Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking

Francois Caron; Pierre Del Moral; Arnaud Doucet; Michele Pace

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arXiv · 1012.5360

Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking

Francois Caron·Pierre Del Moral·Arnaud Doucet·Michele Pace

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Abstract

The aim of this paper is two-fold. 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 Lipschitz type 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 non asymptotic estimates and a functional central limit theorem. To the best of our knowledge, these are the first sharp theoretical results available for this class of spatial branching point processes.

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Francois Caron, Pierre Del Moral, Arnaud Doucet, Michele Pace. 2010-12-24. Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking. https://arxiv.org/abs/1012.5360

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