The paper considers the discrete time Kalman and H/sub /spl infin// approach to the two-state /spl alpha/-/spl beta/ target tracking problem. A closed form steady-state solution for the /spl alpha/-/spl beta/ parameter selection for H/sub /spl infin// tracker, which is similar to the tracking index process for the MSE (Kalman) criterion, is presented. The H… (More)