Convergence Analysis for the SMC-MeMBer and SMC-CBMeMBer Filters

نویسندگان

  • Feng Lian
  • Chen Li
  • Chongzhao Han
  • Hui Chen
چکیده

The convergence for the sequential Monte Carlo SMC implementations of the multitarget multiBernoulli MeMBer filter and cardinality-balanced MeMBer CBMeMBer filters is studied here. This paper proves that the SMC-MeMBer and SMC-CBMeMBer filters, respectively, converge to the true MeMBer and CBMeMBer filters in the mean-square sense and the corresponding bounds for the mean-square errors are given. The significance of this paper is in theory to present the convergence results of the SMC-MeMBer and SMC-CBMeMBer filters and the conditions under which the two filters satisfy mean-square convergence.

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عنوان ژورنال:
  • J. Applied Mathematics

دوره 2012  شماره 

صفحات  -

تاریخ انتشار 2012