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

页码：763 / 767

页数：5

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