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