Optimal unbiased estimation for uncertain systems with different delay rates sensor network and autocorrelated process noises

This paper is concerned with the optimal unbiased estimation problem for a class of uncertain systems with different delay rates sensor network and autocorrelated process noises. The system model and measurement model under consideration are both subject to stochastic uncertainties or multiplicative noises. The autocorrelated process noises are characterized by the covariances between different time instant. Different sensors in the sensor network are subject to different delay rates, and different delay rates are described by different binary switching sequences. An unbiased state estimator for the assumed model is developed in this paper, and the proposed state estimator is optimal in the minimum variance sense. Illustrative example is also presented to support the theory developed in this work.