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

DOI10.1080/07362994.2011.598797zbMath1232.93083arXiv1009.1845OpenAlexW2148006895WikidataQ56689526 ScholiaQ56689526MaRDI QIDQ3114566

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Publication date: 19 February 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1845

zbMATH Keywords

particle filtersinteracting particle systemsprobability hypothesis density filterBernoulli filtersemigroup stabilityfunctional contraction inequalitiesnonlinear multi-target filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Applications of branching processes (60J85) Stability problems for infinite-dimensional dissipative dynamical systems (37L15) Stochastic particle methods (65C35)

Cites Work

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• Tracking and data association
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• Filters for Spatial Point Processes
• Tracking and classifying multiple targets without<tex>a priori</tex>identification
• An Introduction to Branching Measure-Valued Processes
• Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
• Convergence results for the particle PHD filter
• The Gaussian Mixture Probability Hypothesis Density Filter
• A backward particle interpretation of Feynman-Kac formulae

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