Abstract
We present a linear matrix inequalities (LMI) formulation for the estimation-based approach to the design of adaptive FIR and IIR filters. LMI provide a convenient framework for the synthesis of multiobjective (H/sub 2//H/sub /spl infin//) control problems. Therefore, the H/sub /spl infin// disturbance attenuation criterion in the estimation-based adaptive algorithm can be easily augmented with the appropriate H/sub 2/ performance constraints. The question of internal stability of the overall system is also directly addressed as a by-product of the Lyapunov-based nature of the LMI formulation. We use an active noise cancellation scenario to study the main features of the proposed LMI solution.
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