H{sub}2 optimal reduced-order filtering with frequency weighting

Luowen Li; Lihua Xie; Wei-Yong YanYeng Chai Soh

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H{sub}2 optimal reduced-order filtering with frequency weighting

机译：H{sub}2 频率加权的最优降阶滤波

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摘要

This paper is concerned with a frequency-weighted H{sub}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{sub}2 norm of thefrequency-weighted filtering error transfer function over a set of orthogonal matrices. Two algorithms, namely the continuous and iterative algorithms, are then derived to compute an optimal reduced-order filter.

机译：本文关注稳定的线性离散时间信号模型的频率加权 H{sub}2 最优降阶滤波。通过正交参数化，我们将问题表述为在一组正交矩阵上最小化频率加权滤波误差传递函数的 H{sub}2 范数。然后推导了两种算法，即连续算法和迭代算法，以计算最优的降阶滤波器。

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来源
《IEEE Transactions on Automatic Control》 |1999年第6期|763-767|共5页
作者
Luowen Li; Lihua Xie; Wei-Yong YanYeng Chai Soh;
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原文格式 PDF
正文语种英语
中图分类自动化系统;
关键词
Frequency weighting; Gradient flow; Optimal filtering; Reduced-order filtering;

机译：频率加权;梯度流;最佳过滤;降阶滤波;

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H{sub}2 optimal reduced-order filtering with frequency weighting

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