Dr. Frederick E. Daum Profile

Dr. Frederick E. Daum

Senior Principal Fellow at Raytheon

SPIE Involvement:

Conference Program Committee | Author

Publications (55)

Proceedings Article | 7 June 2024 Presentation + Paper

Bulletproofing Bayesian particle flow against stiffness

Fred Daum, Liyi Dai, Jim Huang, Arjang Noushin

Proceedings Volume 13057, 1305708 (2024) https://doi.org/10.1117/12.3004205

KEYWORDS: Nonlinear filtering, Particle filters, Deep learning, Numerical integration, Differential equations, Condition numbers, Stochastic processes, Covariance matrices

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Proceedings Article | 7 May 2019 Presentation + Paper

Extremely deep Bayesian learning with Gromov's method

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 11018, 110180I (2019) https://doi.org/10.1117/12.2517980

KEYWORDS: Particles, Neural networks, Stochastic processes, Particle filters, Nonlinear filtering, Filtering (signal processing), Video, Neurons, Electronic filtering, Diffusion

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Proceedings Article | 2 May 2017 Presentation + Paper

Generalized Gromov method for stochastic particle flow filters

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 10200, 102000I (2017) https://doi.org/10.1117/12.2248723

KEYWORDS: Palladium, Differential equations, Algorithms, Particle filters, Diffusion, Stochastic processes, Probability theory, Nonlinear filtering, Filtering (signal processing), Monte Carlo methods

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Proceedings Article | 2 May 2017 Paper

Numerical experiments for Gromov’s stochastic particle flow filters

Fred Daum, Arjang Noushin, Jim Huang

Proceedings Volume 10200, 102000J (2017) https://doi.org/10.1117/12.2248750

KEYWORDS: Error analysis, MATLAB, Linear filtering, Optimal filtering, Particle filters, Probability theory, Nonlinear filtering, Stochastic processes, Filtering (signal processing), Diffusion

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Proceedings Article | 17 May 2016 Paper

A friendly rebuttal to Mallick and Sindhu on particle flow for Bayes' rule

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 9842, 98420H (2016) https://doi.org/10.1117/12.2217758

KEYWORDS: Particles, Filtering (signal processing), Particle filters, Nonlinear filtering, Logic, Physics, Time metrology, Stochastic processes, Differential equations, Diffusion

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Proceedings Article | 17 May 2016 Paper

A plethora of open problems in particle flow research for nonlinear filters, Bayesian decisions, Bayesian learning, and transport

Fred Daum, Jim Huang

Proceedings Volume 9842, 98420I (2016) https://doi.org/10.1117/12.2217755

KEYWORDS: Particles, Nonlinear filtering, Filtering (signal processing), Probability theory, Particle filters, Diffusion, Algorithm development, Error analysis, Stochastic processes, Numerical integration

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Proceedings Article | 21 May 2015 Paper

A baker’s dozen of new particle flows for nonlinear filters, Bayesian decisions and transport

Fred Daum, Jim Huang

Proceedings Volume 9474, 94740J (2015) https://doi.org/10.1117/12.2076201

KEYWORDS: Particles, Probability theory, Nonlinear filtering, Particle filters, Filtering (signal processing), Diffusion, Monte Carlo methods, Algorithm development, Fourier transforms, Stochastic processes

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Proceedings Article | 21 May 2015 Paper

Proof that particle flow corresponds to Bayes’ rule: necessary and sufficient conditions

Fred Daum, Jim Huang

Proceedings Volume 9474, 94740I (2015) https://doi.org/10.1117/12.2076167

KEYWORDS: Particles, Probability theory, Nonlinear filtering, Particle filters, Monte Carlo methods, Filtering (signal processing), Diffusion, Stochastic processes, Differential equations, Calculus

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Proceedings Article | 20 June 2014 Paper

Renormalization group flow and other ideas inspired by physics for nonlinear filters, Bayesian decisions, and transport

Fred Daum, Jim Huang

Proceedings Volume 9091, 90910I (2014) https://doi.org/10.1117/12.2044123

KEYWORDS: Particles, Physics, Nonlinear filtering, Quantum physics, Particle filters, Filtering (signal processing), Calculus, Diffusion, Electromagnetism, Signal processing

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Proceedings Article | 13 June 2014 Paper

Seven dubious methods to mitigate stiffness in particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions, and transport

