An Improved Paradigm for Robust Optimal Filtering Over Lossy Networks

This paper focuses on the state estimation over unreliable communication channels, where the packet dropouts occur from the sensor side to the filter, for discrete-time systems with both bounded power disturbances and white Gaussian noises. A cascaded estimation scheme with recovered robustness is proposed, driven by the residual signal related to the modeling mismatch. Through the adjoint operator, the estimation gains are explicitly characterized by two modified algebraic Riccati equations, together with a complete and rigorous stability analysis in the mean square sense. An example is included to validate the presented design method.