A New Interacting Multiple Model Algorithm Based on the Unscented Particle Filter

Abstract

Combining the interacting multiple model (IMM) and the unscented particle filter (UPF), a new multiple model filtering algorithm is presented. Multiple models can adapt to targets' high maneuvering. Particle filter can deal with the nonlinear or non-Gaussian problems and the unscented Kalman filter (UKF) may improve the approximate accuracy. Compared with other interacting multiple model algorithms in the target tracking simulations, the results demonstrate the validity of the new filtering method, that is, particle filter with the UKF proposal.