L2 signal reconstruction with FIR and steady-state behavior constraints

Yaron Levinson, Leonid Mirkin

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

The problem of recovering an analog signal from discrete measurements, known as signal reconstruction, can be formulated as a sampled-data L 2 fixed-lag smoothing problem. In this paper the problem is solved under the constraint that the reconstructor is an FIR (finite impulse response) system. An analytic and numerically stable solution, whose computational complexity is linear in the length of the reconstructor impulse response, is derived. The formulation can accommodate steady-state constraints via the use of weights with imaginary axis eigenvalues and imposing the stability requirement on the error system.

Original languageEnglish
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PublisherInstitute of Electrical and Electronics Engineers
Pages7287-7292
Number of pages6
ISBN (Print)9781612848006
DOIs
StatePublished - 1 Jan 2011
Externally publishedYes
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: 12 Dec 201115 Dec 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Country/TerritoryUnited States
CityOrlando, FL
Period12/12/1115/12/11

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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