Filtering for Stochastic Systems with Transmission Delays and Out-of-Order Packets.

The robust filter is designed for a class of discrete-time stochastic systems with data random transmission delays and out-of-order packets in this paper. To drop packet disorders and improve system performance, the systems are modeled synthetically by utilizing the signal choosing scheme of logic zero-order-holder (ZOH). Moreover, a finite horizon robust Kalman-type filter is designed based on the established model, and minimizing error covariance matrices by the augmented statespace model are obtained from estimation variance constraints. And then, a linear delay compensation method is proposed to improve the filter performance by using the re-organized measurement. The simulation results are performed to show the effectiveness of the proposed method.