Linear optimal estimation for discrete-time systems with measurement-delay and packet dropping

This paper is concerned with the remote estimation problem for measurement-delay system over a packet-dropping network. The packet-dropping phenomenon in every communication channel is described by an independent and identically distributed Bernoulli process. An optimal linear filter is provided in the linear minimum mean square error sense by applying the reorganized innovation analysis approach. The solution to the filter is given in terms of two Riccati difference equations and one Lyapunov difference equation. Further, the infinite horizon filter is investigated under the condition of system stability. In the end, we supply a numerical example to show the effectiveness of our proposed estimation approach.