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 and Hui Chen

Journal of Applied Mathematics, 2012, vol. 2012, 1-20

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:141727

DOI: 10.1155/2012/141727

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