The discrete state-space estimator is sometimes broken up into two steps, a model update step, and a measurement update step:
Model update
$$\hat{x_{k+1}}=A_D\hat{x}k+B_Du_k$$ Measurement Update $$\hat{x}{k+1}=\hat{x}{k+1}+L_D(y{k+1}-C_D\hat{x}_{k+1})$$
The inputs \(u\) and the measurements \(y\) can come into the model at different rates for different update rates of the sensors or sensor conditioning software.
[[Multi Frequency Executive]] – can be used to update inputs and measurements at different rates.
- bevlyMECH4420Lectureb