Frequency-Selective KYP Lemma, IIR Filter, and Filter Bank Design

For a transfer function F(e^jomega) of order n , Kalman-Yakubovich-Popov (KYP) lemma characterizes a general intractable semi-infinite programming (SIP) condition by a tractable semidefinite programming (SDP) for the entire frequency range. Some recent results generalize this lemma for a certain frequency interval. All these SDP characterizations are given at the expense of the introduced Lyapunov matrix variable of dimension ntimesn. Consequently, formulation and design of high dimensional problem is challenging. Moreover, existing SDP characterizations for frequency-selective SIP (FS-SIP) do not allow to formulate synthesis problems as SDPs. In this paper, we propose a completely new SDP characterization of general FS-SIP involving SDPs of moderate size and free from Lyapunov variables. Furthermore, a systematic IIR filter and filter bank design is developed in a similar vein, with several simulations provided to validate the effectiveness of our SDP formulation.