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This paper presents recursive performance bounds for dynamic estimation and tracking problems in both single and multiple target cases within the framework of finite set statistics. Because the targets can appear and disappear when the detection probability of a sensor is less than unity , we must determine the existence or nonexistence of the state as well as its value. Following the possible...
In the target tracking and its engineering applications, recursive state estimation of the target is of fundamental importance. This paper presents a recursive performance bound for dynamic estimation and filtering problem, in the framework of the finite set statistics, for the first time. This performance limit is derived based on the meaningful distance error between two random sets, the target...
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