H2 filtering design for sampled-data systems

This paper addresses the H₂ state estimation problem in the context of sampled-data systems, which is closely related to H₂ filtering design under limited bandwidth constraints. First, a fixed data rate problem is solved using a discrete-time equivalent system and this formulation yields sufficient conditions for H₂ filtering design. A robust sampled-data estimator is developed to generalize the previous procedure, allowing the sampling period to become a bounded unknown variable. Numerical examples illustrate the theoretical results and point out some of the most important characteristics of the filter design problem under consideration.