Receding Horizon Estimation for Networked Control Systems with Packet Losses

This paper is interested in the receding horizon estimation problem for the networked control systems with packet losses. Different from the scalar data losses case, we introduce a diagonal matrix to represent the phenomenon of packet losses, where each element of the diagonal matrix is a binary stochastic variable and indicates the arrival of the corresponding measurement component. That means different observation components have different packet loss probability. A batch form and a recursive form for the receding horizon estimation are proposed by minimizing a new cost function that includes two terminal weighting terms. Using the derived condition, the stability of the proposed receding horizon estimation is proved. Finally, a numerical example is provided for illustration.