Fred Daum, Jim Huang

Proceedings Volume 9092, 90920C (2014) https://doi.org/10.1117/12.2046814

KEYWORDS: Particles, Diffusion, Nonlinear filtering, Particle filters, Numerical integration, Filtering (signal processing), Radar, Calculus, MATLAB, Algorithm development

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Proceedings Article | 13 June 2014 Paper

How to avoid normalization of particle flow for nonlinear filters, Bayesian decisions, and transport

Fred Daum, Jim Huang

Proceedings Volume 9092, 90920B (2014) https://doi.org/10.1117/12.2044122

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Diffusion, Filtering (signal processing), Calculus, Electromagnetism, Quantum physics, Plasmas, Electronic filtering

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Proceedings Article | 30 September 2013 Paper

Particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions and transport

Fred Daum, Jim Huang

Proceedings Volume 8857, 88570A (2013) https://doi.org/10.1117/12.2021370

KEYWORDS: Particles, Diffusion, Nonlinear filtering, Particle filters, Filtering (signal processing), Algorithm development, Calculus, Monte Carlo methods, Electronic filtering, Signal processing

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Proceedings Article | 23 May 2013 Paper

Zero curvature particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8745, 87450Q (2013) https://doi.org/10.1117/12.2009364

KEYWORDS: Particles, Probability theory, Nonlinear filtering, Filtering (signal processing), Particle filters, Algorithm development, Calculus, Numerical integration, Diffusion, Physics

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Proceedings Article | 23 May 2013 Paper

Particle flow inspired by Knothe-Rosenblatt transport for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8745, 87450O (2013) https://doi.org/10.1117/12.2009365

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Algorithm development, Filtering (signal processing), Matrices, Diffusion, Algorithms, Electronic filtering, Signal to noise ratio

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Proceedings Article | 23 May 2013 Paper

Fourier transform particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8745, 87450R (2013) https://doi.org/10.1117/12.2001666

KEYWORDS: Particles, Fourier transforms, Nonlinear filtering, Particle filters, Filtering (signal processing), Monte Carlo methods, Algorithm development, Diffusion, Electronic filtering, Communication engineering

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Proceedings Article | 23 May 2013 Paper

Particle flow with non-zero diffusion for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8745, 87450P (2013) https://doi.org/10.1117/12.2009363

KEYWORDS: Particles, Diffusion, Nonlinear filtering, Filtering (signal processing), Particle filters, Algorithm development, Algorithms, Calculus, Monte Carlo methods, Error analysis

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Proceedings Article | 18 May 2012 Paper

Friendly rebuttal to Chen and Mehra: incompressible particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8392, 839210 (2012) https://doi.org/10.1117/12.915510

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Filtering (signal processing), Algorithm development, Diffusion, Palladium, Algorithms, Electronic filtering, Raman spectroscopy

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Proceedings Article | 15 May 2012 Paper

Small curvature particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8393, 83930A (2012) https://doi.org/10.1117/12.915183

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Palladium, Algorithm development, Fluid dynamics, Filtering (signal processing), Algorithms, Quantum electrodynamics, Fourier transforms

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Proceedings Article | 17 September 2011 Paper

Bayesian big bang

Fred Daum, Jim Huang

Proceedings Volume 8137, 81370P (2011) https://doi.org/10.1117/12.894898

KEYWORDS: Particles, Probability theory, Physics, Thermodynamics, General relativity, Signal to noise ratio, Electromagnetism, Quantum mechanics, Palladium, Monte Carlo methods

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Proceedings Article | 17 September 2011 Paper

Numerical experiments for Coulomb's law particle flow for nonlinear filters

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 8137, 81370E (2011) https://doi.org/10.1117/12.887521

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Algorithm development, Signal processing, Signal to noise ratio, Algorithms, Interference (communication), Electronic filtering, Filtering (signal processing)

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Proceedings Article | 17 September 2011 Paper

Angle only tracking with particle flow filters

Fred Daum, Jim Huang

Proceedings Volume 8137, 81370R (2011) https://doi.org/10.1117/12.894895

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Spherical lenses, Electronic filtering, Error analysis, Missiles, Filtering (signal processing), Palladium, Sensors

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Proceedings Article | 17 September 2011 Paper

Coulomb's law particle flow for nonlinear filters

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 8137, 81370B (2011) https://doi.org/10.1117/12.887514

KEYWORDS: Particles, Nonlinear filtering, Particle filters, Algorithm development, Palladium, Convolution, Monte Carlo methods, Algorithms, Diffusion, Physics

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Proceedings Article | 5 May 2011 Paper

