What to do when sensor data is missing for particular time-stamp

[adityag6994]

Hi @XiaoyongNI

Thanks again for the great work!
I have a question regarding missing observation data scenarios : In case, at a particular time-stamp I don't get observation value (but I do have the corresponding Ground truth), how do I input this to the model. Something like this, where 'T' is True and 'F' is False : T T T T F F T T
One way I could think of is what it mentioned in this paper (https://www.researchgate.net/publication/382417846_Practical_Implementation_of_KalmanNet_for_Accurate_Data_Fusion_in_Integrated_Navigation) :

It should be noted that for both KalmanNet and Split-
KalmanNet, measurement yt is not available at every moment
in sensor fusion tasks. To make KalmanNet work in this case,
we use yt = ŷt|t−1 to compute F3 and F4

Is there any other approach you would use/have used ?

Thanks!