Particle filtering for networked nonlinear systems subject to random one-step sensor delay and missing measurements

In this paper, the particle filtering problem is investigated for a class of networked nonlinear systems with random one-step sensor delay and missing measurements. The phenomena of missing measurements and random one-step sensor delay are modeled by two random variables, both obeying the Bernoulli distribution. Here, we derive an explicit expression for the likelihood function when the possible occurrence of one-step sensor delay and measurement loss is taken into consideration. Based on this likelihood function, we propose a novel particle filtering algorithm to treat the nonlinear estimation problem in the simultaneous presence of random sensor delay and measurement loss. Finally, a simulation example is given to illustrate the feasibility and advantages of the proposed filtering scheme compared with traditional particle filtering algorithm.