Optimal Noise Reduction in Oversampled PR Filter Banks

This paper studies the optimal noise reduction problem for oversampled filter banks (FBs) with perfect reconstruction (PR) constraint. Both the optimal design and worst case design are considered, where the former caters for the noise with known power spectral density (PSD) and the latter for the noise with unknown PSD. State-space based explicit formulae involving only algebraic Riccati equation and matrix manipulations are provided for the general (IIR or FIR) oversampled PR FBs, and the relations between different cases are analyzed and revealed. Extensive numerical examples are provided to illustrate the proposed design methods and to show their effectiveness.