FIR filter order reduction: balanced model truncation and Hankel-norm optimal approximation

摘要

Two different algorithms for approximating FIR by IIR filters are treated: truncation of the balanced model and the Hankel-norm optimal approximation. Both are assessed for approximation fidelity, as well as for intrinsic computational efficiency. Examples show surprisingly good relative performance of the balanced model truncation, suggesting that frequently this method will be operationally preferable.