A novel approach to L/sub 2/-sensitivity minimization of digital filters subject to L/sub 2/-scaling constraints

This paper proposes a novel approach to L₂-sensitivity minimization problem of state-space digital filters subject to L₂ -scaling constraints. The proposed approach reduces the constrained optimization problem to an unconstrained optimization problem by appropriate variable transformation. As a result, iterative algorithms for the L₂-sensitivity minimization without L₂-scaling constraints can be applied to the L₂-sensitivity minimization subject to L₂-scaling constraints. Our novel approach can achieve the L₂-sensitivity minimization with quite faster convergence behavior