Title :
H2 optimal reduced-order filtering with frequency weighting
Author :
Li, Luowen ; Xie, Lihua ; Yan, Wei-Yong ; Soh, Yeng Chai
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
fDate :
6/1/1999 12:00:00 AM
Abstract :
This paper is concerned with a frequency-weighted H2 optimal reduced-order filtering for a stable linear discrete-time signal model. By an orthogonal parameterization, we formulate the problem as that of minimizing the H2 norm of the frequency-weighted filtering error transfer function over a set of orthogonal matrices. Two algorithms, namely the continuous and iterative algorithms, are then derived to compute an optimal reduced-order filter
Keywords :
filtering theory; iterative methods; matrix algebra; H2 norm minimisation; H2 optimal reduced-order filtering; continuous algorithm; error transfer function; frequency weighting; iterative algorithm; optimal reduced-order filter; orthogonal matrices; orthogonal parameterization; stable linear discrete-time signal model; Australia; Circuits; Filtering; Frequency; Iterative algorithms; MIMO; Nonlinear filters; Reduced order systems; Signal design; Transfer functions;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
