Unbiased Minimum Variance Estimation for Discrete-Time Systems with Measurement Delay and Unknown Measurement Disturbance

This paper addresses the state estimation problem for stochastic systems with unknown measurement disturbances whose any prior information is unknown and measurement delay resulting from the inherent limited bandwidth. For such complex systems, the Kalman-like one-step predictor independent of unknown measurement disturbances is designed based on the linear unbiased minimum variance criterion and the reorganized innovation analysis approach. One simulation example shows the effectiveness of the proposed algorithms.

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