Analysis and Minimization of <i>l</i><sub>2</sub>-Sensitivity for Block-State Realization of IIR Digital Filters

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<p>Block-state realization of state-space digital filters offers reduced implementation complexity relative to canonical state-space filters while filter's internal structure remains accessible. In this paper, we present a quantitative analysis on l2 coefficient sensitivity of block-state digital filters. Based on this, we develop two techniques for minimizing average l2-sensitivity subject to l2-scaling constraints. One of the techniques is based on a Lagrange function and some matrix-theoretic techniques. The other solution method converts the problem at hand into an unconstrained optimization problem which is solved by using an efficient quasi-Newton algorithm where the key gradient evaluation is done in closed-form formulas for fast and accurate execution of quasi-Newton iterations. A case study is presented to demonstrate the validity and effectiveness of the proposed techniques.</p>

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