A convex optimization method to solve a filter design problem

A convex optimization method to solve a filter design problem

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Article ID: iaor20141383
Volume: 255
Issue: 12
Start Page Number: 183
End Page Number: 192
Publication Date: Jan 2014
Journal: Journal of Computational and Applied Mathematics
Authors: ,
Keywords: programming: convex, design
Abstract:

In this paper, we formulate the feasibility problem corresponding to a filter design problem as a convex optimization problem. Combined with a bisection rule, this leads to an algorithm for minimizing the design parameter in the filter design problem. A safety margin is introduced to solve the numerical difficulties when solving this type of problem numerically. Numerical experiments illustrate the validity of this approach for larger degrees of the filter as compared to similar previous algorithms.

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