This paper provides the theoretic foundation for the design of optimal reconstructors (also known as interpolators/holds) with a prescribed degree of causality. A compact frequency- domain solution is derived that mimics known interpolation tech- niques for ordinary transfer functions. In parallel, an extensive state space solution is documented. It complements the frequency- domain solution in that it constructively proves the various claims, and it also makes the solution concrete. The state space solution re- quires the solution of one Riccati and one Lyapunov matrix equation.
- Hybrid model matching
- Signal reconstruction
- L2 optimizattion
Meinsma, G., & Mirkin, L. (2012). L2 sampled signal reconstruction with causality constraints - Part II: Theory. IEEE transactions on signal processing, 60(5), 2273-2285. https://doi.org/10.1109/TSP.2012.2185229