TY - GEN
T1 - L2 signal reconstruction with FIR and steady-state behavior constraints
AU - Levinson, Yaron
AU - Mirkin, Leonid
PY - 2011/1/1
Y1 - 2011/1/1
N2 - 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.
AB - 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.
UR - https://www.scopus.com/pages/publications/84859984386
U2 - 10.1109/CDC.2011.6161505
DO - 10.1109/CDC.2011.6161505
M3 - Conference contribution
AN - SCOPUS:84859984386
SN - 9781612848006
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 7287
EP - 7292
BT - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PB - Institute of Electrical and Electronics Engineers
T2 - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Y2 - 12 December 2011 through 15 December 2011
ER -