Kalman Filter vs. IMM Estimator: When Do We Need the Latter?

摘要

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 estiamtor performs significantly better than a Kalman filter. In spite of these studies and many others, the condition under which an IMM estimator is desirable over a single model Kalman filter has not been quantified. In this paper the limits of a single model Kalman filter vs. an IMM estimator are quantified in terms of hte target naneuvering index, which is a function of target motion uncertainty, measurement uncertainty and sensor revisit interval. Naturally, the higher the maneuverability of the target (high maneuvering index), the more the need for a versatile estimator like the IMM. Using simualtion studies, it is shown that above a certain maneuvering index an IMM estimator is preferred over a Kalman filter to track the target motion. Performances of these two estimators are compared n terms of estiamtion errors and track continuity over the practical range of maneuvering indices. These limits should serve as a guideline in choosing the more versatile, but costlier, IMM estimator over a simpler Kalman filter.