This study proposes a new multiple model estimation algorithm. Although the derivation of the proposed algorithm is different from the existing interacting multiple model (IMM), both algorithms are exactly the same if the dynamic system is linear. However, for non‐linear systems, it appears that the proposed algorithm is different from the IMM algorithm. The proposed algorithm is applied to the tracking problem of re‐entry vehicles that is known as highly non‐linear system. The estimation performance of the proposed algorithm is compared with IMM by a series of simulation runs. The result shows that the proposed algorithm improves the estimation performance.
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Sang‐Jin Shin (2015) studied this question.
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