Convergence Results for the Gaussian Mixture Implementation of the Extended Targ

The convergence of the Gaussian mixture extended-target probability hypothesis density (GMEPHD) filter and its extended Kalman (EK) filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD