Some Statistical Problems in Multitarget Tracking

In tracking a single target, dynamical and observational equations are used to estimate, via Kalman filter, the positional coordinates of the target at different time points, and the trajectory is obtained by joining the successive positional coordinates over time. In the case of multiple targets, we generally do not have separate observations on each target. At any time point, we have a set of measurements without the information as to which measurement belongs to which object. The statistical problem is that of estimating the positional coordinates of the individual targets from such mixed up data using the information provided by the dynamical equations and the previous estimates.