Systematic approach to IMM mixing for unequal dimension states
Karl Granström, Peter Willett, Yaakov Bar‐Shalom · IEEE Transactions on Aerospace and Electronic Systems · 2015
The interacting multiple model (IMM) estimator outperforms fixed model filters, e.g. the Kalman filter, in scenarios where the targets have periods of disparate behavior. Key to the good performance and low complexity is the mode mixing. Here we propose a systematic approach to mode mixing when the modes have states of different dimensions. The proposed approach is general and encompasses previously suggested solutions. Different mixing approaches are compared, and the proposed methodology is shown to perform very well.