Application of quadratic programming to FIR digital filter design problems

Author

Adams, John W. ; Sullivan, James L. ; Gleeson, David R. ; Chang, P.H. ; Hashemi, R.

Author_Institution

Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA

Volume

1

fYear

1994

fDate

31 Oct-2 Nov 1994

Firstpage

314

Abstract

Quadratic programming problems have long been of interest in the business community. Quadratic programming is often used as the basis for “program trading” where stocks are automatically bought and sold by mutual funds to optimize profits. Quadratic programming algorithms can also be used to optimize digital filters, as discussed in this paper. We present the generalized multiple exchange (GME), simplified generalized multiple exchange (SGME) and modified generalized multiple exchange (MGME) algorithms for designing constrained least-squares (CLS) filters. The CLS filters are generalizations of the popular minimax and least-squares filters. The CLS filters are important not only because of their generality, but also because they are needed for many practical applications

Keywords

FIR filters; filtering theory; least mean squares methods; minimax techniques; quadratic programming; FIR digital filter design; GME algorithm; MGME algorithm; SGME algorithm; constrained least-squares filters; generalized multiple exchange; minimax filters; modified generalized multiple exchange; quadratic programming algorithms; simplified generalized multiple exchange; Application software; Band pass filters; Constraint optimization; Digital filters; Finite impulse response filter; Frequency; Mutual funds; Passband; Postal services; Quadratic programming;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

0-8186-6405-3

Type

conf

DOI

10.1109/ACSSC.1994.471467

Filename

471467