Kalman filter versus IMM estimator: when do we need the latter?

In this paper, a performance comparison between a Kalman filter and the interacting multiple model (IMM) estimator is carried out for single-target tracking. In a number of target tracking problems of various sizes, ranging from single-target tracking to tracking of about a thousand aircraft for air traffic control, it has been shown that the IMM estimator performs significantly better than a Kalman filter. In spite of these studies and many …