Abstract
This paper is concerned with an H 2 optimal envelope-constrained (EC) finite impulse response (FIR) filtering problem. The aim is to design an FIR filter such that the H 2 norm of the combined filter and fixed noise shaping filter is minimized subject to the constraint that for a given input to the filter, its noiseless output is contained or bounded in a prescribed envelope. The filter design problem is formulated as a standard optimization with linear matrix inequality (LMI) constraints. Futhermore, by relaxing the H 2 optimal norm constraint, we propose a robust ECFIR filter design algorithm based on the LMI approach.
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