In this paper, some recent results on the modified Riccati equation are studied. This modified Riccati equation has already been associated with tracking a target under measurement uncertainty. We consider the special case of tracking a target without clutter, but with a probability of detection of less than one. This special case
has received quite some attention recently, especially in relationship with Cramer Rao bounds, or equivalently expected performance. Furthermore, in some other recent works, new theoretical results on the modified Riccati equation have been derived. We will compare these results and point out their importance for performance
assessment and prediction in a target tracking context.© (2005) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.