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Optimal Linear Filter for Multi-rate System
2014
unpublished
Preserved Fulltext
This paper is concerned with the optimal linear filtering problem for system with multiple rates. The state is updated at the higher rate and the measurement is sampled at the lower rate. The least square filter is proposed by an innovation analysis approach. Compared with the existing augmented filter, the proposed filter can reduced the computational cost.
doi:10.14257/astl.2014.53.18
fatcat:x5etsvnssvaadctgwjqqxgldw4