Projected least-squares algorithms for constrained FIR filter design

IEEE Transactions on Circuits and Systems I: Regular Papers

Volumn 52, Issue 11, 2005, Pages 2436-2443

  Lai, Xiaoping ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Active set method; Constrained finite impulse response (FIR) filter design; Interior point method; Least squares approximatiom quadratic programming (QP)

Indexed keywords

ALGORITHMS; CHEBYSHEV APPROXIMATION; CONSTRAINT THEORY; FREQUENCY DOMAIN ANALYSIS; LEAST SQUARES APPROXIMATIONS; QUADRATIC PROGRAMMING; TIME DOMAIN ANALYSIS;

ACTIVE SET METHOD; CONSTRAINED FIR FILTER DESIGN; INTERIOR POINT METHOD;

FIR FILTERS;

EID: 28444441289     PISSN: 10577122     EISSN: None     Source Type: Journal    
DOI: 10.1109/TCSI.2005.853907     Document Type: Article

References (21)

1. J. W. Adams, "FIR digital filters with least squares stop bands subject to peak-gain constraints," IEEE Trans. Circuits Syst., vol. 39, no. 4, pp. 376-388, 1991.
2. E. D. Anderson, The MOSEK Optimization Toolbox for MATLAB Version 3.1. User's Guide and Reference Manual, MOSEK ApS, Denmark, 1999-2002.
3. S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge, U.K.: Cambridge Univ. Press, 2004.
4. C. S. Burrus, J. A. Barreto, and I. W. Selesnick, "Iterative reweighted least-squares design of FIR filters," IEEE Trans. Signal Process., vol. 42, no. 11, pp. 2926-2936, 1994.
5. T. F. Coleman, M. A. Branch, and A. Grace, Optimization Toolbox for Use with MATLAB. User's Guide. Version 2. Natick, MA: The Math-Works Inc., 1999.
6. H. H. Dam, K. L. Teo, S. Nordebo, and A. Cantoni, "The dual parameterization approach to optimal least square FIR filter design subject to maximum error constraints," IEEE Trans. Signal Process., vol. 48, no. 8, pp. 2314-2320, Aug. 2000.
7. K. Fujisawa, Y. Futakata, M. Kojima, K. Nakata, and M. Yamashita, SDPA-M (semidefinite programming algorithm in MATLAB) user's manual - Version 2.00, in Research Reports on Mathematical and Computing Sciences, Series B: Operation Res., Dep. Math. and Computing Sci., Tokyo Institute of Technol., Japan.
8. P. E. Gill, W. Murray, and M. H. Wright, Numerical Linear Algebra and Optimization. Reading, MA: Addison-Wesley, 1991, vol. 1.
9. P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright, "Procedures for optimization problems with a mixture of bounds and general linear constraints," ACM Trans. Mathematical Software, vol. 10, no. 3, pp. 282-298, 1984.
10. D. Goldfarb and A. Idnani, "A numerically stable dual method for solving strictly convex quadratic programs," Mathematical Programming, vol. 27, pp. 1-33, 1983.
11. G. C. Goodwin and K. S. Sin, Adaptive Filtering Prediction and Control. Englewood Cliffs, NJ: Prentice-Hall, 1984, sec. 3.
12. M. Lang, "Algorithms for the constrained design of digital filters with arbitrary magnitude and phase responses," Ph.D. dissertation, Technische Universität Wien, Wien, Austria, 1999.
13. Y. C. Lim, J. H. Lee, C. K. Chen, and R. H. Yang, "A weighted least squares algorithm for quasi-equiripple FIR and IIR digital filter design," IEEE Trans. Signal Process., vol. 40, no. 3, pp. 551-558, 1992.
14. M. S. Lobo, L. Vandenberghe, S. Boyd, and H. Lebret, "Applications of second-order cone programming," Linear Algebra and its Applications, vol. 284, pp. 193-228, Nov. 1998.
15. S. C. Pei, C. C. Tseng, and W. S. Yang, "FIR filter designs with linear constraints using the eigenfilter approach," IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 45, no. 2, pp. 232-237, 1998.
16. I. W. Selesnick, M. Lang, and C. S. Burrus, "Constrained least square design of FIR filter without specified transition bands," IEEE Trans. Signal Process., vol. 44, no. 8, pp. 1879-1892, 1995.
17. I. W. Selesnick, M. Lang, and C. S. Burrus, "A modified algorithm for constrained least square design of multiband FIR filters without specified transition bands," IEEE Trans. Signal Process., vol. 46, no. 2, pp. 497-501, Feb. 1998.
18. J. F. Sturm. (1999) Using SeDuMi 1.02, A MATLAB toolbox for optimization over sysmmetric cones (updated for version 1.05). Optimization methods and software [online], pp. 625-653. Available: http://wwwfew.kub.nl/ sturm/software/sedumi.html
19. P. P. Vaidyanathan, "Eigenfilters: A new approach to least-squares FIR filter design and applications including Nyquist filters," IEEE Trans. Circuits Syst., vol. 34, no. 1, pp. 11-23, 1987.
20. L. Vandenberghe and S. Boyd, "Semidefinite programming," SIAM Rev., vol. 38, no. 1, pp. 49-95, 1996.
21. S. J. Wright, Primal-Dual Interior Point Methods. Philadelaphia, PA: SIAM, 1997.