Convergence of the SMC implementation of the PHD filter

DOI10.1007/s11009-006-8552-yzbMath1104.60009OpenAlexW2125431514MaRDI QIDQ2433264

Arnaud Doucet, Sumeetpal S. Singh, Adam M. Johansen, Ba-Ngu Vo

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-8552-y

zbMATH Keywords

filteringcentral limit theoremsequential Monte Carlo

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11) (L^p)-limit theorems (60F25)

Related Items (2)

Iterative mixture component pruning algorithm for Gaussian mixture PHD filter ⋮ On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

Cites Work

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• Central limit theorem for nonlinear filtering and interacting particle systems
• Mathematics of data fusion
• Recursive Monte Carlo filters: algorithms and theoretical analysis
• Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
• Sequential Monte Carlo Methods in Practice
• An Introduction to the Theory of Point Processes

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