Optimal Estimation for Networked Control Systems with Intermittent Inputs without Acknowledgement

This paper investigates the optimal estimation problem for networked control systems, where the control packets are randomly dropped without acknowledgement to the estimator. Most existing results for this setup are concerned with the design of controller, while the optimal estimation and its performance evaluation have not been fully studied. This paper shows, unlike many other cases such as intermittent observations or TCP-like systems, the system state follows a Gaussian mixture distribution with exponentially increasing terms. The optimal estimation is obtained by Gaussian sum filtering, while the computation is timeconsuming. By constructing an auxiliary estimator, a fast and stable filtering algorithm is proposed to improve computational efficiency.