Optimal Estimation for Multiple Packet Dropouts Systems with Colored Measurement Noise

Abstract

This paper is concerned with the optimal estimation problem for multiple packet dropouts systems with colored measurement noise. Using the latest received measurement value to replace the current missing data. Then, based on the augmented state space model, the optimal estimators including filter, predictor and smoother are developed via an innovation analysis approach for multiple packet dropouts systems with white and colored measurement noises. Finally, simulation results show the effectiveness and superiority of the proposed estimators.