Written by experts, this book covers topics such as Bayesian Filtering, Multi-Target Tracking, Sensor Management, and Classification. The text features four interrelated parts: filtering, multi-target multi-sensor tracking, sensor management and control, and target classification. These areas are important to statistical signal processing, radar systems, operations research, and control theory. They include the intelligence, surveillance, and reconnaissance (ISR) applications of interest in civilian and military circles. The contents emphasize careful mathematical formulation, clear description of theory, and real-world applications in these areas, making them readily accessible to researchers and practitioners.