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

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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

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