Abstract-This paper considers a wireless sensor network (WSN) for locating a static target or tracking a dynamic target, which is prior characterized by a Gaussian mixture (GM) distribution. An amplify-and-forward relay node is acting as a wireless bridge in relaying the sensor's independent observations of the target to a fusion center (FC). We are concerned with the joint transmitter power allocation for the sensors and relay to optimize the Bayesian filter, which is deployed at the FC for a global estimate of the target. The mean squared error (MSE) of the Bayesian filter is already computationally intractable for fixed sensor and relay transmitter power, so power allocation to minimize its mean squared error is a very challenging problem. In this paper, the problem is addressed by an iterative procedure of very low computational complexity. Simulations are provided to support the efficiency of our proposed power allocation.