A penalty approach to iterative algorithms for envelope constrained filter design

Author

Vo, B. ; Cantoni, A. ; Teo, K.L.

Author_Institution

Coop. Res. Center for Broadband Telecommun. & Networking, Curtin Univ. of Technol., Bentley, WA, Australia

Volume

45

Issue

7

fYear

1997

fDate

7/1/1997 12:00:00 AM

Firstpage

1869

Lastpage

1873

Abstract

The discrete-time envelope-constrained (EC) filtering problem can be formulated as a quadratic programming (QP) problem with affine inequality constraints. This QP problem is approximated by an unconstrained minimization problem with two parameters. Descent direction-based algorithms are applied to solve the unconstrained problem iteratively. It is shown that these algorithms converge

Keywords

adaptive filters; convergence of numerical methods; digital filters; iterative methods; minimisation; quadratic programming; affine inequality constraints; descent direction-based algorithms; discrete-time envelope-constrained filtering problem; envelope constrained filter design; iterative algorithms; penalty approach; quadratic programming; unconstrained minimization problem; unconstrained problem; Algorithm design and analysis; Convergence; Costs; Filtering; Finite impulse response filter; Iterative algorithms; Least squares approximation; Quadratic programming; Signal design; Signal processing algorithms;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.599963

Filename

599963