Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
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This paper presents closed-form formulas for the evaluation of the gradient vector and the Hessian matrix of an IIR transfer function. These formulas are then used in a modified Newton optimization algorithm for the optimal design of IIR digital filters in the Lp-norm sense. The method is expected to be useful in designing digital filters with arbitrary amplitude and phase responses. Issues concerninlg the selection of initial point and stability of the filter designed are addressed. Design examples are included to illustrate the use of the proposed closed-form formulas.