In target tracking system

sensor measurements may arrive at the fusion center out of sequence because of communication delays

and these measurements are called out-of-sequence measurement（ OOSM）. On the basis of existing algorithm

a new algorithm is proposed

which can solve one-step-lag OOSM problem occur in process noise and the measurement noise correlated in nonlinear system. By combing the framework of the forward prediction filtering

wipe off the correlation

and use particle filtering to estimate the state. Simulation results verify the effectiveness of the proposed algorithm.