The problem

[Multitarget-multisensor Tracking: Principles and Techniques : Yakkov Bar-Shalom Xiao-Rong Li]

The generation of information that has the following properties

• Quality (accuracy/reliability) higher than the raw measurements
• Contains information not directly available in the measurements

Note that in the figure above,

• No access to variables inside the first two blocks
• The only accessible variable are the measurements which are affected by noise.

The estimator

Uses knowledge and processes the measurements to yield an estimate of a variable of interest(state or state uncertainty), while trying to make best use of the available data. In this process it is taking into account the:

• System dynamics
• Sensor Models
• Prior information & probabilistic nature of the uncertainties