Uncertain IMM Estimator for Multi-Sensor Target Tracking

Interacting Multiple Model (IMM) estimator can provide better performance of target tracking than mono model Kalman filter. In multi-sensor system ordinarily, availability of measurement from different sensors is stochastic, and it is difficult to construct uniform global observation vector and observation matrix appropri-ately in existing method. An IMM estimator for uncertain measurement is presented. By the method invalid measurement is regarded as outlier, and approximation is reconstructed by feedback of system state estima-tion of fusion center. Then nominally generalized certain measurement can be obtained by substituting re-constructed one for invalid one. The generalized certain measurement can be centralized to construct global measurement and provided to IMM estimator, and existing multi-sensor IMM estimation method is general-ized to uncertain environment. Theoretical analysis and simulation results show the effectiveness of the method.