Application of quadratic programming to FIR digital filter design problems
- 17 December 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 1, 314-318 vol.1
- https://doi.org/10.1109/acssc.1994.471467
Abstract
Quadratic programming problems have long been of interest in the business community. Quadratic programming is often used as the basis for "program trading" where stocks are automatically bought and sold by mutual funds to optimize profits. Quadratic programming algorithms can also be used to optimize digital filters, as discussed in this paper. We present the generalized multiple exchange (GME), simplified generalized multiple exchange (SGME) and modified generalized multiple exchange (MGME) algorithms for designing constrained least-squares (CLS) filters. The CLS filters are generalizations of the popular minimax and least-squares filters. The CLS filters are important not only because of their generality, but also because they are needed for many practical applications.Keywords
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