On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

We analyze the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general class of stochastic filtering algorithms, including sequential Monte Carlo type models and mean field particle interpretation models. We illustrate these results in the context of the Bernoulli and the Probability Hypothesis Density filter, yielding what seems to be the first results of this kind in this subject.

• Publication year

  2010

• Venue

  Stochastic Analysis and Applications

• Publication date

  2010-09-09

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1080/07362994.2011.598797arXiv 1009.1845
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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