势平衡多目标多伯努利滤波器高斯混合实现的收敛性-控制理论与应用.PDF

势平衡多目标多伯努利滤波器高斯混合实现的收敛性-控制理论与应用.PDF

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势平衡多目标多伯努利滤波器高斯混合实现的收敛性-控制理论与应用

33 10 Vol. 33 No. 10 2016 10 Control Theory Applications Oct. 2016 DOI: 10.7641/CTA.2016.50850 † , , , (, 710049) : (cardinality balanced multi-target multi-Bernoulli, CBMeMBer) (Gaussian mixture, GM). , GM–CBMeMBer , CBMeMBer. , GM–CBMeMBer(ex- tended Kalman, EK)—– EK–GM–CBMeMBer, , CBMeMBer . CBMeMBer GM, CBMe- MBer . : ; ; ; ; : TP273 : A Convergence analysis for the Gaussian mixture implementation of the CBMeMBer filter † ZHANG Guang-hua, LIAN Feng , HAN Chong-zhao, WANG Ting-ting (Ministry of Education Key Lab For Intelligent Networks and Network Security, Xi’an Jiaotong University, Xi’an Shaanxi 710049, China) Abstract: The convergence for the Gaussian mixture (GM) implementation of the cardinality balanced multi-target multi-Bernoulli (CBMeMBer) filter is studied. This paper proves that the GM–CBMeMBer filter converges uniformly to the true CBMeMBer filter in the linear Gaussian model as the number of Gaussians in the mixture tends to infinity. In addition, this paper proves the extended Kalman (EK) filter approximations of the GM–CBMeMBer filter in weak nonlinear condition — EK–GM–CBMeMBer filter, converges uniformly to the true CBMeMBer filter as the covariance of each Gaussian term tends to zero. The purpose of this paper is to theoretically present the convergence results of the CBMeMBer filter’s GM implementation, perfecting the theoretical research of the CBMeMBer filter for the multi-target tracking problem. Key words: multi-target tracking; random finite set; multi-Bernoulli; Gaussian mixture; convergence analysis 1

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