Analysis of the Memoryless Tracker

Abstract

A Memoryless Tracker (MT) must accept or reject each of a sequence of position reports, some of which are false alarms. The title is somewhat a misnomer--the MT can remember the age and position of the most recently accept position report, but nothing else. The tracking time is defined to be the time when the MT makes its first mistake, and the MT that maximizes the expected value of this time is derived. Approximations are given.