A new optimal OOSM filtering algorithm

This paper investigates the problem of OOSM filtering for the system with arbitrary-step-lag OOSM. A new direct OOSM filtering algorithm is devised, based on the built equivalent measurement. The proposed algorithm takes fully consideration on the correlation of the equivalent measurement noise and the previous estimations, so it is optimal in the sense of MMSE. Finally, a simulation with two scenes is presented to illustrate the capabilities of the proposed algorithm.