In target tracking system

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

which results in the out-of-sequence measurement（ OOSM） problem. Aiming at the OOSM problem in nonlinear condition

based on fast marginalized particle filtering（ FMPF） solution algorithm is proposed on the basis of existing algorithm. The new algorithm deals with OOSM by combing the framework of FMPF and the idea of forward prediction filtering. The state vector of target motion is divided into linear state sub-vector and nonlinear state sut-vector

and corresponding OOSM algorithm are used to estimate. The algorithm can deal with OOSM problem both in 1-step-lag and multi-step-lags case. Theoretical analysis and simulation experiment indicates that the new algorithm can effectively deal with OOSM problem and reduces computation complexity and increase real-time of the algorithm.