OPTIMAL MATRIX-FILTER DESIGN

A matrix filter produces N output values given a block of N input valu es, Matrix filters are particularly useful for filtering short data re cords (e.g., N less than or equal to 20), In this correspondence, we i ntroduce a new set of matrix-filter design criteria and show that the design of a matrix filter ran be formulated as a convex optimization p roblem, Several examples are given of lowpass and bandpass designs as well as a Hilbert transformer design.