Designs of matrix notch filters for short data records

In this paper, the designs of matrix notch filters for short data records are presented. First, it is shown that the conventional IIR notch filter is not suitable for the filtering of short data records because of the occurrence of the transient state. To solve this problem, the designs of matrix notch filters are studied. Then, the constrained least squares method is applied to design optimal matrix notch filters. Finally, several numerical and application examples are demonstrated to show the effectiveness of the proposed design methods.