Out-of-sequence measurements update using the information filter with reduced data storage

In target tracking/fusion applications, the measurements often do not become available in the order of measurement times. The Out of Sequence Measurements (OOSMs) are used to update state estimate for the “current” time, using measurements with previous measurement times. We propose Information filter based OOSM update solution, which propagate forward the OOSMs Information filter state. This allows tradeoffs between estimation performance and storage requirements.