Realization with minimal weighted pole and zero sensitivity subject to ℓ2-scaling constraints for recursive digital filters

摘要

This paper deals with the problem of minimizing weighted pole and zero sensitivity subject to l2-scaling constraints for state-space digital filters. A measure for pole and zero sensitivity is presented and an efficient iterative technique for minimizing this measure subject to l2-scaling constraints is developed by relaxing the constraints into a single constraint on matrix trace and solving the relaxed problem with an effective matrix iteration scheme. A numerical example is included to demonstrate the validity and effectiveness of the proposed technique.