TY - JOUR
T1 - Reduced-order multirate estimation
AU - Haddad, Wassim M.
AU - Bernstein, Dennis S.
AU - Kapila, Vikram
N1 - Funding Information:
This research was supported in part by the National Science Foundation under Research Initiation Grant ECS-9109558 and the Air Force Office of Scientific Research under Grant F49620- 92-J-0127. We wish to thank E. G. Collins, Jr. for several helpful suggestions concerning Algorithm $1.
PY - 1994/7
Y1 - 1994/7
N2 - 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.
AB - 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.
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U2 - 10.2514/3.21259
DO - 10.2514/3.21259
M3 - Article
AN - SCOPUS:0028466675
SN - 0731-5090
VL - 17
SP - 712
EP - 721
JO - Journal of Guidance, Control, and Dynamics
JF - Journal of Guidance, Control, and Dynamics
IS - 4
ER -