A projection based constrained optimization technique for one shot optimal design of stable 1-D and separable 2-D IIR filters

A new computer aided technique for the single pass optimal design of stable one dimensional infinite impulse response (IIR) filters is proposed. The method is also applied to the single pass design of stable two dimensional (2-D) filters. The problem is formulated as a constrained non-linear programming operation subject to a convex set of constraints. In the one dimensional (1-D) case, the objective function is a convex function of the filter parameters which insures that the final design is a constrained global optimum. Stability is insured by use of a projection algorithm which continually adjusts any estimates which exceed the constraint boundaries.