A Closed Form Solution to L2-Sensitivity Minimization of Second-Order Digital Filters Subject to L2-Scaling Constraints

Author(s):  
Shunsuke Yamaki ◽  
Masahide Abe ◽  
Masayuki Kawamata
1990 ◽  
Vol 22 (03) ◽  
pp. 612-626
Author(s):  
Dawei Huang

The existence and properties of a general ARMA (p, q) process, whose autocovariances, up to lag p, and impulse coefficients, up to lag q, coincide with some given values, are shown. A closed-form solution is obtained. Based on this, the maximal entropy property for ARMA process and the relation and difference between ARMA maximal entropy approximation and extended Padé approximation are discussed. This method may be used for the design of digital filters and for ARMA spectral estimation.


1990 ◽  
Vol 22 (3) ◽  
pp. 612-626 ◽  
Author(s):  
Dawei Huang

The existence and properties of a general ARMA (p, q) process, whose autocovariances, up to lag p, and impulse coefficients, up to lag q, coincide with some given values, are shown. A closed-form solution is obtained. Based on this, the maximal entropy property for ARMA process and the relation and difference between ARMA maximal entropy approximation and extended Padé approximation are discussed. This method may be used for the design of digital filters and for ARMA spectral estimation.


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