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2012 Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
Feng Lian, Chen Li, Chongzhao Han, Hui Chen
J. Appl. Math. 2012(SI08): 1-25 (2012). DOI: 10.1155/2012/584140

Abstract

The convergence for the sequential Monte Carlo (SMC) implementations of the multitarget multi-Bernoulli (MeMBer) filter and cardinality-balanced MeMBer (CBMeMBer) filters is studied here. This paper proves that the SMC-MeMBer and SMC-CBMeMBer filters, respectively, converge to the true MeMBer and CBMeMBer filters in the mean-square sense and the corresponding bounds for the mean-square errors are given. The significance of this paper is in theory to present the convergence results of the SMC-MeMBer and SMC-CBMeMBer filters and the conditions under which the two filters satisfy mean-square convergence.

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Feng Lian. Chen Li. Chongzhao Han. Hui Chen. "Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters." J. Appl. Math. 2012 (SI08) 1 - 25, 2012. https://doi.org/10.1155/2012/584140

Information

Published: 2012
First available in Project Euclid: 3 January 2013

MathSciNet: MR2960006
Digital Object Identifier: 10.1155/2012/584140

Rights: Copyright © 2012 Hindawi

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Vol.2012 • No. SI08 • 2012
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