中文摘要：

在这份报纸，为分离时间的线性变化时间的系统与的最佳的评价随机，状态和测量延期被考虑。由介绍一套二进制随机的变量，系统与趋于增加的噪音和经常的延期被变换成那个。然后，包括变光滑并且过滤的盒子的一个评估者，经由设计公式，和答案被导出与边界条件以一个部分差别 Riccati 方程被给。为如此的系统的一个预言者也基于建议过滤器被介绍并且更光滑。获得的评估者有象原来的状态的一样的尺寸。为不变的最佳的评估者的存在，唯一，和稳定性的条件为时间不变的盒子被学习。在这种情况中，获得的评估者是很容易的实现，所有计算能被执行离开线，导致一个线性时间不变的评估者。

英文摘要：

In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filter- ing, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The ob- tained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator.