Joint tracking and classification based on bayes joint decision and estimation

Many problems involve both decision and estimation where the performance of decision and estimation affects each other. They are usually solved by a two-stage strategy: decision-then-estimation or estimation-then-decision, which suffers from several serious drawbacks. A more integrated solution is preferred. Such an approach was proposed in X.R. Li (July 2007). It is based on a new Bayes risk as a generalization of those for decision and estimation, respectively. It is Bayes optimal and can be applied to a wide spectrum of joint decision and estimation (JDE) problems. In this paper, we apply that approach to the important problem of joint tracking and classification of targets, which has received a great deal of attention in recent years. A simple yet representative example is given and the performance of the JDE solution is compared with the traditional methods. Issues with design of parameters needed for the new approach are addressed.