Optimal estimation in networked control systems subject to random delay and packet loss

In this paper we study optimal estimation design for sampled linear systems where the sensors measurements are transmitted to the estimator site via a generic digital communication network. Sensor measurements are subject to random delay or might even be completely lost. We present two time-invariant estimator architectures and, surprisingly, we show that stability does not depend on packet delay but only on the packet loss probability. Finally, algorithms to compute critical packet loss probability and estimators performance in terms of their error covariance are given and applied to some numerical examples