Title :
A robust initialization scheme for the Remez exchange algorithm
Author :
Psarakis, Emmanouil Z. ; Moustakides, George V.
Author_Institution :
Dept. of Bus. Planning & Inf. Syst., TEI of Patras, Greece
Abstract :
A well-known least squares optimum approximation method is proposed as an efficient initialization scheme for the Remez exchange algorithm. More specifically, we theoretically demonstrate that the "don\´t care" least squares optimum solution guarantees, inside the bands of interest, the correct number of alternating in-sign extrema of the error function, thus satisfying one of the two basic conditions that are sufficient for obtaining the L/sub /spl infin// optimum solution. Although convergence of Remez: is theoretically assured, its practical implementations may fail to converge in "difficult" design problems when classical initialization is used. In particular, Matlab\´s realization of Remez, when initialized with the proposed scheme, exhibits a significantly better overall performance that translates into faster convergence and more robust behavior, especially in difficult design problems.
Keywords :
convergence of numerical methods; filtering theory; least squares approximations; Remez exchange algorithm; alternating in-sign extrema; convergence; error function; least squares optimum approximation method; robust behavior; robust initialization scheme; Approximation methods; Chebyshev approximation; Design methodology; Digital filters; Filtering theory; Finite impulse response filter; Iterative algorithms; Least squares approximation; Least squares methods; Robustness;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2002.806701