Filtering algorithms for processing prefiltered measurements

The filtering algorithm for processing integral measurements is extended to include analog type prefilters with infinite memory, and to include sequential processing of prefiltered data in multi-sensor, multi-sample rate systems. The extension to infinite memory prefilters requires serial decorrelation of the prefilter output prior to state estimation. These algorithms provide a technique for investigation of prefilter parameter sensitivities, and provide optimal compensation for any information loss due to prefiltering.