H_∞ filter for multi-rate systems with missing measurements

An H_∞ filtering problem is proposed for networked multi-rate systems with missing measurements and stack structure. A multi-rate filtering problem is transformed into designing a single-rate filter with periodical gains by using lifting technique. A new method is proposed to solve the causality constraint problem. The H_∞ filter is designed by constructing Lyapunov function. In the process of filter construction, it is shown that the slower sampling leads to more conservation. A numerical example is illustrated to show the efficiency of the proposed approach, and to analyze the effects of different sampling periods and arrivals of different measurement rates on the filter performance.