Title :
Application of quadratic programming to FIR digital filter design problems
Author :
Adams, John W. ; Sullivan, James L. ; Gleeson, David R. ; Chang, P.H. ; Hashemi, R.
Author_Institution :
Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
fDate :
31 Oct-2 Nov 1994
Abstract :
Quadratic programming problems have long been of interest in the business community. Quadratic programming is often used as the basis for “program trading” where stocks are automatically bought and sold by mutual funds to optimize profits. Quadratic programming algorithms can also be used to optimize digital filters, as discussed in this paper. We present the generalized multiple exchange (GME), simplified generalized multiple exchange (SGME) and modified generalized multiple exchange (MGME) algorithms for designing constrained least-squares (CLS) filters. The CLS filters are generalizations of the popular minimax and least-squares filters. The CLS filters are important not only because of their generality, but also because they are needed for many practical applications
Keywords :
FIR filters; filtering theory; least mean squares methods; minimax techniques; quadratic programming; FIR digital filter design; GME algorithm; MGME algorithm; SGME algorithm; constrained least-squares filters; generalized multiple exchange; minimax filters; modified generalized multiple exchange; quadratic programming algorithms; simplified generalized multiple exchange; Application software; Band pass filters; Constraint optimization; Digital filters; Finite impulse response filter; Frequency; Mutual funds; Passband; Postal services; Quadratic programming;
Conference_Titel :
Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-6405-3
DOI :
10.1109/ACSSC.1994.471467
