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

Author

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  • Feng Lian
  • Chen Li
  • Chongzhao Han
  • Hui Chen

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.

Suggested Citation

  • Feng Lian & Chen Li & Chongzhao Han & Hui Chen, 2012. "Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-25, August.
    • Handle: RePEc:hin:jnljam:584140
    DOI: 10.1155/2012/584140
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