Optimal linear estimation for systems with transmission delays and packet dropouts

This study considers a networked system in which the measurement suffers from one-step delay and packet dropouts because of the unreliability of the network. A new model applied to describe the arrival conditions of the measurements is proposed. Based on the new model and using a state augmentation method, optimal linear filter, predictor and smoother are obtained. A sufficient condition for the convergence of the system is given. Finally, the simulation results show the effectiveness of the proposed algorithms.