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.
"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