Using the Bayesian inference framework, this book enables the reader to design and develop mathematically sound algorithms for dealing with tracking problems involving multiple targets, multiple sensors, and multiple platforms. It shows how non-linear Multiple Hypothesis Tracking and the Theory of United Tracking are successful methods when multiple target tracking must be performed without contacts or association. With detailed examples illustrating the developed concepts, algorithms, and approaches, the book helps the reader track when observations are non-linear functions of target site, when the target state distributions or measurements error distributions are not Gaussian, when notions of contact and association are merged or unresolved among more than one target, and in low data rate and low signal to noise ratio situations.