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2012 Convergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation
Feng Lian, Chongzhao Han, Jing Liu, Hui Chen
J. Appl. Math. 2012(SI08): 1-20 (2012). DOI: 10.1155/2012/141727

Abstract

The convergence of the Gaussian mixture extended-target probability hypothesis density (GM-EPHD) filter and its extended Kalman (EK) filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD filter converge uniformly to the true EPHD filter. The significance of this paper is in theory to present the convergence results of the GM-EPHD and EK-GM-EPHD filters and the conditions under which the two filters satisfy uniform convergence.

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Feng Lian. Chongzhao Han. Jing Liu. Hui Chen. "Convergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation." J. Appl. Math. 2012 (SI08) 1 - 20, 2012. https://doi.org/10.1155/2012/141727

Information

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

zbMATH: 1251.93125
MathSciNet: MR2956527
Digital Object Identifier: 10.1155/2012/141727

Rights: Copyright © 2012 Hindawi

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Vol.2012 • No. SI08 • 2012
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