One-step solution for the multistep 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 lies between the two last measurements, i.e, its lag is less than a sampling interval - the 1-step-lag case. The real world has, however, OOSMs with arbitrary lag. 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 generalized to handle an arbitrary (multistep) lag while preserving their main feature of solving the update problem without iterating. This leads only to a very small (a few percent) degradation of MSE performance. The incorporation of an OOSM into the data association process is also discussed. A realistic example with two GMTI radars is presented. The consistency of the proposed algorithm is also evaluated and it is found that its calculated covariances are reliable.