Min-Max Design of FIR Digital Filters by Semidefinite Programming
Information Theory
2013-08-12 v1 Systems and Control
math.IT
Optimization and Control
Abstract
In this article we consider two problems: FIR (Finite Impulse Response) approximation of IIR (Infinite Impulse Response) filters and inverse FIR filtering of FIR or IIR filters. By means of Kalman-Yakubovich-Popov (KYP) lemma and its generalization (GKYP), the problems are reduced to semidefinite programming described in linear matrix inequalities (LMIs). MATLAB codes for these design methods are given. An design example shows the effectiveness of these methods.
Keywords
Cite
@article{arxiv.1308.2013,
title = {Min-Max Design of FIR Digital Filters by Semidefinite Programming},
author = {Masaaki Nagahara},
journal= {arXiv preprint arXiv:1308.2013},
year = {2013}
}
Comments
MATLAB codes are available at http://www-ics.acs.i.kyoto-u.ac.jp/mat/fdf/