This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements the Bayesian single target recursion, this resource provides numerous examples that involve the use of particle filters. With these examples illustrating the developed concepts, algorithms, and approaches -- the book helps radar engineers track when observations are nonlinear functions of target site, when the target state distributions or measurement error distributions are not Gaussian, in low data rate and low signal to noise ratio situations, and when notions of contact and association are merged or unresolved among more than one target.

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.