Unscented Kalman filter for arbitrary step randomly delayed measurements
The conventional Bayesian framework of filtering is based on the assumption that the measurements are available at each time-step without any delay. But in real-life problems, measurements may be randomly delayed in time. In this paper, we modified the unscented Kalman filter (UKF) for arbitrary time delayed measurements. With the help of simulation results, it has been shown that the proposed filter provides more accurate estimation compared to the ordinary UKF in presence of randomly delayed measurements.