DocumentCode
1565757
Title
Stability and convergence of probabilistic data association filters
Author
Prosperi, Serge
Author_Institution
Thomson-Sintra ASM, Cagnes-sur-Mer, France
fYear
1989
Abstract
The author considers the recursive optimal probabilistic filter (PDAF), finds a new expression for its covariance, and analyzes stability versus false alarm density and signal detection probability, showing the relationship between asymptotical stability and practical filter accuracy. Simulation results are given for a bearing-only measurement case (passive sonar), and the PDAF is compared to a single Kalman filter
Keywords
filtering and prediction theory; probability; signal detection; sonar; stability; bearing-only measurement; convergence; covariance; false alarm density; passive sonar; probabilistic data association filters; recursive optimal probabilistic filter; signal detection probability; stability; tracking; Convergence; Equations; Information filtering; Information filters; Passive filters; Probability; Stability analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location
Glasgow
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1989.267024
Filename
267024
Link To Document