1. Initialization

Set k = 0, generate N Samples *X<sup>i</sup> <sup>t</sup>*,0 for all targets t = 1, … ,τ indecently. *X<sup>i</sup> <sup>t</sup>*,0 Is drown from p (*Xt*,0), with initial weight *W<sup>i</sup> t*,0=<sup>1</sup> *<sup>N</sup>*, for *i = 1, … , N* particles and set k = 1.

2.For i = 1, … ,N predict new particles.

$$X\_{t,k}^{i\*} = \mathbf{F} \ast X\_{t,k+1}^{i} + V\_{t,k-1}^{i}$$

3.For each particles compute the weights for all measurements (j = 0, … ,*Mk*) to targets (t = 1, … , τ) associations *W<sup>i</sup> <sup>t</sup>*,*<sup>k</sup>*= P *<sup>θ</sup> p*ð Þ *θ=Zk* . (See Eq. (1)) And normalize the weights for each target:

$$W\_{t,k}^{i} = \frac{w\_{t,k}^{i}}{\sum\_{i=1}^{N} W\_{t,k}^{i}}$$

4.For each target, generate a new set *X<sup>i</sup> t*,*k* � �*<sup>N</sup> i*¼1 by resampling with N times from *X<sup>i</sup>* <sup>∗</sup> *t*,*k* � �*<sup>N</sup> i*¼1 , where P(*X<sup>i</sup> t*,*k*=*X<sup>i</sup>* <sup>∗</sup> *<sup>t</sup>*,*<sup>k</sup>*)=*W*<sup>~</sup> *<sup>i</sup> t*,*k*

5. Increase k and loop
