Communications in Information and Systems

Volume 2 (2002)

Number 4

A unified quadratic semi-infinite programming approach to time and frequency domain constrained digital filter design

Pages: 399 – 410

DOI: http://dx.doi.org/10.4310/CIS.2002.v2.n4.a5

Authors

Y. Liu (Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong)

C. H. Tseng (School of Engineering, University of Warwick, Coventry, United Kingdom)

K. L. Teo (Department of Applied Mathematics, and Centre for Multimedia Singal Processing, Hong Kong Polytechnic University, Kowloon, Hong Kong)

Abstract

A unified quadratic semi-infinite programming approach is introduced to solve digital filter design problems with time or frequency-domain specification. An algorithm based on this approach is developed and the corresponding convergence result is presented. This computational method is then applied to the optimum filter design problems subject to time and frequency domain specifications, namely the time domain envelope constrained filter design problems and the frequency-domain least square FIR filter design problems. For illustration, two examples are given.

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