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Tracking performance prediction and evaluation: the modified Riccati equation

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.