Optimal linear estimators for networked control systems with finite consecutive packet dropouts
具有有限连续丢包网络控制系统的最优线性估值器

This paper studies the optimal estimation problem for discrete-time stochastic linear systems with finite consecutive packet dropouts in the data transmission of measurements and control inputs. Two Bernoulli distributed random variables are employed to describe the phenomena of data losses from the sensor to the estimator and from the controller to the actuator, respectively. By introducing two groups of new variables, we convert the original system to one with the random parameters. Using the projection theory, we present the optimal linear estimators including the filter, the predictor and the smoother in the linear minimum variance sense. Finally, the steady-state linear estimators are studied and a sufficient condition for the existence of steady state is given. An example shows the effectiveness of the algorithms.