A novel approach to L/sub 2/-sensitivity minimization of digital filters subject to L/sub 2/-scaling constraints

Satoru Yamaki, Minori Abe, Masaki Kawamata · 2006

This paper proposes a novel approach to L2-sensitivity minimization problem of state-space digital filters subject to L2-scaling constraints. The proposed approach reduces the constrained optimization problem to an unconstrained optimization problem by appropriate variable transformation. As a result, iterative algorithms for the L2-sensitivity minimization without L2-scaling constraints can be applied to the L2-sensitivity minimization subject to L2-scaling constraints. Our novel approach can achieve the L2-sensitivity minimization with quite faster convergence behavior

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