A PENALTY APPROACH TO ITERATIVE ALGORITHMS FOR ENVELOPE CONSTRAINED FILTER DESIGN

Authors
VO B CANTONI A TEO KL
Citation
B. Vo et al., A PENALTY APPROACH TO ITERATIVE ALGORITHMS FOR ENVELOPE CONSTRAINED FILTER DESIGN, IEEE transactions on signal processing, 45(7), 1997, pp. 1869-1873
Citations number
14
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
45
Issue
7
Year of publication
1997
Pages
1869 - 1873
Database
ISI
SICI code
1053-587X(1997)45:7<1869:APATIA>2.0.ZU;2-Y
Abstract
The discrete-time envelope-constrained (EC) filtering problem can be f ormulated as a quadratic programming (QP) problem with affine inequali ty constraints, This QP problem is approximated by an unconstrained mi nimization problem with two parameters, Descent direction-based algori thms are applied to solve the unconstrained problem iteratively. It is shown that these algorithms converge.