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Optimal filtering for multirate systems

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3 Author(s)
Jie Sheng ; Dept. of Electr. & Comput. Eng., Univ. of Alberta, Edmonton, Alta., Canada ; Tongwen Chen ; Shah, S.L.

For a multirate system where the output sampling is slower than the input updating, this brief aims at designing filters for fast state estimation in the H2 and H settings. Because of the multirate nature, linear matrix inequality solutions to the design problems involve a nonconvex constraint, which is numerically tackled by the product reduction algorithm. Finally, a design example is given and the effectiveness of the approach is illustrated.

Published in:

Circuits and Systems II: Express Briefs, IEEE Transactions on  (Volume:52 ,  Issue: 4 )