A Current Output Stochastic Observer Design for Randomly Delayed Measurements

Linear minimum variance unbiased state observer design is considered for systems with randomly delayed measurements. Previous designs only assumed measurements with the same delay characteristics. In a true sensor network, there are multiple sensors whose delay characteristics may differ from one another. In this work, a stochastic observer solution to this randomly delayed measurements problem is proposed using a current output observer. We extend and generalize the existing solutions for the linear unbiased mean square optimal observer design by modeling multiple sensors having different delay characteristics. An illustrative example is provided to support the theory developed in this work