This paper addresses a polyphase structure of spectral graph wavelets and filter banks. We consider two-channel critically sampled graph filter banks. In classical signal processing, polyphase structure of filter banks is very useful since downsampler (upsampler) can be placed before analysis filtering (after synthesis filtering). We theoretically derive that a similar structure is also possibl...

This paper proposes Kalman filter algorithms, including one-step prediction and filtering, for non-uniformly sampled multirate systems. The stability and convergence of the algorithms are analyzed, and their application to fault detection as well as state estimation in the framework of irregularly sampled data is investigated. Numerical examples are provided to demonstrate the applicability of ...

This paper discusses the discretization of continuous-time filters for application to discrete time series sampled at any fixed frequency. In this approach, the filter is first set up directly in continuous-time – since the filter is expressed over a continuous range of lags, we also refer to them as continuous-lag filters. The second step is to discretize the filter itself. This approach appli...

In this correspondence, we consider the sampled-data filtering problem by proposing a new performance criterion in terms of the estimation error covariance. An innovation approach to sampled-data filtering is presented. First, the definition of the estimation covariance for a sampled-data system is given, then the sampled-data filtering problem is reduced to the Kalman filter design problem for...