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Mixed H^2/H^∞ optimal signal reconstruction in noisy filter banks

Vikalo, Haris and Hassibi, Babak and Kailath, Thomas (2000) Mixed H^2/H^∞ optimal signal reconstruction in noisy filter banks. In: 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. Vol.1. IEEE , Piscataway, NJ, pp. 500-503. ISBN 0-7803-6293-4.

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We study the design of synthesis filters in noisy filter bank systems using an H^∞ estimation point of view. The H^∞ approach is most promising in situations where the statistical properties of the disturbances (arising from quantization, compression, etc.) in each subband of the filter bank are unknown, or are too difficult to model and analyze. For arbitrary analysis polyphase matrices, standard state-space H∞ techniques can be employed to obtain numerical solutions. When the synthesis filters are restricted to being FIR, as is often the case in practice, the design can be cast as a finite-dimensional semi-definite program. In this case, we can effectively exploit the inherent non-uniqueness of the H∞ solution to optimize for an additional average performance and thus obtain mixed H^2/H^∞ optimal FIR synthesis filters.

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Additional Information:© 2000 IEEE. This work was supported in part by AFOSR under grant F49620-95-1-0525 and NSF under contract ECS-9529325.
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Air Force Office of Scientific Research (AFOSR)F49620-95-1-0525-P00001
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:55302
Deposited By: Shirley Slattery
Deposited On:27 Feb 2015 18:20
Last Modified:10 Nov 2021 20:44

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