Filtering algorithms for processing prefiltered measurements

The filtering algorithm for processing integral measurements given in reference [1] is extended to include analog type prefilters with infinite memory, and to include sequential processing of prefiltered data in multi-sensor, multi-sample rate systems. The extension to infinite memory prefilters requires serial decorrelation of the prefilter output prior to state estimation. These algorithms provide a technique for investigation of prefilter parameter sensitivities, and provide optimal compensation for any information loss due to prefiltering.