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Minimization of L2-sensitivity for state-space digital filters subject to L2-dynamic-range scaling constraints

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3 Author(s)
Hinamoto, T. ; Graduate Sch. of Eng., Hiroshima Univ., Japan ; Ohnishi, H. ; Wu-Sheng Lu

The problem of minimizing an L2-sensitivity measure subject to L2-norm dynamic-range scaling constraints for state-space digital filters is formulated. It is shown that the problem can be converted into an unconstrained optimization problem by using linear-algebraic techniques. Next, the unconstrained optimization problem is solved by applying an efficient quasi-Newton algorithm with closed-form formula for gradient evaluation. The coordinate transformation matrix obtained is then used to construct the optimal state-space filter structure that minimizes the L2-sensitivity measure subject to the scaling constraints. A numerical example is presented to illustrate the utility of the proposed technique.

Published in:

Circuits and Systems II: Express Briefs, IEEE Transactions on  (Volume:52 ,  Issue: 10 )

Date of Publication:

Oct. 2005

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