State estimation for discrete-time systems with Markovian time-delay and packet loss
具有Markovian时延与丢包的离散系统的状态估计

In networked control systems, data packet transmission time-delays or even dropouts are always inevitable due to bandwidth constraints. The state estimation problem for discrete-time linear systems with Markovian time-delay and packet loss is considered. By setting a buffer with appropriate length on the estimator site, a discrete time-invariant system with multiple-state Markovian time-delay and packet loss is modeled as a time-variant system whose data receiving process is described by a two-state Markov chain. Based on the idea of jump linear estimator, we propose a special class of estimator, termed finite reception history estimator (FRHE). The optimal FRHE design strategy is developed under a known maximum time-delay. Although the FRHE is suboptimal, it provides a computationally inexpensive estimation method. A simulation example is presented to demonstrate the effectiveness of the proposed strategy by comparing to time varying Kalman estimator (TVKE).