A proper filtering method for jump Markov system (JMS) is an effective approach for tracking a maneuvering target. Since the coexisting of heavy-tailed measurement noises (HTMNs) and one-step random measurement delay (OSRMD) in the complex scenarios of the surface maneuvering target tracking, the effectiveness of typical interacting multiple model (IMM) techniques may decline severely. To solve the state estimation problem in JMSs with HTMN and OSRMD simultaneously, this article designs a novel robust IMM filter utilizing the variational Bayesian (VB) inference framework. This algorithm models the HTMNs as student’s t-distribuitons, and presents a random Bernoulli variable to describe the OSRMD in JMSs. By transforming measurement likelihood function form from weighted summation to exponential product, this paper constructs hierarchical Gaussian state space models. Then, the state vectors, random Bernoulli vairable, and model probability are inferred jointly according to VB inference. The surface maneuvering target tracking simulation example result indicates that the presented IMM filter achieves superior target state estimation accuracy among existing IMM filters.

A suitable jump Markov system (JMS) filtering approach provides an efficient technique for tracking surface targets. In complex surface target tracking situations, due to the joint influences of lost measurements with an unknown probability and heavy-tailed measurement noise (HTMN), the estimation accuracy of conventional interacting multiple model (IMM) methods may be seriously degraded. Aiming to address the filtering issues in JMSs with HTMNs and random measurement losses, this paper presents an IMM filtering approach with the adaptive estimation of unknown measurement loss probability. In this study, we assumed that the measurement noises obey student’s t-distributions and then proposed Bernoulli random variables (BRVs) to characterize the random measurement loss. Notably, by converting the two likelihood functions from the weighted sum form to exponential multiplication, we established hierarchical Gaussian state space models to directly utilize the variational inference method. The system state vectors, unknown distribution parameters, BRVs, and unknown measurement loss probabilities were estimated simultaneously according to the variational Bayesian inference in the IMM framework. The results of maneuvering target tracking simulations verified that the presented filtering approach demonstrated superior estimation accuracy compared to existing IMM filters.