One-step solution for the general out-of-sequence-measurement problem in tracking

In multisensor target tracking systems measurements from the same target can arrive out of sequence. Such "out-of-sequence" measurement (OOSM) arrivals can occur even in the absence of scan/frame communication time delays. The resulting problem - how to update the current state estimate with an "older" measurement - is a nonstandard estimation problem. It was solved first (suboptimally, then optimally) for the case where the OOSM lag is less than a sampling interval - the 1-step-lag case. Subsequently, the suboptimal algorithm was extended to the case of an arbitrary (multistep) lag, but the resulting algorithm required a significant amount of storage. The present work shows how the 1-step-lag algorithms can be used for the general multistep lag case, with the benefit of significantly lower storage requirements and a very small (1%) degradation of MSE performance. The incorporation of an OOSM into the data association process and its use in an IMM estimator are also discussed. A realistic example with two GMTI radars is presented.