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IIR filter design via optimal Hankel-norm approximation

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3 Author(s)
Chen, B.-S. ; Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsin Chu, Taiwan ; Peng, S.-C. ; Chiou, B.-W.

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

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Circuits, Devices and Systems, IEE Proceedings G  (Volume:139 ,  Issue: 5 )