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

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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.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, P.R. China

    Liping Zhang

  2. Department of Mathematics, National Cheng Kung University, Tainan, Taiwan

    Soon-Yi Wu

  3. National Center for Theoretical Sciences, Tainan, Taiwan

    Soon-Yi Wu

Authors
  1. Liping Zhang
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  2. Soon-Yi Wu
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Correspondence to Soon-Yi Wu.

Additional information

This paper is dedicated to Professor Liqun Qi on the occasion of his 65th birthday.

The first author’s work was supported by NSFC grant (Nos. 10871113, 10801087).

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Zhang, L., Wu, SY. A new approach to the weighted peak-constrained least-square error FIR digital filter optimal design problem. Comput Optim Appl 50, 445–461 (2011). https://doi.org/10.1007/s10589-010-9385-8

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  • DOI: https://doi.org/10.1007/s10589-010-9385-8

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