Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking
The aim of this paper is twofold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple-target tracking context. We study its stability properties, characterize its long time behavior, and provide a series of weak Lipschitztype functional cont...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
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2011
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| _version_ | 1826267520994115584 |
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| author | Caron, F Del Moral, P Doucet, A Pace, M |
| author_facet | Caron, F Del Moral, P Doucet, A Pace, M |
| author_sort | Caron, F |
| collection | OXFORD |
| description | The aim of this paper is twofold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple-target tracking context. We study its stability properties, characterize its long time behavior, and provide a series of weak Lipschitztype functional contraction inequalities. Second we design and analyze an original particle scheme to approximate numerically these intensity measures. Under appropriate regularity conditions, we obtain uniform and nonasymptotic estimates and a functional central limit theorem. To the best of our knowledge, these are the first sharp theoretical results available for this class of spatial branching point processes. © 2011 Society for Industrial and Applied Mathematics. |
| first_indexed | 2024-03-06T20:55:27Z |
| format | Journal article |
| id | oxford-uuid:3916042e-50a1-455f-a1c5-3d1ef4434968 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-06T20:55:27Z |
| publishDate | 2011 |
| record_format | dspace |
| spelling | oxford-uuid:3916042e-50a1-455f-a1c5-3d1ef44349682022-03-26T13:53:34ZParticle approximation of the intensity measures of a spatial branching point process arising in multitarget trackingJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:3916042e-50a1-455f-a1c5-3d1ef4434968EnglishSymplectic Elements at Oxford2011Caron, FDel Moral, PDoucet, APace, MThe aim of this paper is twofold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple-target tracking context. We study its stability properties, characterize its long time behavior, and provide a series of weak Lipschitztype functional contraction inequalities. Second we design and analyze an original particle scheme to approximate numerically these intensity measures. Under appropriate regularity conditions, we obtain uniform and nonasymptotic estimates and a functional central limit theorem. To the best of our knowledge, these are the first sharp theoretical results available for this class of spatial branching point processes. © 2011 Society for Industrial and Applied Mathematics. |
| spellingShingle | Caron, F Del Moral, P Doucet, A Pace, M Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title | Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title_full | Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title_fullStr | Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title_full_unstemmed | Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title_short | Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
| title_sort | particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking |
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