Weighted pole and zero sensitivity minimization for state-space digital filters

This paper investigates the problem of minimizing weighted pole and zero sensitivity for state-space digital filters. A new measure for pole and zero sensitivity is proposed and an efficient iterative technique for minimizing this measure is developed by employing a quasi-Newton algorithm. A novel and simple method is also explored for obtaining the optimal coordinate transformation matrix which minimizes a zero sensitivity measure subject to minimal pole sensitivity. A numerical example is presented to demonstrate the validity and effectiveness of the proposed technique.