Title :
IIR filter design via optimal Hankel-norm approximation
Author :
Chen, B.-S. ; Peng, S.-C. ; Chiou, B.-W.
Author_Institution :
Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsin Chu, Taiwan
fDate :
10/1/1992 12:00:00 AM
Abstract :
A new technique for digital filter design is presented. Based on the singular value decomposition of the Hankel matrix, balanced realisation and all-pass functions, an IIR filter is obtained via an optimal Hankel-norm approximation. The error between the optimal filter with order r and the desired filter is found to be equal to the (r+1)th singular value of the Hankel matrices. The designed low-pass filter and differentiator are given to illustrate the proposed design algorithm
Keywords :
digital filters; filtering and prediction theory; matrix algebra; Hankel matrix; IIR filter; all-pass functions; balanced realisation; differentiator; digital filter design; low-pass filter; optimal Hankel-norm approximation; optimal filter; singular value decomposition;
Journal_Title :
Circuits, Devices and Systems, IEE Proceedings G
