CARON, François; DEL MORAL, Pierre; DOUCET, Arnaud; PACE, Michele

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Licencia de uso del documento

CARON, François
Advanced Learning Evolutionary Algorithms [ALEA]

DEL MORAL, Pierre
Advanced Learning Evolutionary Algorithms [ALEA]

DOUCET, Arnaud
Dept of Statistics & Dept of Computer Science

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Article de revue

Este ítem está publicado en

Advances in Applied Probability. 2011, vol. 43, n° 2, p. 16

Applied Probability Trust

Resumen en inglés

We consider the problem of estimating a latent point process, given the realization of another point process on abstract measurable state spaces. First, we establish an expression of the conditional distribution of a latent Poisson point process given the observation process when the transformation from the latent process to the observed process includes displacement, thinning and augmentation with extra points. We present an original analysis based on a self-contained random measure theoretic approach combined with reversed Markov kernel techniques. This simplifies and complements previous derivations given in \cite{maler}, \cite{zuev}. Second, we show how to extend our analysis to the more complicated case where the latent point process is associated to triangular array sequences, yielding what seems to be the first results of this type for this class of spatial point processes.< Leer menos

Palabras clave en inglés

triangular array sequences probability hypothesis density filter

filtering

multitarget tracking

spatial point processes

triangular array sequences probability hypothesis density filter.

Orígen

Importado de Hal

Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251