The Kalman-Bucy filter is the optimal estimator of the state of a linear dynamical system from sensor measurements. Because its performance is limited by the sensors to which it is paired, it is natural to seek optimal sensors. The resulting optimization problem is however non-convex. Therefore, many ad hoc methods have been used over the years to design sensors in fields ranging from engineeri...

Current multisensor fusion tracking systems can be easily overwhelmed by incoming data, especially as the number of targets and sensors increases. Sensor management schemes have been proposed to reduce the computational demand of these systems while minimizing the loss of tracking performance. This report presents a system that will maintain a desired covariance level for each target while redu...

We present a case with frontal lobe symptoms and Klüver-Bucy-like syndrome following subarachnoid hemorrhage and hydrocephaly. Klüver-Bucy syndrome is a rare neurobehavioral condition characterized by placidity, visual agnosia, hypersexuality, hyperorality, and hypermetamorphosis (the tendency to react to or to touch every visual stimulus). The syndrome is usually associated with lesions of the...

The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. This Monte Carlo method can be interpreted as a mean-field McKean-Vlasov type particle interpretation of the Kalman-Bucy diffusions. In contrast to more conventional particle filters and nonlinear Markov processes these ...