Optimal design of IIR digital filters with robust stability using conic quadratic programming

被引:0
|
作者
Lu, WS [1 ]
Hinamoto, T [1 ]
机构
[1] Univ Victoria, Dept Elect & Comp Engn, Victoria, BC V8W 2Y2, Canada
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D O I
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中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this paper minimax design of infinite-impulse-response (IIR) filters with prescribed stability margin is formulated as a conic quadratic programming (CQP) problem. CQP is known as a class of well-structured convex programming problems for which efficient interior-point solvers are available. By considering factorized denominators, the proposed formulation incorporates a set of linear constraints that are sufficient and near necessary for the IN filter to have a prescribed stability margin. Also included in the formulation is a second-order cone condition on the magnitude of each update that ensures the validity of a key linear approximation used in the design and eliminates a line-search step. Collectively, these features lead to improved designs relative to several established methods.
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页码:54 / 59
页数:6
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