To the issue of target tracking in nonlinear system,a Variable Structure Multiple Model (VSMM) algorithm combining Cubature Kalman Filter (CKF) with Adaptive Grid (AG) is proposed based on the turning model,which is called CKF-AGIMM algorithm.The algorithm uses CKF as a filter,and adjusts the turning model set adaptively by using grid center and the minimum distance between grids,so as to effectively track the targets.Simulation is made for comparison with the IMM based on CKF (IMMCKF).The simulation results show that the proposed algorithm can improve the tracking accuracy and stability without increasing the running time.