Considering the state estimation problem for the nonlinear Markov jump system with uncertain model, a novel
filtering algorithm is proposed. Compared with the traditional interacting multiple particle filter method, in this method, a
term of filtering error at previous time instant is introduced to increase the effect of the particles which are true but with small
weights due to the inaccuracy model to improve the estimation performance in the filtering process. Simulation results show
the effectiveness of this method in handling with the state estimation problem for the nonlinear Markov jump systems with
uncertain model parameter.