H/sub 2/ optimal reduced-order filtering with frequency weighting

Autor:	Lihua Xie, Wei-Yong Yan, Yeng Chai Soh, Luowen Li
Rok vydání:	1999
Předmět:	Mathematical optimization Error function Rate of convergence Discrete time and continuous time Iterative method Norm (mathematics) Filter (signal processing) Orthogonal matrix Electrical and Electronic Engineering Algorithm Transfer function Mathematics
Zdroj:	IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications. 46:763-767
ISSN:	1057-7122
DOI:	10.1109/81.768836
Popis:	This paper is concerned with a frequency-weighted H/sub 2/ 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 H/sub 2/ 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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2d06ba1a161cfb917856bac1a0d14d18 https://doi.org/10.1109/81.768836 Zobrazit plný text záznamu