IMM algorithm and aperiodic data
William Dale Blair, Gregory A. Watson · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1992
The interacting multiple method (IMM) algorithm is an effective technique for tracking maneuvering targets. The IMM algorithm uses multiple models that interact through state mixing to track a target maneuvering through an arbitrary trajectory. The state estimates are mixed according to their model probabilities and the model switching probabilities that are governed by an underlying Markov chain. In the IMM algorithm, the probability pij of switching from model i to model j is often assumed to be uniform between each measurement update. However, for multiple sensors operating asynchronously or a sensor with a probability of detection less than one, the data will be aperiodic. To overcome this limitation, the model switching probabilities are modeled as time-dependent. IMM algorithms with constant and time-dependent model switching probabilities are evaluated for the cases of a two sensor tracking system and a sensor with a probability of detection of detection less than one.