A new technique for digital filter design is presented. Based on the singular value decomposition of the Hankel matrix, balanced realisation and all-pass functions, an IIR filter is obtained via an optimal Hankel–norm approximation. The error between the optimal filter with order r and the desired filter is found to be equal to the (r + l)th singular value of the Hankel matrices. The designed low-pass filter and the differentiator are given to illustrate the proposed design algorithm.
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Chen et al. (1992) studied this question.
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