Stochastic output delay identification and filtering of discrete-time gaussian systems
In this paper we propose a solution to the problems of detecting a generally correlated stochastic
output delay sequence of a linear system driven by Gaussian noise. This is the model for uncertain
observations resulting from losses in the propagation channel due to fading phenomena or packet
dropouts that is common in wireless sensor networks, networked control systems, or remote sensing
applications. The solution we propose consists of a nonlinear detector which identifies online the