In order to solve the problem that the estimation accuracy of ordinary federated filter is insufficient when processing the actual targets, especially the maneuvering targets, a new federated filter is proposed based on interacting multiple model(IMM) algorithm.The IMM algorithm is introduced in the federated filter instead of Kalman filter as a sub-filter to prevent the divergence in nonlinear situation and enhance the estimate accuracy and stability.The simulation results show that the estimation error of the federated IMM filter is continually limited to a certain bound while processing the maneuvering targets, which reveals its fine stability and fault tolerance.