Linear unbiased state estimation for random models with sensor delay

The motivation for the work reported in this paper accrues from the necessity of finding stabilizing control laws for systems with randomly varying distributed delays. It reports the development of full and reduced order linear unbiased estimators for discrete-time stochastic parameter systems and shows how to parametrize the estimator gains to achieve a certain estimation error covariance. Both finite-time and steady-state estimators are considered. The results are potentially applicable to state-estimate feedback control schemes for such systems