Realization of MIMO linear discrete-time systems with minimum L/sub 2/-sensitivity and no overflow oscillations

The minimization problem of an L₂-sensitivity measure subject to L₂-scaling constraints on the dynamic range for multi-input/multi-output (MIMO) linear discrete-time systems is formulated. An iterative technique is developed to solve the constrained optimization problem directly. The proposed solution method largely relies on the use of a Lagrange function and some matrix-theoretic techniques. A numerical example is presented to illustrate the utility of the proposed technique