Jump-diffusion processes in tracking/recognition

Moving targets need to be tracked with good accuracy in many applications. The MSG algorithm for simultaneous tracking and target recognition, avoiding some common approximations, through the use of a more accurate portrayal of target dynamics, has been presented. The modeling formalism used in the MSG algorithm is compared and contrasted with that in the polymorphic estimator (PME) algorithm. The two methods are complementary and PME could be used in simultaneous target identification and tracking.