Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters

Feng Lian, Chen Li, Chongzhao Han and Hui Chen

Journal of Applied Mathematics, 2012, vol. 2012, 1-25

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:584140

DOI: 10.1155/2012/584140

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