A low-complexity interacting multiple model filter for maneuvering target tracking

In this work, we address the target tracking problem for a coordinate-decoupled Markovian jump-mean-acceleration based maneuvering mobility model. A novel low-complexity alternative to the conventional interacting multiple model (IMM) filter is proposed for this class of mobility models. The proposed tracking algorithm utilizes a bank of interacting filters where the interactions are limited to the mixing of the mean estimates, and it exploits a fixed off-line computed Kalman gain matrix for the entire filter bank. Consequently, the proposed filter does not require matrix inversions during on-line operation which significantly reduces its complexity. Simulation results show that the performance of the low-complexity proposed scheme remains comparable to that of the traditional (highly-complex) IMM filter. Furthermore, we derive analytical expressions that iteratively evaluate the transient and steady-state performance of the proposed scheme, and establish the conditions that ensure the stability of the proposed filter. The analytical findings are in close accordance with the simulated results.