Minimization of L2-sensitivity for state-space digital filters subject to L2-scaling constraints

A new approach to the problem of minimizing L₂-sensitivity subject to L₂-norm scaling constraints for state-space digital filters is proposed. Using linear-algebraic techniques, the problem at hand is converted into an unconstrained optimization problem, and the unconstrained problem obtained is then solved by applying an efficient quasi-Newton algorithm. Computer simulation results are presented to demonstrate the effectiveness of the proposed technique.