On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
DOI10.1080/07362994.2011.598797zbMath1232.93083arXiv1009.1845WikidataQ56689526 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 filters; interacting particle systems; probability hypothesis density filter; Bernoulli filter; semigroup stability; functional contraction inequalities; nonlinear multi-target filtering
93E11: Filtering in stochastic control theory
65C05: Monte Carlo methods
60J85: Applications of branching processes
37L15: Stability problems for infinite-dimensional dissipative dynamical systems
65C35: Stochastic particle methods
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