1. A method for target-tracking of objects via observations from a sensor, wherein a geographical region within which at least one object is present is divided into a predetermined number of states, characterized in, that the geographical region is divided into subregions so that adjacently disposed subregions all contain a share of states in common; target-tracking is initiated in one subregion, whereupon a first observation is associated with the object and the probable state of the object is estimated; and in that for each new time interval, a new observation is chosen for which a new state is estimated, whereupon the estimated sequence of states in the subregion is updated, and the target-tracking in a new subregion is based on the state history for the states that are shared in common with the previous subregions upon transition between two adjacent subregions, which transition is initiated when the probability that the object has moved to a new subregion exceeds a certain predetermined value.