An algorithm for identification of FIR systems with bounded frequency response

Incorporation of a semi-infinite frequency domain inequality constraint into the finite impulse response system identification problem is studied. Kuhn-Tucker optimality conditions are used to derive a solution to a subproblem with inequality constraint at a single frequency. Inspired by this result a suboptimal method based on modification of the least squares equations of the corresponding unconstrained problem by systematically adding components to the regressor correlation matrix until the constraint is fulfilled is proposed for solving the original problem with semi-infinite constraint.