Particle degeneracy: root cause and solution

Fred Daum, Jim Huang

Proceedings Volume 8050, 80500W (2011) https://doi.org/10.1117/12.877167

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Filtering (signal processing), Palladium, Gaussian filters, Electronic filtering, Diffusion, Signal processing, Calculus

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Proceedings Article | 5 May 2011 Paper

Discussion and application of the homotopy filter

Sora Choi, Peter Willett, Fred Daum, Jim Huang

Proceedings Volume 8050, 805021 (2011) https://doi.org/10.1117/12.886385

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Filtering (signal processing), Gaussian filters, Electronic filtering, Algorithm development, Linear filtering, Physics, Detection and tracking algorithms

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Proceedings Article | 5 May 2011 Paper

Hollywood log-homotopy: movies of particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 8050, 80500X (2011) https://doi.org/10.1117/12.877171

KEYWORDS: Particles, Nonlinear filtering, Filtering (signal processing), Particle filters, Computing systems, Complex systems, Electronic filtering, Calculus, Time metrology, Detection and tracking algorithms

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Proceedings Article | 28 April 2010 Paper

Exact particle flow for nonlinear filters

Fred Daum, Jim Huang, Arjang Noushin

Proceedings Volume 7697, 769704 (2010) https://doi.org/10.1117/12.839590

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Probability theory, Filtering (signal processing), Monte Carlo methods, Fluid dynamics, Palladium, Diffusion, Computing systems

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Proceedings Article | 28 April 2010 Paper

A fresh perspective on research for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 7697, 769705 (2010) https://doi.org/10.1117/12.846741

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Filtering (signal processing), Monte Carlo methods, Electronic filtering, Physics, Fluid dynamics, Palladium, Matrices

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Proceedings Article | 16 April 2010 Paper

Generalized particle flow for nonlinear filters

Fred Daum, Jim Huang

Proceedings Volume 7698, 76980I (2010) https://doi.org/10.1117/12.839421

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Filtering (signal processing), Negative feedback, Linear filtering, Signal to noise ratio, Control systems, Electronic filtering, Signal processing

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Proceedings Article | 16 April 2010 Paper

Numerical experiments for nonlinear filters with exact particle flow induced by log-homotopy

Fred Daum, Jim Huang

Proceedings Volume 7698, 769816 (2010) https://doi.org/10.1117/12.839299

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Filtering (signal processing), Probability theory, Electronic filtering, Monte Carlo methods, Signal to noise ratio, Communication engineering, Digital filtering

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Proceedings Article | 4 September 2009 Paper

Nonlinear filters with particle flow

Fred Daum, Jim Huang

Proceedings Volume 7445, 74450R (2009) https://doi.org/10.1117/12.823458

KEYWORDS: Particles, Particle filters, Filtering (signal processing), Nonlinear filtering, Electronic filtering, Signal to noise ratio, Monte Carlo methods, Linear filtering, Signal processing, Algorithms

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Proceedings Article | 4 September 2009 Paper

Seventeen dubious methods to approximate the gradient for nonlinear filters with particle flow

Fred Daum, Jim Huang, Misha Krichman, Talia Kohen

Proceedings Volume 7445, 74450V (2009) https://doi.org/10.1117/12.823519

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Chemistry, Physics, Algorithm development, Geology, Quantum physics, Filtering (signal processing), Algorithms

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Proceedings Article | 11 May 2009 Paper

Nonlinear filters with particle flow induced by log-homotopy

Frederick Daum, Jim Huang

Proceedings Volume 7336, 733603 (2009) https://doi.org/10.1117/12.814241

KEYWORDS: Particles, Particle filters, Filtering (signal processing), Nonlinear filtering, Electronic filtering, Signal processing, Signal to noise ratio, Calculus, Geology, Error analysis

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Proceedings Article | 29 April 2009 Paper

Gradient estimation for particle flow induced by log-homotopy for nonlinear filters

Frederick Daum, Jim Huang, A. Noushin, Misha Krichman

Proceedings Volume 7336, 733602 (2009) https://doi.org/10.1117/12.817391

KEYWORDS: Particles, Fourier transforms, Particle filters, Nonlinear filtering, Chemistry, Physics, Algorithm development, Geology, Filtering (signal processing), Statistical analysis

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Proceedings Article | 16 April 2008 Paper

