Information filters with reduced data storage for out-of-sequence measurements update

Abstract

In target tracking/fusion applications, the measurements often do not become available in the order of measurement times. Out of sequence measurements (OOSMs) are used to update state estimates for the current' time, using measurements from previous measurement times. The authors propose information filter-based OOSM update solution(s), which forward propagate the OOSMs information filter state. This allows tradeoffs between estimation performance and storage requirements.