State estimation for the system with unknown sensor inputs, asynchronous correlated noises and packet loss compensation

To settle the unknown sensor inputs, correlated noises and packet loss compensation issues for linear system, an optimal estimation algorithm is studied considering linear unbiased minimum variance criterion. By describing packet losses and the compensation values with a series of Bernoulli distribution random variables, a new measurement equation is constructed. Subsequently, considering there is no prior information about unknown inputs, based on the projection theorem and auxiliary equation, the optimal estimation algorithm is derived. Finally, the convergence and robustness are shown by the simulation.