Multirate filtering and estimation: the multirate Wiener filter
R. Cristi, Dimitrios A. Koupatsiaris, Charles W. Therrien · 2002
In this paper we address the problem of estimating a random process from two observed signals at different sampling rates. In particular, we consider the case where one of the observed signals is sampled at half the rate of the other. The optimal filter for this problem is derived as a linear filter with periodically varying coefficients. We provide quantitative expressions for the reduction in mean-square error due to added observations at the lower sampling rate.