${cal H}_2$ Sampled—Data Filtering of Linear Systems

This paper addresses the H₂ state estimation problem in the context of sampled-data systems, which is closely related to H₂ filtering design under limited bandwidth constraints. Our first approach considers a fixed data-rate setting, for which a discrete-time equivalent system is devised and, based on this concept, sufficient conditions for the H₂ filtering design are yielded. These results are then generalized to obtain a robust filter that is able to cope with uneven data-rates. Academical examples illustrate the theoretical results and point out the main characteristics of the design techniques devised in this paper.