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We present a (suboptimal) filtering algorithm for tracking multiple highly maneuvering targets in a cluttered environment using multiple sensors. We concentrate on the case of two targets which may temporarily move in close formation, giving rise to a single detection due to the resolution limitations of the sensor. The proposed filtering algorithm is developed by applying the basic interacting multiple model (IMM) approach and the joint probabilistic data association with merged measurements (JPDAM) technique and coupled target state estimation to a Markovian switching system. The algorithm is illustrated via a simulation example.