The probability of misassociation between neighboring targets

This paper presents procedures to calculate the probability that the measurement originating from an extraneous target will be (mis)associated with a target of interest for the cases of Nearest Neighbor and Global association. It is shown that these misassociation probabilities depend, under certain assumptions, on a particular - covariance weighted - norm of the difference between the targets' predicted measurements. For the Nearest Neighbor association, the exact solution, obtained for the case of equal innovation covariances, is based on a noncentral chi-square distribution. An approximate solution is also presented for the case of unequal innovation covariances. For the Global case an approximation is presented for the case of "similar" innovation covariances. In the general case of unequal innovation covariances where this approximation fails, an exact method based on the inversion of the characteristic function is presented. The theoretical results, confirmed by Monte Carlo simulations, quantify the benefit of Global vs. Nearest Neighbor association. These results are applied to problems of single sensor as well as centralized fusion architecture multiple sensor tracking.