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Volumn 49, Issue 4, 2011, Pages 1766-1792

Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking

Author keywords

Functional central limit theorems; Mean field and interacting particle systems; Multitarget tracking problems; Spatial branching processes

Indexed keywords

BRANCHING POINTS; BRANCHING PROCESS; FUNCTIONAL CENTRAL LIMIT THEOREM; INTENSITY MEASURE; LONG TIME BEHAVIOR; MEAN FIELD; MULTI-TARGET TRACKING; MULTIPLE-TARGET TRACKING; REGULARITY CONDITION; STABILITY PROPERTIES; THEORETICAL RESULT;

EID: 80052756114     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/100788987     Document Type: Article
Times cited : (8)

References (17)
  • 1
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    • A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
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    • (2009) Electron. J. Probab. , vol.14 , pp. 2130-2155
    • Bercu, B.1    Del Moral, P.2    Doucet, A.3
  • 2
    • 80052761774 scopus 로고    scopus 로고
    • On the stability and approximation of branching distribution flows, with applications to nonlinear multiple target filtering
    • INRIA
    • F. CARON, P. DEL MORAL, M. PACE, and B.-N. VO, On the Stability and Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering, Technical report 7376, INRIA, 2010.
    • (2010) Technical Report 7376
    • Caron, F.1    Del Moral, P.2    Pace, M.3    Vo, B.-N.4
  • 3
    • 79960182481 scopus 로고    scopus 로고
    • A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
    • to appear
    • F. CÉROU, P. DEL MORAL, and A. GUYADER, A non asymptotic variance theorem for unnormalized Feynman-Kac particle models, Ann. Inst. H. Poincaré, to appear (2011).
    • (2011) Ann. Inst. H. Poincaré
    • Cérou, F.1    Del Moral, P.2    Guyader, A.3
  • 4
    • 15744384461 scopus 로고    scopus 로고
    • Feynman-kac formulae: Genealogical and interacting particle systems with applications
    • Springer-Verlag, New York
    • P. DEL MORAL, Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications, Probab. Appl. (N. Y.), Springer-Verlag, New York, 2004.
    • (2004) Probab. Appl. (N. Y.)
    • Del Moral, P.1
  • 5
    • 80052726502 scopus 로고    scopus 로고
    • On adaptive resampling procedures for sequential Monte Carlo methods
    • to appear
    • P. DEL MORAL, A. DOUCET, and A. JASRA, On adaptive resampling procedures for sequential Monte Carlo methods, Bernoulli, to appear (2011).
    • (2011) Bernoulli
    • Del Moral, P.1    Doucet, A.2    Jasra, A.3
  • 6
    • 79958190258 scopus 로고    scopus 로고
    • Concentration inequalities for mean field particle models
    • to appear
    • P. DEL MORAL and E. RIO, Concentration inequalities for mean field particle models, Ann. Appl. Probab., to appear (2011).
    • (2011) Ann. Appl. Probab.
    • Del Moral, P.1    Rio, E.2
  • 12
    • 1642401353 scopus 로고    scopus 로고
    • Multi-target Bayes filtering via first-order multi-target moments
    • R. MAHLER, Multi-target Bayes filtering via first-order multi-target moments, IEEE Trans. Aerospace Electron. Systems, 39(2003), pp. 1152-1178.
    • (2003) IEEE Trans. Aerospace Electron. Systems , vol.39 , pp. 1152-1178
    • Mahler, R.1
  • 16
    • 33747343251 scopus 로고    scopus 로고
    • The Gaussian mixture probability hypothesis density filter
    • DOI 10.1109/TSP.2006.881190
    • B.-N. VO and W. K. MA, The Gaussian mixture probability hypothesis density filter, IEEE Trans. Signal Process., 54(2006), pp. 4091-4104. (Pubitemid 44637744)
    • (2006) IEEE Transactions on Signal Processing , vol.54 , Issue.11 , pp. 4091-4104
    • Vo, B.-N.1    Ma, W.-K.2
  • 17
    • 27544460134 scopus 로고    scopus 로고
    • Sequential Monte Carlo methods for multi-target filtering with random finite sets
    • DOI 10.1109/TAES.2005.1561884
    • B.-N. VO, S. S. SINGH, and A. DOUCET, Sequential Monte Carlo methods for Bayesian multitarget filtering with random finite sets, IEEE Trans. Aerospace Electron. Systems, 41(2005), pp. 1224-1245. (Pubitemid 43033914)
    • (2005) IEEE Transactions on Aerospace and Electronic Systems , vol.41 , Issue.4 , pp. 1224-1245
    • Vo, B.-N.1    Singh, S.2    Doucet, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.