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...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/16151 |
| _version_ | 1848749093050908672 |
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| author | Caron, F. Del Moral, P. Pace, M. Vo, Ba-Ngu |
| author_facet | Caron, F. Del Moral, P. Pace, M. Vo, Ba-Ngu |
| author_sort | Caron, F. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 Monte Carlo type models and mean field particle interpretation models. We illustrate these results in the context of the Bernoulli and the Probability Hypothesis Density filter, yielding what seems to be the first results of this kind in this subject. |
| first_indexed | 2025-11-14T07:15:27Z |
| format | Journal Article |
| id | curtin-20.500.11937-16151 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:15:27Z |
| publishDate | 2011 |
| publisher | Taylor & Francis Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-161512018-03-29T09:06:10Z On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering Caron, F. Del Moral, P. Pace, M. Vo, Ba-Ngu Semigroup stability Functional contraction inequalities Nonlinear multi-target filtering Interacting particle systems Particle filters Probability hypothesis density filter Bernoulli filter 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 Monte Carlo type models and mean field particle interpretation models. We illustrate these results in the context of the Bernoulli and the Probability Hypothesis Density filter, yielding what seems to be the first results of this kind in this subject. 2011 Journal Article http://hdl.handle.net/20.500.11937/16151 10.1080/07362994.2011.598797 Taylor & Francis Inc. restricted |
| spellingShingle | Semigroup stability Functional contraction inequalities Nonlinear multi-target filtering Interacting particle systems Particle filters Probability hypothesis density filter Bernoulli filter Caron, F. Del Moral, P. Pace, M. Vo, Ba-Ngu On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title | On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title_full | On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title_fullStr | On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title_full_unstemmed | On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title_short | On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering |
| title_sort | on the stability and the approximation of branching distribution flows, with applications to nonlinear multiple target filtering |
| topic | Semigroup stability Functional contraction inequalities Nonlinear multi-target filtering Interacting particle systems Particle filters Probability hypothesis density filter Bernoulli filter |
| url | http://hdl.handle.net/20.500.11937/16151 |