wide variety of applications concerning the recovery of si...
Using results from the field of robust statistics, we derive a class of Kalman filters that are robu...
<p>The Wiener filter is the mean square error-optimal stationary linear filter for images<br> degrad...
In this report, we are investigating the performance of Wiener & Kalman filters when applied to ...
This paper describes an efficient model to describe an autoregressive (AR) signal with slowly-varyin...
© Copyright 2001 IEEEIn this article we consider a dynamic M-ary detection problem when Markov chain...
The problem of unbiased estimation of autoregressive (AR) signals subject to colored noise is invest...