Optimal Robust Estimation for Linear Uncertain Systems with Single Delayed Measurement

This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement. The optimal robust estimator is derived based on the reorganized innovation analysis approach. The calculation of the optimal robust estimator involves solving two Riccati difference equations of the same dimensions as that of the original systems and one Lyapunov equation. A numerical example is given to show the effectiveness of the proposed approach.