A sequential constrained least-squares method to minimax design of stable IIR digital filters

Much attention has been paid to minimax design of infinite impulse response digital filters during past decades. In this paper, a design procedure that combines a sequential constrained least-squares method and a Steiglitz-McBride scheme is presented. In this procedure, the minimax design problem is...

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Veröffentlicht in:Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference S. 5069 - 5073
Hauptverfasser: Xiaoping Lai, Zhiping Lin
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: IEEE 01.12.2009
Schlagworte:
Algorithm design and analysis
Constraint theory
Design methodology
Digital filters
Finite impulse response filter
IIR filters
Minimax techniques
Nonlinear filters
Quadratic programming
Stability
ISBN:9781424438716, 1424438713
ISSN:0191-2216
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Zusammenfassung:Much attention has been paid to minimax design of infinite impulse response digital filters during past decades. In this paper, a design procedure that combines a sequential constrained least-squares method and a Steiglitz-McBride scheme is presented. In this procedure, the minimax design problem is converted into a sequence of constrained least-squares problems, each of which is then resolved with a Steiglitz-McBride iterative scheme. What we are confronted with in each iteration of the design procedure is a circularly constrained quadratic program, the solution of which can be found by a recently developed efficient Goldfarb-Idnani based algorithm. To demonstrate the effectiveness of the presented design procedure, two filters with similar specifications as the Deczky's `benchmark' filter are designed, and comparisons with several existing methods are given.
ISBN:9781424438716
1424438713
ISSN:0191-2216
DOI:10.1109/CDC.2009.5400397