LINEAR OPTIMAL STATE AND INPUT ESTIMATORS FOR NETWORKED CONTROL SYSTEMS WITH MULTIPLE PACKET DROPOUTS

This paper is concerned with the linear optimal full-order estimation problem for networked control systems with multiple packet dropouts of both sides from a sensor to an estimator and from a controller to an actuator. The phenomena of packet dropouts are described by two mutually uncorrelated random variables satisfying Bernoulli distributions. A full-order linear optimal state filter and an input filter in the least mean square sense are designed via completing square approach. They employ the received measurements at the present and last moments. The proposed filters are recursively computed in terms of the solutions of a Riccati equation, a Lyapunov equation and a simple difference equation. Further, the full-order linear optimal predictors and smoothers are also derived for the state and input, respectively. The stability of the proposed linear optimal filters is analyzed and the steady-state property is also investigated. The sufficient conditions for the stability of the linear optimal filters and the existence of the steady-state filters are given, respectively. Two simulation examples show the effectiveness of the proposed estimators.