Comment on "One-Step Solution for the Multistep Out-of-Sequence-Measurement Problem in Tracking

To incorporate out-of-sequence measurements (OOSMs) in a Kalman filter, the cited paper proposed algorithms that reduced the multistep problem into a single-step one, by defining one "equivalent measurement" that has the same dimension as the state vector. However, the authors did not prescribe formulas for the case when such a "full-dimension" equivalent measurement cannot be defined. This correspondence fills the gap by deriving formulas that are always applicable, regardless of the dimension of the equivalent measurement.