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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.
Bar‐Shalom et al. (Thu,) studied this question.