Optimal linear filtering for networked control systems under time correlated fading channel and noise

In this paper, the optimal filtering problem for discrete-time networked control systems affected by fading channels is investigated where both the fading channel and channel noise are time-correlated. Each fading channel is modeled as a scalar uncertain stochastic discrete-time system, and the channel noise is described by a discrete-time linear system perturbed by white noise. By using multiple recursive terms and the correlations of the signals in the systems, an optimal linear filter is proposed such that it is implemented in a recursive manner. The optimal filter designed has time independent computation structure, hence is easier to be implemented in practice. A vehicle tracking example is provided to illustrate the effectiveness and performance of the theoretic results obtained.