A closed form solution to L2-sensitivity minimization of second-order state-space digital filters subject to L2-scaling constraints

Shunsuke Yamaki, Masahide Abe, Masayuki Kawamata

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

This paper proposes a closed form solution to L2-sensitivity minimization of second-order state-space digital niters subject to L 2-scaling constraints. The proposed approach reduces the constrained optimization problem to an unconstrained optimization problem by appropriate variable transformation. Furthermore, restricting ourselves to the case of second-order state-space digital filters, we can express the L 2-sensitivity by a simple linear combination of exponential functions and formulate the L2-sensitivity minimization problem by a simple polynomial equation. As a result, L2-sensitivity is expressed in closed. form, and its minimization subject to L2-scaling constraints is achieved without iterative calculations.

Original languageEnglish
Pages (from-to)1697-1705
Number of pages9
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE91-A
Issue number7
DOIs
Publication statusPublished - 2008 Jan 1

Keywords

  • Closed form solution
  • State-space digital filters
  • Variable transformation

ASJC Scopus subject areas

  • Signal Processing
  • Computer Graphics and Computer-Aided Design
  • Electrical and Electronic Engineering
  • Applied Mathematics

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