一类非均匀采样系统的滤波器设计

The filtering problem for a class of non-uniform sampling discrete stochastic systems is studied, where the state is<br>updated at a fast uniform sampling rate and the measurement is sampled at a slow non-uniform sampling rate. The state update rate is a multiple of the measurement sampling rate. The non-augmented state model at the measurement sampling points is established. Optimal state filters at the measurement sampling points are presented in the linear minimum variance sense by projecti