Joint Optimal Design of Digital Filters and State-Space Realizations
In this brief, a procedure for digital filters design is presented. The main purpose is to show that a digital filter and its realization can be simultaneously determined such as to minimize an upper bound of the H 2 norm of the estimation error and impose a certain degree of robustness against prac...
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| Veröffentlicht in: | IEEE transactions on circuits and systems. 2, Analog and digital signal processing Analog and digital signal processing, 2006-12, Vol.53 (12), p.1353-1357 |
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| container_end_page | 1357 |
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| container_issue | 12 |
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| container_title | IEEE transactions on circuits and systems. 2, Analog and digital signal processing |
| container_volume | 53 |
| creator | Geromel, J.C. Borges, R.A. |
| description | In this brief, a procedure for digital filters design is presented. The main purpose is to show that a digital filter and its realization can be simultaneously determined such as to minimize an upper bound of the H 2 norm of the estimation error and impose a certain degree of robustness against practical uncertainties as for instance, finite word length implementation, roundoff errors, and numerical precision. The optimal filter and its state-space realization are jointly determined from the solution of a convex programming problem expressed in terms of linear matrix inequalities. A simple illustrative example is presented for comparison purposes making clear the advantages of the reported results |
| doi_str_mv | 10.1109/TCSII.2006.885398 |
| format | Article |
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| identifier | ISSN: 1549-7747 |
| ispartof | IEEE transactions on circuits and systems. 2, Analog and digital signal processing, 2006-12, Vol.53 (12), p.1353-1357 |
| issn | 1549-7747 1057-7130 1558-3791 |
| language | eng |
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| source | IEEE Electronic Library (IEL) |
| subjects | Circuits Design engineering Digital filters Estimation error Kalman filters Linear matrix inequalities Linear programming Mathematical analysis Nonlinear filters Norms Optimization Programming Robustness Symmetric matrices Transfer functions Uncertainty Upper bound |
| title | Joint Optimal Design of Digital Filters and State-Space Realizations |
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