Optimal in the Hankel norm reduction of digital IIR filter order
Mikhail Kagalenko · 2016
This work presents a method to construct near-optimal rational approximation to a rational function of higher degree. We develop an algorithm to perform singular value decomposition of infinite Hankel matrix that has a finite rank and use this decomposition to construct Adamyan-Arov-Krein approximant. We apply the result to the task of constructing an IIR digital filter.