A Cramér-Rao Bound for Multiple Target Tracking

This paper describes a new theoretical bound on performance for tracking in a dense multiple target environment with clutter, false alarms, missed detections, target maneuvers, etc. It is a Cramér-Rao bound on the estimation error covariance matrix. In contrast to the recent bound reported in [1], the bound described in this paper requires no Monte Carlo simulation. The new bound is based on Kamen´s formulation of the multiple target tracking (MTT) problem as a nonlinear estimation problem (see [3]-[4]). Kamen´s model of MTT eliminates the combinatorial aspect of the problem, and replaces it with an analytical problem, which allows the use of the Cramér-Rao bound ([8]-[9]).