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We present an overview of the probabilistic data association (PDA) technique and its application for different target tracking scenarios, in particular for low observable (LO) (low SNR) targets. A summary of the PDA technique is presented. The use of the PDA technique for tracking low observable targets with passive sonar measurements is presented. This "target motion analysis" is an application of the PDA technique, in conjunction with the maximum likelihood (ML) approach, for target motion parameter estimation via a batch procedure. The use of the PDA technique for tracking highly maneuvering targets combined radar resource management is described. This illustrates the application of the PDA technique for recursive state estimation using the interacting multiple model (IMM) estimator with probabilistic data association filter (PDAF) (IMMPDAF). Then we present a flexible (expanding and contracting) sliding-window parameter estimator using the PDA approach for tracking the state of a maneuvering target using measurements from an electro-optical (EO) sensor. This, while still a batch procedure, has the flexibility of varying the batches depending on the estimation results in order to make the estimation robust to target maneuvers as well as target appearance or disappearance.