DocumentCode :
1958076
Title :
Minimum variance functional filtering for multirate sampled systems
Author :
Satyanarayana, Nalam ; Janardhanan, S.
Author_Institution :
Dept. of Electr. Eng., Indian Inst. of Technol. Delhi, New Delhi, India
fYear :
2013
fDate :
3-4 Aug. 2013
Firstpage :
1
Lastpage :
6
Abstract :
In this paper, we propose a new method of minimum-variance functional filtering for a class of sampled-data systems. The proposed method is based on multirate sampling of the plant output. This work includes the formulation of multirate output model for continuous-time system having noise in plant dynamics and measurement and necessary and sufficient conditions are given for existence of functional with minimal number of output samples. Numerical example is given to illustrate the procedure and its merits.
Keywords :
continuous time systems; linear systems; sampled data systems; sampling methods; state-space methods; statistical analysis; continuous-time system; minimum-variance functional filtering; multirate output model; multirate sampled data systems; necessary condition; plant dynamics; sufficient conditions; Estimation; Filtering theory; Maximum likelihood detection; Noise; Noise measurement; Nonlinear filters; Functional filter; linear system; minimum-variance estimation; multirate output sampling;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Computing Communication & Materials (ICCCCM), 2013 International Conference on
Conference_Location :
Allahabad
Print_ISBN :
978-1-4799-1374-9
Type :
conf
DOI :
10.1109/ICCCCM.2013.6648906
Filename :
6648906
Link To Document :
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