H2 optimal reduced-order filtering with frequency weighting

被引：9
|
作者：
Li, LW [1 ]
Xie, LH
Yan, WY
Soh, YC
机构：
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
[2] Curtin Univ Technol, Sch Elect & Comp Engn, Perth, WA 6845, Australia
来源：
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS | 1999年 / 46卷 / 06期
关键词：
frequency weighting; gradient flow; optimal filtering; reduced-order filtering;
D O I：
10.1109/81.768836
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper is concerned with a frequency-weighted H-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-2 norm of the frequency-weighted filtering error transfer function ol er a set of orthogonal matrices. Two algorithms, namely the continuous and iterative algorithms, are then derived to compute an optimal reduced-order filter.
引用
收藏
页码：763 / 767
页数：5
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