Model Switching Detection-Aided Adaptive Transition Probability Matrix IMM Algorithm

In conventional interactive multiple model (IMM) algorithm, the fixed transition probability matrix results in slow model switching and low tracking accuracy. Existing adaptive transition probability IMM algorithms still suffer from large errors during model switching. This paper proposes a model switching detection-aided adaptive transition probability matrix IMM algorithm. To deal with model switch time delay, a transition probability correction function is established, capable of dynamically and rapidly adjusting the transition probabilities. And a model switching detection method is proposed to improve tracking accuracy during model switching. By the numerical simulation, the method's efficacy is substantiated and confirmed.