Title
Convergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation.
Abstract
The convergence of the Gaussian mixture extended-target probability hypothesis density (GMEPHD) filter and its extended Kalman (EK) filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD filter converge uniformly to the true EPHD filter. The significance of this paper is in theory to present the convergence results of the GM-EPHD and EK-GM-EPHD filters and the conditions under which the two filters satisfy uniform convergence.
Year
DOI
Venue
2012
10.1155/2012/141727
JOURNAL OF APPLIED MATHEMATICS
Field
DocType
Volume
Extended Kalman filter,Mathematical optimization,Alpha beta filter,Filtering problem,Adaptive filter,Invariant extended Kalman filter,Ensemble Kalman filter,Nonlinear filter,Mathematics,Filter design
Journal
2012
Issue
ISSN
Citations 
null
1110-757X
0
PageRank 
References 
Authors
0.34
11
4
Name
Order
Citations
PageRank
Feng Lian1143.54
Chongzhao Han244671.68
Jing Liu3935.79
Hui Chen471.69