Early maritime applications of particle filtering

Henry R. Richardson, Lawrence D. Stone, W. Reynolds Monach, Joseph H. Discenza · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2003

This paper provides a brief history of some operational particle filters that were used by the U. S. Coast Guard and U. S. Navy. Starting in 1974 the Coast Guard system provided Search and Rescue Planning advice for objects lost at sea. The Navy systems were used to plan searches for Soviet submarines in the Atlantic, Pacific, and Mediterranean starting in 1972. The systems operated in a sequential, Bayesian manner. A prior distribution for the target’s location and movement was produced using both objective and subjective information. Based on this distribution, the search assets available, and their detection characteristics, a near-optimal search was planned. Typically, this involved visual searches by Coast Guard aircraft and sonobuoy searches by Navy antisubmarine warfare patrol aircraft. The searches were executed, and the feedback, both detections and lack of detections, was fed into a particle filter to produce the posterior distribution of the target’s location. This distribution was used as the prior for the next iteration of planning and search.

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