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Browse Journals & Magazines > Circuits and Systems I: Funda ...> Volume:46 Issue:6 Help

H2 optimal reduced-order filtering with frequency weighting

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4 Author(s)
Luowen Li ; Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore ; Lihua Xie ; Yan, W.-Y. ; Yeng Chai Soh

This paper is concerned with a frequency-weighted H2 optimal reduced-order filtering for a stable linear discrete-time signal model. By an orthogonal parameterization, we formulate the problem as that of minimizing the H2 norm of the frequency-weighted filtering error transfer function over a set of orthogonal matrices. Two algorithms, namely the continuous and iterative algorithms, are then derived to compute an optimal reduced-order filter

Published in:
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on  (Volume:46 ,  Issue: 6 )

Date of Publication: Jun 1999

Page(s):
763 - 767
ISSN :
1057-7122
INSPEC Accession Number:
6280650
Digital Object Identifier :
10.1109/81.768836
Product Type:
Journals & Magazines
Date of Current Version :
06 August 2002
Issue Date :
Jun 1999
Sponsored by :
IEEE Circuits and Systems Society

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