• DocumentCode
    1517383
  • 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
  • Volume
    46
  • Issue
    6
  • fYear
    1999
  • fDate
    6/1/1999 12:00:00 AM
  • Firstpage
    763
  • Lastpage
    767
  • 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;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1057-7122
  • Type

    jour

  • DOI
    10.1109/81.768836
  • Filename
    768836
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1517383