Optimal design of IIR digital filters with robust stability using conic-quadraticprogramming updates

Abstract

In this paper, minimax design of infinite-impulse-response (IIR) filters with prescribed stability margin is formulated as a conic quadratic programming (CQP) problem. CQP is known as a class of well-structured convex programming problems for which efficient interior-point solvers are available. By considering factorized denominators, the proposed formulation incorporates a set of linear constraints that are sufficient and near necessary for the IIR filter to have a prescribed stability margin. A second-order cone condition on the magnitude of each update that ensures the validity of a key linear approximation used in the design is also included in the formulation and eliminates a line-search step. Collectively, these features lead to improved designs relative to several established methods. The paper then moves on to extend the proposed design methodology to quadrantally symmetric two-dimensional (2-D) digital filters. Simulation results for both one-dimensional (1-D) and 2-D cases are presented to illustrate the new design algorithms and demonstrate their performance in comparison with several existing methods.