Cramér–Rao lower bound for tracking multiple targets
Branko Ristić, Alfonso Maria Farina, Marcel L. Hernandez · IEE Proceedings - Radar Sonar and Navigation · 2004
The derivation and computation of the theoretical Cramér–Rao lower bounds for multiple target tracking has traditionally been considered to be a notoriously difficult problem. The authors present a simple and exact solution based on the assumption that raw sensor data (before thresholding) are available. The multi-target tracking problem can then be formulated as recursive Bayesian track-before-detect estimation. The advantage of this formulation is that it is identical to nonlinear filtering, for which the exact posterior Cramér–Rao bound is already known. The paper presents several numerical examples in support of the theoretical findings.