The PDF of nearest neighbor measurement and a probabilistic nearest neighbor filter for tracking in clutter

The measurement that is “closest” to the predicted target position measurement is known as the “nearest neighbor” measurement in target tracking. The probability density function (PDF) of the nearest neighbor measurement is derived in this paper. This PDF is important in the performance analysis and the design of the filters as well as the development of new tracking filters. However, it was calculated incorrectly in all publications known to the author. Based on the PDF obtained, a new probabilistic nearest neighbor filter for tracking in clutter which accounts for the probability that the nearest neighbor is not originated from the target of interest is presented