It’s quite simple; All vessels or aircraft entering a nations borders must identify themselves. Planes must submit flight plans that tell the country of origin and destination country when they’ll leave, arrive and what they’re carrying. Similar thing for ships. That way when they show up on radar, it’s not unexpected. These vessels also have transponders that tell the military and tracking stations who they are.
If something shows up on radar and no transponder signal is found, then radio contact will be attempted to find out who/what the vessel is. If they get no response, then interceptors are dispatched to visually identify the unknown radar contact.
This usually isn’t big news or even remotely a crisis when it turns out just to be someone who didn’t submit a flight plan, or just someone with a faulty transponder. It is a big deal when something like a military plane of one nation violates the airspace of another, especially if they’re on unfriendly terms; IE US vs Russia, China vs India. These actions can often times be seen as threats. The USSR would make this almost routine to measure the US’s response and to determine weak spots in their radars.
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