Optimal Estimation with Sensor Delay

Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the \(n\)-dimensional plant state is augmented by an \(N\)-dimensional (Padé) approximation to the delay, affording (optimal) state estimate feedback vis-à-vis the separation principle. Using this framework, we show: (1) Feedback of the estimated plant states partially inverts the delay; (2) The optimal (Kalman) estimator decomposes into \(N\) (Padé) uncontrollable states, and the remaining \(n\) eigenvalues are the solution to a reduced-order Kalman filter problem. Further, we show that the tradeoff of estimation error (of the full state estimator) between plant disturbance and measurement noise, only depends on the reduced-order Kalman filter (that can be constructed independently of the delay); (3) A subtly modified version of this state-estimation-based control scheme bears close resemblance to a Smith predictor. This modified state-space approach shares several limitations with its Smith predictor analog (including the inability to stabilize most unstable plants), limitations that are alleviated when using the unmodified state estimation framework.