A new approach to the weighted peak-constrained least-square error FIR digital filter optimal design problem

Authors:
Liping Zhang;Soon-Yi Wu
Affiliations:
Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China 100084;Department of Mathematics, National Cheng Kung University, Tainan, Taiwan and National Center for Theoretical Sciences, Tainan, Taiwan
Venue:
Computational Optimization and Applications
Year:
2011

Citing 5
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Abstract

This paper deals with the design of linear-phase finite impulse response (FIR) digital filters using weighted peak-constrained least-squares (PCLS) optimization. The PCLS error design problem is formulated as a quadratically constrained quadratic semi-infinite programming problem. An exchange algorithm with a new exchange rule is proposed to solve the problem. The algorithm provides the approximate optimal solution after a finite number of iterations. In particular, the subproblem solved at each iteration is a quadratically constrained quadratic programming. We can rewrite it as a conic optimization problem solvable in polynomial time. For illustration, numerical examples are solved using the proposed algorithm.