Convergence Analysis of the Gaussian Mixture PHD Filter
نویسندگان
چکیده
منابع مشابه
On the Convergence of the Gaussian Mixture Filter
This paper presents convergence results for the Box Gaussian Mixture Filter (BGMF). BGMF is a Gaussian Mixture Filter (GMF) that is based on a bank of Extended Kalman Filters. The critical part of GMF is the approximation of probability density function (pdf) as pdf of Gaussian mixture such that its components have small enough covariance matrices. Because GMF approximates prior and posterior a...
متن کاملExtended Target Tracking using a Gaussian-Mixture PHD filter
This paper presents a Gaussian-mixture implementation of the PHD filter for tracking extended targets. The exact filter requires processing of all possible measurement set partitions, which is generally infeasible to implement. A method is proposed for limiting the number of considered partitions and possible alternatives are discussed. The implementation is used on simulated data and in experi...
متن کاملConvergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation
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 pr...
متن کاملBinomial Gaussian mixture filter
In this work, we present a novel method for approximating a normal distribution with a weighted sum of normal distributions. The approximation is used for splitting normally distributed components in a Gaussian mixture filter, such that components have smaller covariances and cause smaller linearization errors when nonlinear measurements are used for the state update. Our splitting method uses ...
متن کاملThe Sensitivity analysis of Box Gaussian Mixture Filter
In this paper, we study the sensitivity of the Box Gaussian Mixture Filter (BGMF) in hybrid positioning. The idea of BGMF is to split the state space into pieces using parallel planes when necessary and approximate the restriction of a Gaussian component in each piece as a Gaussian. In the sensitivity analysis, we change the distance between the parallel planes and examine how that affects the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2007
ISSN: 1053-587X
DOI: 10.1109/tsp.2006.888886