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Hankel-norm approximation of IIR by FIR models: a constructive method

journal contribution
posted on 06.12.2017, 00:00 by Li Chai, J Zhang, C Zhang, E Mosca
This paper presents a constructive method for (sub)optimal finite-impulse response (FIR) approximation of infinite-impulse response (IIR) models. The method minimizes the Hankel norm of the approximation error by using an explicit solution to the norm-preserved dilation problem. It has advantages over the existing methods in that it is a unified method for both single-input single-output and multiple-input multiple-output systems which allows direct tradeoff between the least-squares and Chebyshev error criteria by using a single tuning parameter, and that the approximation algorithm is constructive and only involves algebraic manipulations rather than iteration and convex optimization procedures. The lower and upper bounds on the l2 and Chebyshev norms of the approximation error are derived and are related to the tuning parameter. The problem of approximating noncausal IIR models by causal FIR models is also formulated and solved. The effectiveness and properties of the proposed algorithms are demonstrated by examples.

Funding

Category 2 - Other Public Sector Grants Category

History

Volume

55

Issue

2

Start Page

586

End Page

598

Number of Pages

13

ISSN

1549-8328

Location

Piscataway, United States

Publisher

Institute of Electrical and Electronics Engineers Inc

Language

en-aus

Peer Reviewed

Yes

Open Access

No

External Author Affiliations

Monash University; Nanyang Technological University; Not affiliated to a Research Institute; Universitá di Firenze, Italy; Wuhan ke ji da xue;

Era Eligible

Yes

Journal

IEEE transactions on circuits and systems. I, Regular papers.

Exports