Comparison of Kalman Filter and Converted Measurements Kalman Filter for Interacting Multiple Model

Abstract

It is well known that Converted Measurements Kalman Filter performs better Kalman Filter when the measurements are obtained in polar coordinates. In this study, we show that when used with Interacting Multiple Model, Kalman Filter has a better performance than Converted Measurements Kalman Filter, as opposed to the single mode case, for the case of high target distance, heavy target maneuvers and high measurement noise. We also show that this becomes even more pronounced as the number of modes increases.