Results on the modified Riccati equation: target tracking applications

The modified Riccati equation is studied in this paper. This equation has been associated with tracking a target under measurement origin uncertainty. We consider the case of tracking a target with a detection probability less than one. This case has received attention recently, especially in relationship with Cramer Rao bounds. Results on this equation have been derived. We compare these results and point out their importance for performance assessment for target tracking.