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H-infinity sub-optimal causal IIR inverse filter



03 Feb 2011 (Updated )

This computes the ptimal inverse filter minimizing the H-infinity norm of the error system.

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[psi gopt] = dfdesign_w(phi, w, d);

DFDESIGN_W computes the H-infinity optimal inverse filter of a given filter phi(z).
The resulting filter psi(z) minimizes the H-infinity norm of the error system
E_w(z) = [z^(-d) - psi(z)phi(z)]w(z).

If an error occurs, use "dfdesign_w_lmi.m".

phi: target system (discrete-time), SS or TF object
w: weighting function, SS or TF object
d: reconstruction delay, non negative number

psi: resulting inverse filter
gopt: optimal value

This is based on the following paper:
M. Nagahara and Y. Yamamoto,
H-infinity optimal approxmation for causal spline interpolation,
Signal Processing, Vol. 91, No. 2, pp. 176-184, 2011.

Required Products Control System Toolbox
Robust Control Toolbox
MATLAB release MATLAB 7.8 (R2009a)
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04 Feb 2011

Corrections in Description

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