Storage efficient particle filters for the out of sequence measurement problem
Umut Orguner, Fredrik Gustafsson · 2008
Abstract—We propose a particle filter based solution which uses auxiliary fixed point smoothers to the problem of out of sequence measurements. Three different cases, namely, auxiliary extended Kalman smoother, auxiliary unscented Kalman smoother and auxiliary particle smoother are considered for the auxiliary fixed point smoother. The proposed filter which can effectively combine out of sequence measurements with arbitrary delay uses minimum storage requirements as opposed to a recently proposed alternative. The performance of our filters is compared to the extended version of the other alternative in the literature using a simulated scenario of a target with a highly nonlinear motion dynamics and measurement relations.