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

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 CB...

Full description

Saved in:
Bibliographic Details
Main Authors: Feng Lian, Chen Li, Chongzhao Han, Hui Chen
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/584140
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1849691919780675584
author Feng Lian
Chen Li
Chongzhao Han
Hui Chen
author_facet Feng Lian
Chen Li
Chongzhao Han
Hui Chen
author_sort Feng Lian
collection DOAJ
description 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.
format Article
id doaj-art-b42f1ef3fd8b4bcebe133b78a85c845f
institution DOAJ
issn 1110-757X
1687-0042
language English
publishDate 2012-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-b42f1ef3fd8b4bcebe133b78a85c845f2025-08-20T03:20:52ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/584140584140Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer FiltersFeng Lian0Chen Li1Chongzhao Han2Hui Chen3Ministry of Education Key Laboratory for Intelligent Networks and Network Security (MOE KLINNS), School of Electronics and Information Engineering, Xi'an Jiaotong University, Xi'an 710049, ChinaSoftware Engineering School, Xi'an Jiaotong University, Xi’an 710049, ChinaMinistry of Education Key Laboratory for Intelligent Networks and Network Security (MOE KLINNS), School of Electronics and Information Engineering, Xi'an Jiaotong University, Xi'an 710049, ChinaMinistry of Education Key Laboratory for Intelligent Networks and Network Security (MOE KLINNS), School of Electronics and Information Engineering, Xi'an Jiaotong University, Xi'an 710049, ChinaThe 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.http://dx.doi.org/10.1155/2012/584140
spellingShingle Feng Lian
Chen Li
Chongzhao Han
Hui Chen
Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
Journal of Applied Mathematics
title Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
title_full Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
title_fullStr Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
title_full_unstemmed Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
title_short Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters
title_sort convergence analysis for the smc member and smc cbmember filters
url http://dx.doi.org/10.1155/2012/584140
work_keys_str_mv AT fenglian convergenceanalysisforthesmcmemberandsmccbmemberfilters
AT chenli convergenceanalysisforthesmcmemberandsmccbmemberfilters
AT chongzhaohan convergenceanalysisforthesmcmemberandsmccbmemberfilters
AT huichen convergenceanalysisforthesmcmemberandsmccbmemberfilters