> Question: Which parameter is suitable to indicate how "good" the > measurement fits to the Kalman filter? To estimate a quality of association you can use *likelihood function*. The *likelihood* considers not only *residual* but also *uncertainty* and represented as scalar value: $$\mathcal{L} = \frac{1}{\sqrt{2\pi S}}\exp [-\frac{1}{2}\mathbf y^\mathsf T\mathbf S^{-1}\mathbf y]$$ > Problem: For an object tracking scenario with multiple objects and > multiple tracks, I want to choose the "best" assignment > object<->track. The question which you are interested is called *data association* and as was said there are a lot of solution and this question is too broad. Here are some of methods (you can google it and find more information): - Global nearest neighbour (in Euclidean space); - Global strongest neighbour; - Joint probability data association; - Multiple hypothesis tracking (the best choice).