The paper explores the subject of Cramer-Rao type lower bounds for tracking a manoeuvring target. Tar- get dynamics are modelled by the switching of multi- ple (possibly nonlinear) motion regimes. Two types of bounds are considered. The flrst is evaluated as the expected value over the regime sequences. The compu- tational complexity of this bound grows exponentially with time. The second bound is applicable only to the deterministic trajectories, and assumes that the knowl- edge of the particular regime sequence is known. Nu- merical examples are provided in support of theoretical considerations.
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Bessell et al. (2003) studied this question.
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