A method for target identification includes receiving, at one or more processors, a number of measurements of a target, each measurement from the number of measurements being observed at a predetermined time (zk), a number of target types (T), each one of the number of measurements, each one the number of target type and each one of one or more hidden states, each hidden state (xk) being characterized at the predetermined time, being correlated to one another, providing, using the one or more processors, a first conditional probability distribution, a conditional probability of a target type given a number of measurements, defined inductively, and obtaining an estimate of the target type from the first conditional probability. Systems that implement the method are also disclosed.