In order to obtain an accurate state estimation of the operation in the combined heat and power system, it is necessary to carry out state estimation. Due to the limited information sharing among various energy systems, it is practical to perform state estimation in a decentralized manner. However, the possible communication packet loss is seldomly considered among various energy systems. This paper bridges this gap by proposing a relaxed alternating direction method of multiplier algorithm. It can also improve the computation efficiency compared with the conventional alternating direction of the multiplier algorithm. Case studies of two test systems are carried out to show the validity and superiority of the proposed algorithm.