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Opportunity at Air Force Research Laboratory (AFRL)

Probability Theory and Stochastic Processes

Location

Air Force Institute of Technology

RO# Location
13.50.00.B7596 Wright-Patterson AFB, OH 454337542

Advisers

Name E-mail Phone
Sritharan, Sivaguru S. sivaguru.sritharan@afit.edu (937)-255-6565 EXT: 3315

Description

This research opportunity focuses on probabilistic techniques in Air Force applications such as turbulence estimation, search and detection of randomly moving multiple targets, sensor fusion, and nonstationary signal detection. We are interested in modern techniques in stochastic analysis for random process with jumps such as Levy process, optimal stopping techniques, and nonlinear filtering techniques. Large deviation theory plays a significant role in the analysis of search and detection methods with Poisson distributed sensors and also in the assessment of the impact of noise in turbulent flows. Other Air Force applications of large deviations such as risk analysis and estimation of rare event probabilities for failure analysis are also within the scope of this research program. Also of interest are approximation techniques for the nonlinear filtering equations of Fujisaki-Kallianpur-Kunita equation and the Zakai equation to derive practical algorithms extending the Kalman filtering technique and sequential Monte Carlo techniques, such as particle filtering. Research problems in hypersonic aerodynamics are of top priority.

 

References

Sritharan SS, Sundar P: Stochastic Processes, Theory and Applications 116(11): 1636, 2006

Popa S, Sritharan SS: Communications on Stochastic Analysis 3(3): 313, 2009

 

Keywords:
Large deviations; Stochastic analysis; Levy processes; Target tracking; Stochastic control theory; Nonlinear filtering; Multisensor fusion; Markov process; Search and detection;

Eligibility

Citizenship:  Open to U.S. citizens
Level:  Open to Postdoctoral and Senior applicants
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