An Algorithm for Tracking a Maneuvering Target in Clutter

We consider the problem of tracking a maneuvering target in clutter. In such an environment, missed detections and false alarms make it impossible to decide, with certainty, the origin of received echoes. Processing radar returns in cluttered environments consists of three functions: 1) target detection and plot formation, 2) plot-to-track association, and 3) track updating. Two inadequacies of the present approaches are 1) Optimization of detection characteristics have not been considered and 2) features that can be used in the plot-to-track correlation process are restricted to a specific class. This paper presents a new approach to overcome these limitations. This approach facilitates tracking of a maneuvering target in clutter and improves tracking performance for weak targets.

Improvement in Intrusion Detection With Advances in Sensor Fusion

Various intrusion detection systems (IDSs) reported in the literature have shown distinct preferences for detecting a certain class of attack with improved accuracy, while performing moderately on the other classes. In view of the enormous computing power available in the present-day processors, deploying multiple IDSs in the same network to obtain best-of-breed solutions has been attempted earlier. The paper presented here addresses the problem of optimizing the performance of IDSs using sensor fusion with multiple sensors. The trade-off between the detection rate and false alarms with multiple sensors is highlighted. It is illustrated that the performance of the detector is better when the fusion threshold is determined according to the Chebyshev inequality. In the proposed data-dependent decision ( DD) fusion method, the performance optimization of ndividual IDSs is first addressed. A neural network supervised learner has been designed to determine the weights of individual IDSs depending on their reliability in detecting a certain attack. The final stage of this DD fusion architecture is a sensor fusion unit which does the weighted aggregation in order to make an appropriate decision. This paper theoretically models the fusion of IDSs for the purpose of demonstrating the improvement in performance, supplemented with the empirical evaluation.

Selection of intrusion detection system threshold bounds for effective sensor fusion

The motivation behind the fusion of Intrusion Detection Systems was the realization that with the increasing traffic and increasing complexity of attacks, none of the present day stand-alone Intrusion Detection Systems can meet the high demand for a very high detection rate and an extremely low false positive rate. Multi-sensor fusion can be used to meet these requirements by a refinement of the combined response of different Intrusion Detection Systems. In this paper, we show the design technique of sensor fusion to best utilize the useful response from multiple sensors by an appropriate adjustment of the fusion threshold. The threshold is generally chosen according to the past experiences or by an expert system. In this paper, we show that the choice of the threshold bounds according to the Chebyshev inequality principle performs better. This approach also helps to solve the problem of scalability and has the advantage of failsafe capability. This paper theoretically models the fusion of Intrusion Detection Systems for the purpose of proving the improvement in performance, supplemented with the empirical evaluation. The combination of complementary sensors is shown to detect more attacks than the individual components. Since the individual sensors chosen detect sufficiently different attacks, their result can be merged for improved performance. The combination is done in different ways like (i) taking all the alarms from each system and avoiding duplications, (ii) taking alarms from each system by fixing threshold bounds, and (iii) rule-based fusion with a priori knowledge of the individual sensor performance. A number of evaluation metrics are used, and the results indicate that there is an overall enhancement in the performance of the combined detector using sensor fusion incorporating the threshold bounds and significantly better performance using simple rule-based fusion.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications. (C) 2005 Elsevier B. V. All rights reserved.

Data rectification and detection of trend shifts in jet engine path measurements using median filters and fuzzy logic

Filtering methods are explored for removing noise from data while preserving sharp edges that many indicate a trend shift in gas turbine measurements. Linear filters are found to be have problems with removing noise while preserving features in the signal. The nonlinear hybrid median filter is found to accurately reproduce the root signal from noisy data. Simulated faulty data and fault-free gas path measurement data are passed through median filters and health residuals for the data set are created. The health residual is a scalar norm of the gas path measurement deltas and is used to partition the faulty engine from the healthy engine using fuzzy sets. The fuzzy detection system is developed and tested with noisy data and with filtered data. It is found from tests with simulated fault-free and faulty data that fuzzy trend shift detection based on filtered data is very accurate with no false alarms and negligible missed alarms.

Predicting the extremes of Indian summer monsoon rainfall with coupled ocean-atmosphere models

An analysis of the retrospective predictions by seven coupled ocean atmosphere models from major forecasting centres of Europe and USA, aimed at assessing their ability in predicting the interannual variation of the Indian summer monsoon rainfall (ISMR), particularly the extremes (i.e. droughts and excess rainfall seasons) is presented in this article. On the whole, the skill in prediction of extremes is not bad since most of the models are able to predict the sign of the ISMR anomaly for a majority of the extremes. There is a remarkable coherence between the models in successes and failures of the predictions, with all the models generating loud false alarms for the normal monsoon season of 1997 and the excess monsoon season of 1983. It is well known that the El Nino and Southern Oscillation (ENSO) and the Equatorial Indian Ocean Oscillation (EQUINOO) play an important role in the interannual variation of ISMR and particularly the extremes. The prediction of the phases of these modes and their link with the monsoon has also been assessed. It is found that models are able to simulate ENSO-monsoon link realistically, whereas the EQUINOO-ISMR link is simulated realistically by only one model the ECMWF model. Furthermore, it is found that in most models this link is opposite to the observed, with the predicted ISMR being negatively (instead of positively) correlated with the rainfall over the western equatorial Indian Ocean and positively (instead of negatively) correlated with the rainfall over the eastern equatorial Indian Ocean. Analysis of the seasons for which the predictions of almost all the models have large errors has suggested the facets of ENSO and EQUINOO and the links with the monsoon that need to be improved for improving monsoon predictions by these models.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.