As modern missile technology evolvement, evaluating interceptor flight status and intentions during cruise missile penetrations is crucial in scenarios that multiple cruise missiles facing interceptors. This paper proposes an Extended Kalman Filter method with Interacting Multiple Model (IMM) to estimate interceptor flight status, incorporating guidance law parameters into the state vector and obtain model reliability based on Bayesian formula, which indicates the intention of the interceptor. By analyzing interceptor status and intentions, this method enhances decision-making in cruise missile groups.