Exact Out-of-Sequence processing using the Information filter

The development of modern tracking system in the recent past is towards distributed sensor scenarios. As communication links often suffer from varying delays, timely disordered data appears. An exact solution to the general Out-of-Sequence problem is given by the Accumulated State Density (ASD) filter. In this paper, we derive the Information filter form for this accumulated state. This is of particular interest for track initialization in case of absolute absence of information. However, as numerical complexity is higher as for the standard ASD filter, the latter should be preferred for ongoing tracking processes.