On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

We analyze the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general class of stochastic filtering algorithms, including sequential M...

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Bibliographic Details
Main Authors: Caron, F., Del Moral, P., Pace, M., Vo, Ba-Ngu
Format: Journal Article
Published: Taylor & Francis Inc. 2011
Subjects:
Semigroup stability
Functional contraction inequalities
Nonlinear multi-target filtering
Interacting particle systems
Particle filters
Probability hypothesis density filter
Bernoulli filter
Online Access:http://hdl.handle.net/20.500.11937/16151

Internet

http://hdl.handle.net/20.500.11937/16151

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