Analysis and approximation of performance bound for two-observer bearings-only tracking

This paper presents the analytic recursive formulas of Cramér-Rao lower bound (CRLB) for the switching models system, in which the target moves either with a constant velocity or with a constant speed and a constant turn rate. For the case of two-observer bearings-only maneuvering target tracking, a reliable maneuver detection method is investigated and then utilized to approximate the theoretic CRLB. Finally, to demonstrate the agreement between the approximated CRLB using the proposed maneuver detection method and the theoretic one, a large number of Monte-Carlo runs under different maneuvering scenarios are conducted. Correctness of the analytic recursive formulas of CRLB and effectiveness of the proposed maneuver detection method are verified from these simulations.