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Minimum unit noise gain in non-minimal state-space realizations of digital filters

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2 Author(s)
I. Tokaji ; Japan Defense Agency, Tokyo, Japan ; C. W. Barnes

The minimum attainable unit-noise-gain in a non-minimal state-space realization of a digital filter is shown to be given by the ratio of the dimension of a minimal realization to the dimension of the non-minimal realization multiplied by the minimum unit-noise-gain of a minimal realization. It is shown that the minimum noise gain can be attained if and only if the redundant modes of the non-minimal realization are both uncontrollable and unobservable

Published in:

IEEE Transactions on Circuits and Systems  (Volume:35 ,  Issue: 4 )