We present a new semideenite 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 ...

In this paper, given the early-time response and the low-frequency response of a causal system, we simultaneously extrapolate them in the time and frequency domains. The approach is iterative and is based on a simple discrete Fourier transform. Simultaneous extrapolation in time and frequency domains is further enhanced by using the matrix pencil technique in the time domain and the Cauchy meth...