Title :
Expected Power Bound for Two-Dimensional Digital Filters in the Fornasini-Marchesini Local State-Space Model
Author :
Ahn, Choon Ki ; Kar, Haranath
Author_Institution :
Sch. of Electr. Eng., Korea Univ., Seoul, South Korea
Abstract :
This letter examines the expected power bound (EPB) for two-dimensional (2-D) digital filters in the Fornasini-Marchesini local state-space (FMLSS) model with Wiener process noise. The goal of this letter is to establish a new criterion whereby 2-D digital filters in the FMLSS form have a 2-D EPB. The criterion also ensures asymptotic stability without Wiener process noise. A numerical example demonstrates the usefulness of the proposed result. The criterion in the letter and that in provide a systematic framework for EPB of 2-D digital filters.
Keywords :
asymptotic stability; numerical stability; stochastic processes; two-dimensional digital filters; 2D EPB; 2D digital filters; FMLSS model; Fornasini-Marchesini local state-space model; Wiener process noise; asymptotic stability; expected power bound; Asymptotic stability; Noise; Numerical models; Stability criteria; Symmetric matrices; Two dimensional displays; Vectors; Expected power bound (EPB); Fornasini–Marchesini local state-space (FMLSS) model; Wiener process noise; two-dimensional (2-D) digital filter;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2014.2382764