Design of cosine modulated filter banks using iterative Lagrange multiplier method

The design of cosine modulated filter banks with perfect reconstruction is formulated as the minimization of a quadratic function under filter-dependent linear constraints. It is shown that the reformulated optimization problem can be solved by an iterative Lagrange multiplier method in which the major part of each iteration is carried out in terms of a close-form formula. A design example is presented to demonstrate the effectiveness of the new method.