For fault-tolerant real-time filtering, an efficient two-filter architecture is proposed. In the two-filter architecture, a host filter is operated permanently. A compression filter (CF) is intermittently initialized and operated during prescribed time intervals to handle measurements susceptible to soft faults. New CFs are derived based on time-propagated measurement concept. The derived de-correlated full error-state CF and correlated partial error-state CF facilitate a number of different ways of ordering out-of-normal-sequence measurements, provide efficient state estimates with consistent error covariance information, and make fault detection and isolation convenient. (C) 2006 Elsevier Ltd. All rights reserved.