FIR Filter Design via Semide nite Programming and Spectral Factorization
نویسندگان
چکیده
We present a new semide nite programming approach to FIR lter design with arbitrary upper and lower bounds on the frequency response magnitude. It is shown that the constraints can be expressed as linear matrix inequalities (LMIs), and hence they can be easily handled by recent interior-point methods. Using this LMI formulation, we can cast several interesting lter design problems as convex or quasi-convex optimization problems, e.g., minimizing the length of the FIR lter and computing the Chebychev approximation of a desired power spectrum or a desired frequency response magnitude on a logarithmic scale.
منابع مشابه
1. FIR Filter Design via Spectral Factorization and Convex Optimization 1 FIR Filter Design via Spectral Factorization and Convex Optimization
We consider the design of nite impulse response (FIR) lters subject to upper and lower bounds on the frequency response magnitude. The associated optimization problems, with the lter coe cients as the variables and the frequency response bounds as constraints, are in general nonconvex. Using a change of variables and spectral factorization, we can pose such problems as linear or nonlinear conve...
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