Moving horizon design of discrete coefficient FIR filters

Authors:
D.E. Quevedo;G.C. Goodwin
Affiliations:
Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Callaghan, NSW, Australia;-
Venue:
IEEE Transactions on Signal Processing
Year:
2005

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Abstract

We show how the discrete coefficient filter design problem can be solved with a moving horizon optimization approach. The computation time of this procedure is determined by the optimization horizon and does not grow exponentially with the filter length. ΣΔ design methods are a special case of the proposed procedure.