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Mathematical Problems in Engineering
Volume 2013 (2013), Article ID 970158, 8 pages
Research Article

IMM Iterated Extended Particle Filter Algorithm

Air Force Early Warning Academy, Wuhan 430019, China

Received 2 March 2013; Accepted 28 March 2013

Academic Editor: Xiaojie Su

Copyright © 2013 Yang Wan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


In order to solve the tracking problem of radar maneuvering target in nonlinear system model and non-Gaussian noise background, this paper puts forward one interacting multiple model (IMM) iterated extended particle filter algorithm (IMM-IEHPF). The algorithm makes use of multiple modes to model the target motion form to track any maneuvering target and each mode uses iterated extended particle filter (IEHPF) to deal with the state estimation problem of nonlinear non-Gaussian system. IEHPF is an improved particle filter algorithm, which utilizes iterated extended filter (IEHF) to obtain the mean value and covariance of each particle and describes importance density function as a combination of Gaussian distribution. Then according to the function, draw particles to approximate the state posteriori density of each mode. Due to the high filter accuracy of IEHF and the adaptation of system noise with arbitrary distribution as well as strong robustness, the importance density function generated by this method is more approximate to the true sate posteriori density. Finally, a numerical example is included to illustrate the effectiveness of the proposed methods.