Patent ID: 7697646

Claim:
A method of discrete time filtering asynchronously sampled data, comprising: a) mapping the coefficients of a linear frequency-domain transfer function H(s) into a continuous-time state-space representation; b) initializing a discrete state vector X k that stores filter states independent of sample-time; c) sampling by an A/D conventer an analog signal to produce a sequence of asynchronous data samples, each said sample having an amplitude u k and time measurement Δt k ; d) updating a discrete state transition matrix Φ k and a discrete input matrix Γ k from the continuous state-space representation and the time measurement Δt k of the input data sample, said discrete state transition matrix Φ k defining the extent the previous discrete state vector will affect the current state vector and said discrete input matrix Γ k defining the extent the previous filter state is expected to change due to input data sample; e) updating the discrete state vector X k by propagating the filter states in the previous state vector X k-1 with the time measurements within the discrete state transition matrix Φ k and summing with the sample amplitude u k weighted by the discrete input matrix Γ k ; f) calculating at least at least one output data sample amplitude y k from the updated discrete state vector X k , the sample amplitude u k and continuous-time state-space representation; and g) repeating steps d through f for the next asynchronous data sample.