Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping

Abstract

We consider the problem of remote estimation with time delay and multiplicative noise for multichannel systems. First, we apply the reorganized innovation analysis approach to construct the original delay system into a new delay-free system. Secondly, the delay-free system will be reconstructed by the quadratic filtering method to obtain an augmented system. Then, Kalman filtering theory and projection formula are used to solve two Riccati equations and one Lyapunov equation for the augmented system, and the quadratic filter for the measurement delay system on the packet loss network can be obtained. Finally, we use a numerical example to illustrate the effectiveness of the method.