Storage efficient particle filters for the out of sequence measurement problem

2008-07-03
Orguner, Umut
Gustafsson, Fredrik
We propose a particle filter based solution whichuses auxiliary fixed point smoothers to the problem of out ofsequence measurements. Three different cases, namely, auxil-iary extended Kalman smoother, auxiliary unscented Kalmansmoother and auxiliary particle smoother are considered forthe auxiliary fixed point smoother. The proposed filter whichcan effectively combine out of sequence measurements witharbitrary delay uses minimum storage requirements as opposedto a recently proposed alternative. The performance of our filtersis compared to the extended version of the other alternative inthe literature using a simulated scenario of a target with a highlynonlinear motion dynamics and measurement relations.Keywords: Out of sequence measurements, OOSM, parti-cle filter, fixed point smoothing.