Generalised Sampling Filters
In this chapter, the impact of the choice of anti-aliasing filter on the resultant stochastic sampled-data model is explored. The zeros of the sampled output power spectral density depend on the choice of this filter. In particular, we present a generalized sampling filter design, such that the sampling zeros of the sampled output power spectral density are asymptotically assigned. This analysis is the stochastic counterpart of generalized hold functions for deterministic models, presented in Chap. 6.
KeywordsRelative Degree Algebraic Riccati Equation Order Integrator Kalman Gain Sampling Zero
Further discussion on the use of generalised sampling filters in the stochastic case can be found in
- Yuz JI, Goodwin GC (2005) Generalized filters and stochastic sampling zeros. In: Joint CDC-ECC’05, Seville, Spain, December 2005 Google Scholar