IMM Forward Filtering and Backward Smoothing for Maneuvering Target Tracking

The interacting multiple model (IMM) estimator has been proven to be effective in tracking agile targets. Smoothing or retrodiction, which uses measurements beyond the current estimation time, provides better estimates of target states. Various methods have been proposed for multiple model (MM) smoothing in the literature. A new smoothing method is presented here which involves forward filtering followed by backward smoothing while maintaining …