State-space digital filters with minimum L2-sensitivity subject to L2-scaling constraints

The problem of minimizing an L₂-sensitivity measure subject to L₂-norm dynamic-range scaling constraints for state-space digital filters is considered. A novel iterative technique is developed to solve the constraint optimization problem directly. The proposed solution method is largely based on the use of a Lagrange function and some matrix-theoretic techniques. Computer simulation results are also presented to demonstrate the effectiveness of the proposed technique.