IIR filter design via optimal Hankel–norm approximation
B.-S. Chen, Sen-Chueh Peng, B.-W. Chiou · IEE Proceedings G Circuits Devices and Systems · 1992
A new technique for digital filter design is presented. Based on the singular value decomposition of the Hankel matrix, balanced realisation and all-pass functions, an IIR filter is obtained via an optimal Hankel–norm approximation. The error between the optimal filter with order r and the desired filter is found to be equal to the (r + l)th singular value of the Hankel matrices. The designed low-pass filter and the differentiator are given to illustrate the proposed design algorithm.