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Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
- Source :
- Journal of Applied Mathematics, Vol 2012 (2012)
- Publication Year :
- 2012
- Publisher :
- Wiley, 2012.
-
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.
- Subjects :
- Mathematics
QA1-939
Subjects
Details
- Language :
- English
- ISSN :
- 1110757X and 16870042
- Volume :
- 2012
- Database :
- Directory of Open Access Journals
- Journal :
- Journal of Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.b42f1ef3fd8b4bcebe133b78a85c845f
- Document Type :
- article
- Full Text :
- https://doi.org/10.1155/2012/584140