State Estimation Subject to Random Communication Delays

The state estimation problem is studied for networked control systems (NCSs) subject to random communication delays and the measurements without time stamps. With the random delay bounded by one step only, a new measurement model is proposed for possible out-of-sequence measurements. For unstable systems, to guarantee linearly unbiased estimator and uniformly bounded estimation error variance, that the estimator structure is based on the average of all received measurements at each time. The estimator gains can be derived by solving a set of recursive discrete-time Riccati equations. The estimator is guaranteed to be optimal in the sense that it is unbiased with uniformly bounded estimation error covariance. A simulation example shows the effectiveness of the proposed algorithm.