Particle flow for nonlinear filters with log-homotopy

Fred Daum, Jim Huang

Proceedings Volume 6969, 696918 (2008) https://doi.org/10.1117/12.764909

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Monte Carlo methods, Signal to noise ratio, Filtering (signal processing), Optimal filtering, Error analysis, Algorithms, Signal processing

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Proceedings Article | 4 April 2008 Paper

Some interesting observations regarding the initialization of unscented and extended Kalman filters

A. Noushin, F. Daum

Proceedings Volume 6968, 696802 (2008) https://doi.org/10.1117/12.769211

KEYWORDS: Filtering (signal processing), Error analysis, Electronic filtering, Nonlinear filtering, Time metrology, Signal processing, Solids, Differential equations, Complex systems, Monte Carlo methods

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Proceedings Article | 25 September 2007 Paper

Nonlinear filters with log-homotopy

Fred Daum, Jim Huang

Proceedings Volume 6699, 669918 (2007) https://doi.org/10.1117/12.725684

KEYWORDS: Particles, Particle filters, Nonlinear filtering, Monte Carlo methods, Signal to noise ratio, Filtering (signal processing), Optimal filtering, Error analysis, Algorithms, Signal processing

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Proceedings Article | 19 May 2006 Paper

Quasi-Monte Carlo particle filters: the JV filter

Fred Daum

Proceedings Volume 6236, 62360J (2006) https://doi.org/10.1117/12.663914

KEYWORDS: Particle filters, Monte Carlo methods, Particles, Nonlinear filtering, Mathematics, Filtering (signal processing), Integration, Computer simulations, Diffusion, Quasi-Monte Carlo methods

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Proceedings Article | 19 May 2006 Paper

Non-particle filters

Fred Daum

Proceedings Volume 6236, 623614 (2006) https://doi.org/10.1117/12.659732

KEYWORDS: Nonlinear filtering, Particle filters, Palladium, Chemical elements, Diffusion, Filtering (signal processing), Particles, Monte Carlo methods, Finite element methods, Quantization

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Proceedings Article | 17 May 2006 Paper

A system approach to real world multi-sensor data fusion

Fred Daum

Proceedings Volume 6235, 62350S (2006) https://doi.org/10.1117/12.665856

KEYWORDS: Data fusion, Sensors, Optical resolution, Data modeling, Detection and tracking algorithms, Physics, Radar, Refraction, Phased arrays, Infrared sensors

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Proceedings Article | 15 September 2005 Paper

Dimensional interpolation for nonlinear filters

Fred Daum

Proceedings Volume 5913, 59131E (2005) https://doi.org/10.1117/12.610466

KEYWORDS: Nonlinear filtering, Particle filters, Monte Carlo methods, Chemistry, Chemical species, Molecules, Particles, Filtering (signal processing), Palladium, Physics

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Proceedings Article | 15 September 2005 Paper

Mesh-free adjoint methods for nonlinear filters

Fred Daum

Proceedings Volume 5913, 59130D (2005) https://doi.org/10.1117/12.610672

KEYWORDS: Particle filters, Nonlinear filtering, Palladium, Chemical elements, Filtering (signal processing), Particles, Finite element methods, Monte Carlo methods, Quantization, Electronic filtering

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Proceedings Article | 25 August 2004 Paper

Physics-based computational complexity of nonlinear filters

Frederick Daum, Jim Huang

Proceedings Volume 5428, (2004) https://doi.org/10.1117/12.532611

KEYWORDS: Nonlinear filtering, Physics, Filtering (signal processing), Palladium, Electronic filtering, Gaussian filters, Linear filtering, Mathematics, Numerical analysis, Inspection

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Proceedings Article | 25 August 2004 Paper

Quasi-Monte Carlo hybrid particle filters

Frederick Daum, Jim Huang

Proceedings Volume 5428, (2004) https://doi.org/10.1117/12.532487

KEYWORDS: Particles, Particle filters, Monte Carlo methods, Nonlinear filtering, Filtering (signal processing), Electronic filtering, Integration, Mathematics, Quasi-Monte Carlo methods, Signal processing

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Proceedings Article | 5 January 2004 Paper

Nonlinear filtering with quasi-Monte Carlo methods

Fred Daum, Jim Huang

Proceedings Volume 5204, (2004) https://doi.org/10.1117/12.497574

KEYWORDS: Particles, Particle filters, Monte Carlo methods, Nonlinear filtering, Filtering (signal processing), Quasi-Monte Carlo methods, Electronic filtering, Integration, Mathematics, Signal processing

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Proceedings Article | 25 August 2003 Paper

