• DocumentCode
    768847
  • Title

    Optimal filtering for multirate systems

  • Author

    Sheng, Jie ; Chen, Tongwen ; Shah, Sirish L.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Univ. of Alberta, Edmonton, Alta., Canada
  • Volume
    52
  • Issue
    4
  • fYear
    2005
  • fDate
    4/1/2005 12:00:00 AM
  • Firstpage
    228
  • Lastpage
    232
  • 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 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.
  • Keywords
    filtering theory; linear matrix inequalities; state estimation; design problems; fast state estimation; linear matrix inequality; multirate systems; nonconvex constraint; optimal filtering; product reduction algorithm; Algorithm design and analysis; Control design; Control systems; Information filtering; Information filters; Iterative algorithms; Linear matrix inequalities; Riccati equations; Sampling methods; State estimation; Linear matrix inequalities (LMIs); multirate systems; optimal filtering; state estimation;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems II: Express Briefs, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1549-7747
  • Type

    jour

  • DOI
    10.1109/TCSII.2004.842009
  • Filename
    1417094
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=768847