The dual parameterization approach to optimal least square FIR filter design subject to maximum error constraints
The dual parameterization approach to optimal least square FIR filter design subject to maximum error constraints
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DOI：
10.1109/78.852012
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发表时间：
2000-08
期刊：
影响因子：
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通讯作者：
H. H. Dam-H.;K. Teo;S. Nordebo;A. Cantoni
中科院分区：
文献类型：
--
作者：
H. H. Dam-H.;K. Teo;S. Nordebo;A. Cantoni
本文讨论了在最大误差约束下，使加权最小平方误差最小的线性相位有限冲激响应（FIR）数字滤波器的设计问题。设计问题被配制成一个半无限二次优化问题。利用新发展的对偶参数化方法，结合Caratheodory维数定理，得到了一个等价的对偶有限维优化问题。建立了原始问题和对偶问题之间的联系。设计了一种求解对偶有限维优化问题的计算方法。原问题的最优解可以很容易地从对偶最优解中得到。为了说明，使用所提出的计算程序解决的例子。
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.