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Application of the cramer-rao bound to target motion analysis

Application of the cramer-rao bound to target motion analysis

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Theoretical limits to the accuracy with which target trajectory parameters can be estimated from stochastic data are derived via the Cramer-Rao bound. As examples of their use, the limits are applied to a simple one-dimensional tracking exercise and to a more complicated bearings-only tracking problem.

References

    1. 1)
      • C.R. Rao . (1973) Linear statistical inference and its applications.
    2. 2)
      • Quingley, A.L.C., Holmes, J.E.: `The development of algorithms for the formation and updating of tracks', WP-XBC-7512, Admiralty Surface Weapons Establishment report, 1975, p. 4.
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