LQG optimal control of multirate sampled-data systems

An LQG control synthesis technique for multirate sampled-data systems where each input has its own frequency of updating and each output has its own frequency of measurement is presented. The skew of the output-sampling mechanism renders the prediction problem singular for the lack of measures at some time instants. An ad hoc prediction algorithm is derived by enlarging the dimension of the state vector to be estimated and feeding the state filter with a combination of measured outputs over a past and finite interval of time. The constraints on the input-updating mechanism are dealt with by inserting a dynamical system corresponding to a zero-order hold into the loop