On designing H∞ filters with circular pole and error variance constraints

Copyright [2003] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we deal with the problem of designing a H∞ filter for discrete-time systems subject to error variance and circular pole constraints. Specifically, we aim to design a filter such that the H∞ norm of the filtering error-transfer function is not less than a given upper bound, while the poles of the filtering matrix are assigned within a prespecified circular region, and the steady-state error variance for each state is not more than the individual prespecified value. The filter design problem is formulated as an auxiliary matrix assignment problem. Both the existence condition and the explicit expression of the desired filters are then derived by using an algebraic matrix inequality approach. The proposed design algorithm is illustrated by a numerical example

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Optimal channel equalization for filterbank transceivers in presence of white noise

Filterbank transceivers are widely employed in data communication networks to cope with inter-symbol-interference (ISI) through the use of redundancies. This dissertation studies the design of the optimal channel equalizer for both time-invariant and time-varying channels, and wide-sense stationary (WSS) and possible non-stationary white noise processes. Channel equalization is investigated via the filterbank transceivers approach. All perfect reconstruction (PR) or zero-forcing (ZF) receiver filterbanks are parameterized in an affine form, which eliminate completely the ISI. The optimal channel equalizer is designed through minimization of the mean-squared-error (MSE) between the detected signals and the transmitted signals. Our main results show that the optimal channel equalizer has the form of state estimators, and is a modified Kalman filter. The results in this dissertation are applicable to discrete wavelet multitone (DWMT) systems, multirate transmultiplexers, orthogonal frequency division multiplexing (OFDM), and direct-sequence/spread-spectrum (DS/SS) based code division multiple access (CDMA) networks. Design algorithms for the optimal channel equalizers are developed for different channel models, and white noise processes, and simulation examples are worked out to illustrate the proposed design algorithms

Norm induced QMF banks design using LMI constraints

This paper presents constrained ℓ₂ norm and L _∞ norm optimal QMF banks designs. Both methods cast the design problems as a linear objective function minimization problem subject to Linear Matrix Inequality (LMI) constraints, which are solved by semi-definite programming. The LMI constraints are shown to be convex. Consequently, the designed QMF banks are globally optimal with respect to the objective function

Code-division multiplexing

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004.Includes bibliographical references (p. 395-404).(cont.) counterpart. Among intra-cell orthogonal schemes, we show that the most efficient broadcast signal is a linear superposition of many binary orthogonal waveforms. The information set is also binary. Each orthogonal waveform is generated by modulating a periodic stream of finite-length chip pulses with a receiver-specific signature code that is derived from a special class of binary antipodal, superimposed recursive orthogonal code sequences. With the imposition of practical pulse shapes for carrier modulation, we show that multi-carrier format using cosine functions has higher bandwidth efficiency than the single-carrier format, even in an ideal Gaussian channel model. Each pulse is shaped via a prototype baseband filter such that when the demodulated signal is detected through a baseband matched filter, the resulting output samples satisfy the Generalized Nyquist criterion. Specifically, we propose finite-length, time overlapping orthogonal pulse shapes that are g-Nyquist. They are derived from extended and modulated lapped transforms by proving the equivalence between Perfect Reconstruction and Generalized Nyquist criteria. Using binary data modulation format, we measure and analyze the accuracy of various Gaussian approximation methods for spread-spectrum modulated (SSM) signalling ...We study forward link performance of a multi-user cellular wireless network. In our proposed cellular broadcast model, the receiver population is partitioned into smaller mutually exclusive subsets called cells. In each cell an autonomous transmitter with average transmit power constraint communicates to all receivers in its cell by broadcasting. The broadcast signal is a multiplex of independent information from many remotely located sources. Each receiver extracts its desired information from the composite signal, which consists of a distorted version of the desired signal, interference from neighboring cells and additive white Gaussian noise. Waveform distortion is caused by time and frequency selective linear time-variant channel that exists between every transmitter-receiver pair. Under such system and design constraints, and a fixed bandwidth for the entire network, we show that the most efficient resource allocation policy for each transmitter based on information theoretic measures such as channel capacity, simultaneously achievable rate regions and sum-rate is superposition coding with successive interference cancellation. The optimal policy dominates over its sub-optimal alternatives at the boundaries of the capacity region. By taking into account practical constraints such as finite constellation sets, frequency translation via carrier modulation, pulse shaping and real-time signal processing and decoding of finite-length waveforms and fairness in rate distribution, we argue that sub-optimal orthogonal policies are preferred. For intra-cell multiplexing, all orthogonal schemes based on frequency, time and code division are equivalent. For inter-cell multiplexing, non-orthogonal code-division has a larger capacity than its orthogonalby Ceilidh Hoffmann.Ph.D

Induced norm optimal multirate filter bank design using LMI constraints

The focus of our research was the design of induced norm optimal two-channel multirate filter banks using LMIs. In our research the l2 norm, L∞ norm and H∞ norm were used as the design criteria for two-channel filter bank design. To design QMF banks, we optimized the stopband attenuation level of the individual subband filter, the allowable maximal ripple size of the reconstruction error, and the l2 norm of the impulse response sequence of the FIR lowpass filter. The constraints for the three minimization objectives were converted into LMIs. The H∞ norm was employed when the multirate filter bank design problem was converted into a model-matching design problem. The H∞ optimal model-matching design problem was converted to a series of LMIs. The above LMI constrained optimization problems were solved by semi-definite programmings. The solutions of the l2 and L∞ norm optimal design were globally optimal. The most attractive part of the H∞ optimization result was the stable two-channel filter banks where the passband of the IIR synthesis subband filter was nearly linear phase; the analysis subband filter was an exactly linear phase FIR or a nearly linear phase IIR filter. As a result, the overall filter banks were approximately linear phase. The magnitude, phase and aliasing distortions were all incorporated in the H∞ optimal design procedure