function?[X_kP_kmu_kX_k_allP_k_all]=IMM（X_k_1P_k_1mu_k_1z_kFaiHkQkRkpM）
?%?IMM?algorithm
%?X_k_1P_k_1:?state?and?covariance?at?last?time
%?mu_k_1:?model?probability?at?last?time?
%?z_k:measurement?at?time?k
%?Fai:state?transition?matrix
%?Hk:?measurement?matrix
%?Qk:state?noise?covariance
%?Rk:?measurement?covariance
%?p:?transition?probability?matrix
%?M:?number?of?models


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%?filtering?%%%%%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%?model-conditioned?reinitialization
for?i=1:M
????for?jj=1:M
????????media1（jj）=p（jji）*mu_k_1（jj）;??%?media1?is?intermediate?variable?for?computer?mu_k_k_1（i）
????end
????mu_k_k_1（i）=sum（media1）;????%?predicted?mode?probability

????for?jj=1:M
????????mu_ji_k_1（jj）=p（jji）*mu_k_1（jj）/mu_k_k_1（i）;??%?mixing?weigHkt
????????media2（:jj）=X_k_1（:jj）*mu_ji_k_1（jj）;????%?media?is?also?intermediate?variable?for?computer?X_bar_k_1（:i）
????end
????X_bar_k_1（:i）=sum（media22）;???%?mixing?estimate
????for?jj=1:M
????????media3（::jj）=（P_k_1（::jj）+（X_bar_k_1（:i）-X_k_1（:jj））*（X_bar_k_1（:i）-X_k_1（:jj））‘）*mu_ji_