DIMM: Decoupled Multi-hierarchy Kalman Filter via Reinforcement Learning

State estimation is challenging for target tracking with high maneuverability, as the target's state transition function changes rapidly, irregularly, and is unknown to the estimator. Existing work based on interacting multiple model (IMM) achieves more accurate estimation than single-filter approaches through model combination, aligning appropriate models for different motion modes of the target over time. However, two limitations of conventional IMM remain unsolved. First, the solution space of the model combination is constrained as the target's diverse kinematic properties in different directions are ignored. Second, the model combination weights calculated by the observation likelihood are not accurate enough due to the measurement uncertainty. In this paper, we propose a novel framework, DIMM, to effectively combine estimates from different motion models in each direction, thus increasing the target tracking accuracy. First, DIMM extends the model combination solution space of conventional IMM from a hyperplane to a hypercube by designing a 3D-decoupled multi-hierarchy filter bank, which describes the target's motion with various-order linear models. Second, DIMM generates more reliable combination weight matrices through a differentiable adaptive fusion network for importance allocation rather than solely relying on the observation likelihood; it contains an attention-based twin delayed deep deterministic policy gradient (TD3) method with a hierarchical reward. Experiments demonstrate that DIMM significantly improves the tracking accuracy of existing state estimation methods by 31.61%~99.23%.