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

We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general class of stochastic filtering algorithms, including sequential M...

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Váldodahkkit: Caron, F, Moral, P, Pace, M, Ba-Ngu, V
Materiálatiipa: Journal article
Giella:English
Almmustuhtton: 2010