An Extended ε-Perturbation Method to the Problem of Semi-Infinite Quadratic Programming in Constrained FIR Filter Design

This paper is concerned with the design of peak constrained weighted least square error (PCWLSE) FIR filters. Successive use of Caratheodory´s theorem and Farkas´ lema leads us to a new approach which is an extended epsiv-perturbation method to solve the resultant semi-infinite quadratic optimization problems of this type of filter design. The approach does not need the calculation of Lagrange multipliers which may require the inversion of ill-conditioned matrixes. The new proposed method is able to deal with design of both symmetric and asymmetric FIR filters. The computational procedure is illustrated by solving an example