Optimal approximation of discrete-time multirate systems on Hilbert spaces

preprint2020arXivOpen access

Abstract

We study discrete-time (m,n)(m,n)-multirate systems on separable Hilbert spaces, solving the problem of approximating such a system by one which has a shorter multirate period (m/q,n/q)(m/q,n/q), optimally in the Hilbert-Schmidt norm. We work in the state-space setting, providing two state-space representations of the optimal approximant which are expressed in terms of a state-space representation of the original system.

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