Monte Carlo Matlab

Recent advances in sensor technology and information processing afford a new flexibility in the design of waveforms for agile sensing. Sensors are now developed with the ability to dynamically choose their transmit or receive waveforms in order to optimize an objective cost function. This has exposed a new paradigm of significant performance improvements in active sensing: dynamic waveform adaptation to environment conditions, target structures, or information features. The manuscript provides a review of recent advances in waveform-agile sensing for target tracking applications. A dynamic waveform selection and configuration scheme is developed for two active sensors that track one or multiple mobile targets.

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear