Moving horizon design of discrete coefficient FIR filters

Author

Quevedo, Daniel E. ; Goodwin, Graham C.

Author_Institution

Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Callaghan, NSW, Australia

Volume

53

Issue

6

fYear

2005

fDate

6/1/2005 12:00:00 AM

Firstpage

2262

Lastpage

2267

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.

Keywords

FIR filters; computational complexity; quadratic programming; sigma-delta modulation; signal processing; computational complexity; digital filter wordlength effect; discrete coefficient FIR filter; least mean square method; moving horizon optimization approach; quadratic programming; sigma-delta modulation; Brain modeling; Computational modeling; Costs; Design methodology; Design optimization; Finite impulse response filter; Frequency; Least mean squares methods; Least squares approximation; Optimization methods; Digital filter wordlength effects; least mean square methods; moving horizon optimization; optimization methods; quadratic programming; quantized coefficients; sigma-delta modulation;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/TSP.2005.847856

Filename

1433155