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: | Le Thanh Hieu, Van Barel Marc |
Keywords: | programming: convex, design |
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.