I am working on the localization problem of an underwater vehicle. However the problem is still in very simple and it does not matter that it is about underwater.
How can I use the EKF when I have multiple measurements but with different sampling? Not all the measurements are available at the same time to perform the update step.
Can I perform the update for the measurements that I have at each time step? For example, I have a pressure sensor and a speed sensor with frequency $1$ Hz. But I have also another sensor (USBL) system with $0.01$ Hz.
What if I perform update step for pressure and speed sensor at each time step adjusting the measurement model to that case (like I have only these sensors) and once I receive the USBL measurement I augment the measurement vector including the USBL measurement?