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H-infinity sub-optimal causal FIR inverse filter via LMI

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This computes the optimal inverse filter minimizing the H-infinity norm of the error system via LMI.



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

DFDESIGN_W_LMI computes the H-infinity optimal inverse FIR filter of phi(z).
The resulting filter minimizes the H-infinity norm of the error system
E_w(z) = [z^(-d) - psi(z)phi(z)]w(z).
The LMI method based on KYP lemma is used in this function.

phi: target system (discrete-time), SS or TF format
w: weighting function, SS or TF format
d: delay, non negative number
n: length of the FIR filter, positive integer

psi: resulting inverse FIR 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.

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