Optimal filtering for multirate systems

Abstract

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 H/sub 2/ and H/sub /spl infin// 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.