Examination of a Popular Out-of-Sequence Measurement Update Algorithm

We examine an out-of-sequence measurement (OoSM) update algorithm by Bar-Shalom. We demonstrate that "Algorithm C" is mathematically equivalent to initializing a track with the OoSM, predicting that track to the current time without process noise, then using the OoSM track as a pseudomeasurement to update the system track. We argue that a more reasonable approximation includes process noise in the OoSM prediction. Like Algorithm C, the proposed algorithm makes use only of current track information.