Inspec keywords: Pareto distribution; probability; dynamic programming; signal detection; object tracking; approximation theory

Other keywords: signal-to-noise ratio environment; dynamic programming track-before-detect algorithm; generalised Pareto distribution; EVT; peaks over threshold model; DP-TBD; false alarm probability estimation; approximation theory; CFAR; constant false alarm rate; extreme value theory

Subjects: Optimisation techniques; Interpolation and function approximation (numerical analysis); Other topics in statistics; Signal processing theory; Interpolation and function approximation (numerical analysis); Other topics in statistics; Signal detection; Optimisation techniques