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In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is...
In the past decade and a half, particle filtering (PF), has gained considerable popularity in dealing with nonlinear and/or non-Gaussian target tracking problems. However, in problems of high dimensionality, i.e., when many targets are present in the field, a very large number of particles is required for satisfactory performance of the methodology. In this paper we improve our previously proposed...
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