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WANG Tian, YANG Shi-zhong. A Design Approach to Optimal Filter with Envelope-Constrained[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 298-301.
Citation: WANG Tian, YANG Shi-zhong. A Design Approach to Optimal Filter with Envelope-Constrained[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 298-301.
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A Design Approach to Optimal Filter with Envelope-Constrained

  • 1.

    College of Computer Science and Information Engineering,Chongqing Technology and Business University Nan'an Chongqing 400067;

  • 2.

    College of Communication Engineering,Chongqing University Shapingba Chongqing 400044

  • Received Date: 2003-12-04
  • Publish Date: 2006-06-15
  • In this paper, we give a thoroughly study on the approach to design of linear time-invariant filter with minimal output noise enhancement and output signal shape constrained to lie within prescribed upper and lower bounds envelope. With the shape envelope inequality constraints and optimal value conditional expression, the performance requirements of filter can be mathematically formulated as optimization problem. Then the envelope constrained optimal filter design problem can be transform into an QP problem with a convex quadratic cost function and semi-infinite number of linear inequality constraints. Utilizing Lagrangian's dual and Carathé odory's dimensionality theorem, the semi-infinite convex quadratic programming problem is converted into an equivalent finite optimization dual problem, which can be solved by generic optimization methods. Moreover, iterative algorithm for solving equivalent finite optimization dual problem is presented. By a design example, the theory and method are proved most feasible.
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  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

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A Design Approach to Optimal Filter with Envelope-Constrained

  • 1. College of Computer Science and Information Engineering,Chongqing Technology and Business University Nan'an Chongqing 400067;
  • 2. College of Communication Engineering,Chongqing University Shapingba Chongqing 400044
  • Received Date: 2003-12-04
  • Publish Date: 2006-06-15

Abstract: In this paper, we give a thoroughly study on the approach to design of linear time-invariant filter with minimal output noise enhancement and output signal shape constrained to lie within prescribed upper and lower bounds envelope. With the shape envelope inequality constraints and optimal value conditional expression, the performance requirements of filter can be mathematically formulated as optimization problem. Then the envelope constrained optimal filter design problem can be transform into an QP problem with a convex quadratic cost function and semi-infinite number of linear inequality constraints. Utilizing Lagrangian's dual and Carathé odory's dimensionality theorem, the semi-infinite convex quadratic programming problem is converted into an equivalent finite optimization dual problem, which can be solved by generic optimization methods. Moreover, iterative algorithm for solving equivalent finite optimization dual problem is presented. By a design example, the theory and method are proved most feasible.

WANG Tian, YANG Shi-zhong. A Design Approach to Optimal Filter with Envelope-Constrained[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 298-301.
Citation: WANG Tian, YANG Shi-zhong. A Design Approach to Optimal Filter with Envelope-Constrained[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 298-301.
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