Dynamic quasi-Monte Carlo for nonlinear filters

Frederick Daum, Jim Huang

Proceedings Volume 5096, (2003) https://doi.org/10.1117/12.484889

KEYWORDS: Particle filters, Particles, Nonlinear filtering, Monte Carlo methods, Filtering (signal processing), Electronic filtering, Mathematics, Integration, Numerical analysis, Signal processing

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Proceedings Article | 7 August 2002 Paper

Mysterious computational complexity of particle filters

Frederick Daum, Jim Huang

Proceedings Volume 4728, (2002) https://doi.org/10.1117/12.478522

KEYWORDS: Error analysis, Monte Carlo methods, Nonlinear filtering, Particles, Probability theory, Particle filters, Filtering (signal processing), Optical spheres, Electronic filtering, Statistical analysis

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Proceedings Article | 29 October 1997 Paper

Practical nonlinear filtering with the method of virtual measurements

Frederick Daum

Proceedings Volume 3163, (1997) https://doi.org/10.1117/12.279530

KEYWORDS: Nonlinear filtering, Filtering (signal processing), Digital filtering, Time metrology, Electronic filtering, Palladium, Complex systems, Missiles, Radar, Numerical analysis

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Proceedings Article | 31 May 1996 Paper

Nonlinear optimal semirecursive filtering

Frederick Daum

Proceedings Volume 2759, (1996) https://doi.org/10.1117/12.241177

KEYWORDS: Digital filtering, Nonlinear filtering, Filtering (signal processing), Optimal filtering, Electronic filtering, Roads, Composites, Inspection, Statistical analysis, Very large scale integration

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Proceedings Article | 31 May 1996 Paper

Optimal nonlinear filtering with the method of virtual measurements

Frederick Daum

Proceedings Volume 2759, (1996) https://doi.org/10.1117/12.241192

KEYWORDS: Nonlinear filtering, Filtering (signal processing), Digital filtering, Time metrology, Electronic filtering, Palladium, Complex systems, Stochastic processes, Process modeling, Roads

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Proceedings Article | 1 September 1995 Paper

Fuzzy logic, multiple target tracking, and equivalence classes of random sets

Frederick Daum

Proceedings Volume 2561, (1995) https://doi.org/10.1117/12.217696

KEYWORDS: Fuzzy logic, Probability theory, Detection and tracking algorithms, Environmental sensing, Fuzzy systems, Logic, Roads, Error analysis, Sensors, Calculus

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Proceedings Article | 1 September 1995 Paper

Beyond Kalman filters: practical design of nonlinear filters

Frederick Daum

Proceedings Volume 2561, (1995) https://doi.org/10.1117/12.217702

KEYWORDS: Nonlinear filtering, Filtering (signal processing), Digital filtering, Time metrology, Electronic filtering, Palladium, Numerical integration, Process modeling, Gaussian filters, Americium

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Proceedings Article | 6 July 1994 Paper

Importance of resolution in multiple-target tracking

Frederick Daum, Robert Fitzgerald

Proceedings Volume 2235, (1994) https://doi.org/10.1117/12.179063

KEYWORDS: Signal to noise ratio, Probability theory, Optical resolution, Sensors, Super resolution, Detection and tracking algorithms, Modulation transfer functions, Radar, Doppler effect, Environmental sensing

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Proceedings Article | 6 July 1994 Paper

Super noncoherent integration: analysis of performance

Frederick Daum

Proceedings Volume 2235, (1994) https://doi.org/10.1117/12.179088

KEYWORDS: Signal to noise ratio, Doppler effect, Radar, Target detection, Sensors, Filtering (signal processing), Detection and tracking algorithms, Infrared sensors, Signal detection, Error analysis

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Proceedings Article | 6 July 1994 Paper

New exact nonlinear filters: theory and applications

Frederick Daum

Proceedings Volume 2235, (1994) https://doi.org/10.1117/12.179084

KEYWORDS: Nonlinear filtering, Filtering (signal processing), Time metrology, Digital filtering, Radar, Electronic filtering, Error analysis, Process modeling, Palladium, Differential equations

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Proceedings Article | 1 August 1991 Paper

Cramer-Rao bound for multiple-target tracking

Frederick Daum

Proceedings Volume 1481, (1991) https://doi.org/10.1117/12.45667

KEYWORDS: Target detection, Nonlinear filtering, Error analysis, Detection and tracking algorithms, Information operations, Mathematical modeling, Signal processing, Data processing, Environmental sensing, Monte Carlo methods

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