Abstract
•The extended Kalman filtering problem is studied for discrete-time systems.•Random transmission delays and packet disorders are considered.•A novel filter structure is proposed that compensates the random delays.•An upper bound is obtained for the filtering error covariance.•The upper bound is minimized in the sense of trace.
This paper studies the extended Kalman filtering problem for a class of nonlinear discrete-time systems with random transmission delays (RTDs) and RTD-induced packet disorders. The relationship between the RTDs and the resulting packet disorders is discussed. The bounded RTDs, which take place in the sensor-to-filter channel, are modeled as independent and identically distributed random variables obeying a certain probability distribution. A novel filter structure is proposed that utilizes an integer-valued function of the mathematical expectation of the RTDs so as to compensate the RTD-induced effects. Under the proposed extended Kalman filter, an upper bound for the filtering error covariance is derived by solving two Riccati-like difference equations, and subsequently minimized (in the sense of trace) by appropriately designing the filter gains. A numerical simulation is provided to verify the validity of the developed filter design scheme.