Optimal centralized update with multiple local out-of-sequence measurements

In multisensor target tracking systems, observations produced by sensors typically arrive at a central processor out of sequence. There have been some update algorithms for single out-of-sequence measurement (OOSM). In this paper, we consider optimal centralized update algorithms with multiple asynchronous (different lag time) OOSMs. Firstly, we generalize the optimal update algorithm with single 1-step-lag OOSM in [2] to optimal centralized update algorithm with multiple 1-step-lag OOSMs. Then, based on best linear unbiased estimation, we present an optimal centralized update algorithm with multiple arbitrary-step-lag OOSMs.