Dual parameterization approach to optimal least square FIR filter design subject to maximum error constraints

被引：24

作者：

Dam, Hai Huyen ^{[1
]}

Teo, Kok Lay ^{[1
]}

Nordebo, Sven ^{[1
]}

Cantoni, Antonio ^{[1
]}

机构：

[1] Univ of Karlskrona/Ronneby, Ronneby, Sweden

来源：

| 2000年 / IEEE, Piscataway, NJ, United States卷 / 48期

基金：

澳大利亚研究理事会;

关键词：

Algorithms - Constraint theory - Electric network synthesis - Error analysis - Least squares approximations - Mathematical models - Optimization - Signal to noise ratio;

D O I：

10.1109/78.852012

中图分类号：

学科分类号：

摘要：

This paper is concerned with the design of linear-phase finite impulse response (FIR) digital filters for which the weighted least square error is minimized, subject to maximum error constraints. The design problem is formulated as a semi-infinite quadratic optimization problem. Using a newly developed dual parameterization method in conjunction with the Caratheodory's dimensional theorem, an equivalent dual finite dimensional optimization problem is obtained. The connection between the primal and the dual problems is established. A computational procedure is devised for solving the dual finite dimensional optimization problem. The optimal solution to the primal problem can then be readily obtained from the dual optimal solution. For illustration, examples are solved using the proposed computational procedure.

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