FIR filter design by iterative convex relaxations with rank refinement
Proceedings of the 22nd Signal Processing and Communications Applications Conference, SIU 2014
654 - 657
Item Usage Stats
Finite impulse response (FIR) filters have been a primary topic of digital signal processing since their inception. Although FIR filter design is an old problem, with the developments of fast convex solvers, convex modelling approach for FIR filter design has become an active research topic. In this work, we propose a new method based on convex programming for designing FIR filters with the desired frequency characteristics. FIR filter design problem, which is modelled as a non-convex quadratically constrained quadratic program (QCQP), is transformed to a semidefinite program (SDP). By relaxing the constraints, a convex programming problem, which we call RSDP(Relaxed Semidefinite Program), is obtained. Due to the relaxation, solution to the RSDPs fails to be rank-1. Typically used rank-1 approximations to the obtained RSDP solution does not satisfy the constraints. To overcome this issue, an iterative algorithm is proposed, which provides a sequence of solutions that converge to a rank-1 matrix. Conducted experiments and comparisons demonstrate that proposed method successfully designs FIR filters with highly flexible frequency characteristics.
Quadratically constrained quadratic programming
Convex programming problems
Published Version (Please cite this version)http://dx.doi.org/10.1109/SIU.2014.6830314
Showing items related by title, author, creator and subject.
Cicekli, I. (Elsevier, 1998)A compiler-based meta-level system for MetaProlog language is presented. Since MetaProlog is a meta-level extension of Prolog, the Warren Abstract Machine (WAM) is extended to get an efficient implementation of meta-level ...
Kian, Ramer; Kargar, Kamyar (Elsevier, 2016)In this paper, we study the hub location problem with a power-law congestion cost and propose an exact solution approach. We formulate this problem in a conic quadratic form and use a strengthening method which rests on ...
Dayanık, S.; Yu, A. J. (2013)Any intelligent system performing evidence-based decision making under time pressure must negotiate a speed-accuracy trade-off. In computer science and engineering, this is typically modeled as minimizing a Bayes-risk ...