Reduced-order multirate estimation

Wassim M. Haddad, Dennis S. Bernstein, Vikram Kapila

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish (US)
Pages (from-to)712-721
Number of pages10
JournalJournal of Guidance, Control, and Dynamics
Issue number4
StatePublished - Jul 1994

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Aerospace Engineering
  • Space and Planetary Science
  • Electrical and Electronic Engineering
  • Applied Mathematics


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