Weighted Minimization of Roundoff Noise and Pole Sensitivity Subject to l2-Scaling Constraints for State-Space Digital Filters

Yoichi HINAMOTO  Akimitsu DOI  

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E102-A   No.11   pp.1473-1480
Publication Date: 2019/11/01
Online ISSN: 1745-1337
DOI: 10.1587/transfun.E102.A.1473
Type of Manuscript: PAPER
Category: Digital Signal Processing
error feedback,  l2-scaling,  pole sensitivity,  quasi-Newton algorithm,  roundoff noise,  state-space digital filter,  

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This paper deals with the problem of minimizing roundoff noise and pole sensitivity simultaneously subject to l2-scaling constraints for state-space digital filters. A novel measure for evaluating roundoff noise and pole sensitivity is proposed, and an efficient technique for minimizing this measure by jointly optimizing state-space realization and error feedback is explored, namely, the constrained optimization problem at hand is converted into an unconstrained problem and then the resultant problem is solved by employing a quasi-Newton algorithm. A numerical example is presented to demonstrate the validity and effectiveness of the proposed technique.