Proceedings of 35th IEEE Conference on Decision and Control
DOI: 10.1109/cdc.1996.574313
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FIR filter design via semidefinite programming and spectral factorization

Abstract: We present a new semide nite programming approach to FIR lter design with arbitrary upper and lower bounds on the frequency response magnitude. It is shown that the constraints can be expressed as linear matrix inequalities LMIs, and hence they can be easily handled by recent interior-point methods. Using this LMI formulation, we can cast several interesting lter design problems as convex or quasi-convex optimization problems, e.g., minimizing the length of the FIR lter and computing the Chebychev approximatio… Show more

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Cited by 91 publications
(6 citation statements)
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“…The FIR filter is a type of causal filter that utilizes both past and present input data to compute the output signal. The basic form of an nth-order FIR filter [47], [48] is expressed as follows:…”
Section: Fir-filter-based Localizationmentioning
confidence: 99%
“…The FIR filter is a type of causal filter that utilizes both past and present input data to compute the output signal. The basic form of an nth-order FIR filter [47], [48] is expressed as follows:…”
Section: Fir-filter-based Localizationmentioning
confidence: 99%
“…, where W N (s) and W D (s) are proper rational functions with fixed denominator d(s) of degree n. The resulting synthesis problem is then equivalently reformulated in terms of W N (s) and W D (s) which belong to finite dimensional spaces [10], [22]. In order to overcome both issues 2) and 3), the usual synthesis approach is based on two steps [9], [10], [29], [30]. First, a change of decision variables is made: the magnitudes…”
Section: Problemmentioning
confidence: 99%
“…and C D , D D associated with the minimum solution of the ARE (30). Finally, the LFT representation of W (T (s)) is obtained using (17).…”
Section: Applicationsmentioning
confidence: 99%
“…MICP problems are considered an important class of optimization problems, including mixed-integer linear programming as a particular case. The ability to model both discrete decisions and complex (nonlinear) constraints has made mixed-integer conic formulations particularly attractive for a wide range of real-life problems arising in the areas of finance [1][2][3][4], location [4][5][6], and engineering [2,4,[7][8][9], among others. Moreover, the use of MICP formulations has become increasingly popular in recent years due to the improved strength of the continuous relaxation that they provide compared to other formulations [1,10].…”
Section: Introductionmentioning
confidence: 99%