Abstract
The problem of H2-optimal reconstruction of a continuous-time signal using a stable sampled-data filter is considered. The signal is corrupted by additive noise and is measured with preview of τ, i.e., it is known in advance over the interval τ. This problem is equivalent to delayed signal reconstruction. A rigorous solution of the problem is presented on the basis of the parametric transfer function approach. Explicit expressions are given for the order of the optimal filter. A lower bound is obtained for the cost function for τ→∞, and it is shown that this bound depends on the ratio of the preview interval to the sampling period.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of Dynamic Systems, Measurement, and Control
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
