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

Abstract:

The aim of this paper is twofold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple-target tracking context. We study its stability properties, characterize its long time behavior, and provide a series of weak Lipschitztype functional contraction inequalities. Second we design and analyze an original particle scheme to approximate numerically these intensity measures. Under appropriate regularity conditions, we obtain uniform and no...

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Publisher copy:
10.1137/100788987

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Journal:
SIAM Journal on Control and Optimization
Volume:
49
Issue:
4
Pages:
1766-1792
Publication date:
2011-01-01
DOI:
ISSN:
0363-0129
URN:
uuid:3916042e-50a1-455f-a1c5-3d1ef4434968
Source identifiers:
179889
Local pid:
pubs:179889

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