Distributed estimation for discrete time systems with time-varying observation delay

In this paper, we will consider the problems where observation delay is time-varying and design distributed estimators by combining a consensus strategy. The optimal local estimator for every node with time-varying observation delay is first designed, which plays an important role in the distributed estimator design. Then the optimal distributed estimator for any choice of the consensus gain is proposed by adding a modification on the optimal local estimator. The suboptimal estimator is proposed by approximating the Riccati equations of optimal distributed estimator. Finally, a sufficient condition for asymptotical stability of the suboptimal distributed estimator is given.