Interacting multiple model approach for target tracking and trajectory estimation

Interacting Multiple Model (IMM) is a sub-optimal hybrid approach for effective target tracking and trajectory estimation. The main feature of the algorithm is its ability to switch from one model to another which makes it a potent tool to track maneuvering targets. A 2-model IMM approach is used as an example to describe the principles, assumptions and the procedures involved. Its applicability to track maneuvering targets is demonstrated with simulated data. Comparison of results with those obtained from standard Kalman filter are given. the program is written in MATLAB