Title :
A low complexity SDP method for designing optimum compaction filters
Author :
Dumitrescu, Bogdan ; Popcca, C.
Author_Institution :
Dept. of Control & Comput., Politehnica Univ. of Bucharest, Romania
Abstract :
We propose a new technique for finding the optimum FIR compaction filter adapted to signal statistics. The main novelty of our approach is the transformation of the original problem into the maximum eigenvalue minimization of a parameterized Toeplitz matrix, with only O(N) variables. This is a typical application of semidefinite programming (SDP) and may be solved with reliable interior-point algorithms. Our algorithm is to be compared with the method of Tuqan and Vaidyanathan (1998), which has O(N2) variables. The numerical experiments show that the optimum compaction filter is obtained with good numerical accuracy and convenient execution time for filters of order up to 100
Keywords :
FIR filters; Toeplitz matrices; channel bank filters; computational complexity; eigenvalues and eigenfunctions; minimisation; statistical analysis; design; execution time; low complexity SDP method; maximum eigenvalue minimization; numerical accuracy; optimum FIR compaction filter; optimum compaction filters; parameterized Toeplitz matrix; reliable interior-point algorithms; semidefinite programming; signal statistics; Autocorrelation; Channel bank filters; Compaction; Design methodology; Eigenvalues and eigenfunctions; Electronic mail; Filter bank; Finite impulse response filter; Signal design; Statistics;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-6293-4
DOI :
10.1109/ICASSP.2000.862031