E. Mazor et al., INTERACTING MULTIPLE MODEL METHODS IN TARGET TRACKING - A SURVEY, IEEE transactions on aerospace and electronic systems, 34(1), 1998, pp. 103-123
The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid
biter that has been shown to be one of the most cost-effective hybrid
state estimation schemes. The main feature of this algorithm is its ab
ility to estimate the state of a dynamic system with several behavior
modes which can ''switch'' from one to another. In particular, the IMM
estimator can be a self-adjusting variable-bandwidth filter, which ma
kes it natural for tracking maneuvering targets. The importance of thi
s approach is that it is the best compromise available currently betwe
en complexity and performance: its computational requirements are near
ly linear in the size of the problem (number of models) while its perf
ormance is almost the same as that of an algorithm with quadratic comp
lexity. The objective of this work is to survey and put in perspective
the existing IMM methods for target tracking problems. Special attent
ion is given to the assumptions underlying each algorithm and its appl
icability to various situations.