Approximations of the Cramer-Rao bound for multiple-target motion analysis

The study is concerned with multiple target motion analysis (MTMA), when the system state is not directly observed. The Cramer-Rao lower bound (CRLB) is widely used reference for assessing estimation performance. The lack of explicit bounds on the performance of MTMA remains an important issue in the tracking community. The problem is an aspect of the estimation of normal mixture parameters. A general formulation of the CRLB is given. The authors contribute the calculation of convenient explicit approximations of the bounds relative to source kinematic parameters, especially for close tracks. The study is of interest in sonar tracking, IR tracking and electronic support measures