In this paper we develop an approach to designing reduced-order multirate estimators. A discrete-timemodel that accounts for the multirate timing sequence of measurements is presented and is shown to haveperiodically time-varying dynamics. Using discrete-time stability theory, the optimal projection approachto fixed-order (i.e., full-and reduced-order) estimation is generalized toobtain reduced-order periodicestimators that account for the multirate architecture. It is shown that the optimal reduced-order filteris characterized by means of a periodically time-varying system of equations consisting of coupled Riccatiand Lyapunov equations. A novel homotopy algorithm, based on a Newton correction scheme, is alsopresented which allows solutions to periodic difference Riccati equations.
ASJC Scopus subject areas
- Control and Systems Engineering
- Aerospace Engineering
- Space and Planetary Science
- Electrical and Electronic Engineering
- Applied Mathematics