How can I periodically estimate the states of a discrete linear time-invariant system in the form $$\dot{\vec{x}}=\textbf{A}\vec{x}+\textbf{B}\vec{u}$$ $$\vec{y}=\textbf{C}\vec{x}+\textbf{D}\vec{u} $$if the measurements of its output $y$ are performed in irregular intervals? (suppose the input can always be measured).
My initial approach was to design a Luenberger observer using estimates $\hat{\textbf{A}}$, $\hat{\textbf{B}}$, $\hat{\textbf{C}}$ and $\hat{\textbf{D}}$ of the abovementioned matrices, and then update it periodically every $T_s$ seconds according the following rule:
If there has been a measurement of $y$ since the last update: $$\dot{\hat{x}}=\hat{\textbf{A}}\hat{x}+\hat{\textbf{B}}\hat{u}+\textbf{L}(y_{measured}-\hat{\textbf{C}}\hat{x})$$ If not: $$\dot{x}=\hat{\textbf{A}}\hat{x}+\hat{\textbf{B}}\hat{u}$$
(I have omitted the superscript arrows for clarity)
I believe that there may be a better way to do this, since I'm updating the observer using an outdated measurement of $y$ (which is outdated by $T_s$ seconds in the worst case).
