Browsing Reprints by Author "Forti, Nicola"
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Anomaly detection and tracking based on mean-reverting processes with unknown parameters
Forti, Nicola; Millefiori, Leonardo; Braca, Paolo; Willett, Peter K. (CMRE, 2019/05)Piecewise mean-reverting stochastic processes have been recently proposed and validated as an effective model for long-term object prediction. In this paper, we exploit the Ornstein-Uhlenbeck (OU) dynamic model to represent ... -
Hybrid Bernoulli filtering for detection and tracking of anomalous path deviations
Forti, Nicola; Millefiori, Leonardo; Braca, Paolo (CMRE, 2019/05)This paper presents a solution to the problem of sequential joint anomaly detection and tracking of a target subject to switching unknown path deviations. Based on a dynamic model described by Ornstein- Uhlenbeck (OU) ...