Multirate interacting multiple model (MRIMM) filtering with out-of-sequence GMTI data

A multirate approach is developed for incorporating an out-of-sequence (OOS) measurement into a current estimate. There are two major steps in OOS filtering, retrospection from current time to OOS time and updating the current estimate with the OOS measurement, which imposes a high computation and memory burden on implementing OOS filtering. The multirate approach provides an excellent framework for efficient information retrospection and forward updating. A multirate interacting multiple model (MRIMM) filter is developed to track a target with or without manoeuvring behaviour in an environment of out-of-sequence measurement reporting.