The problem of state estimation via asynchronous communication channels with irregular transmission times

We study a linear discrete-time partially observed system perturbed by white noises. The observations are transmitted to the estimator via communication channels with irregular transmission times. Various measurement signals and even parts of a given sensor output may incur independent delays; messages transferred via the channels may be lost or corrupted. The minimum variance state estimation problem is solved. It is shown that the proposed state estimator is exponentially stable under natural assumptions.