Part 4: IIR Filters Optimization Approach. Tutorial ISCAS 2007
|
|
- Cleopatra Baker
- 6 years ago
- Views:
Transcription
1 Part 4: IIR Filters Optimization Approach Tutorial ISCAS 2007 Copyright 2007 Andreas Antoniou Victoria, BC, Canada July 24, 2007 Frame # 1 Slide # 1 A. Antoniou Part4: IIR Filters Optimizatio n Method
2 Introduction IIR filters that would satisfy prescribed specifications can be designed by using a variety of optimization algorithms. Five general steps are involved, as follows: 1. Formulate a suitable objective (cost) function. 2. Deduce the gradient of the objective function and, if necessary, the Hessian matrix. 3. Choose an appropriate weighting function. 4. Select a suitable optimization algorithm. 5. Run the optimization algorithm for increasing filter orders until an order is found that will satisfy the required specifications. Note: The material for this module is taken from Antoniou, Digital Signal Processing: Signals, Systems, and Filters, Chap. 16. Frame # 2 Slide # 2 A. Antoniou Part4: IIR Filters Optimizatio n Method
3 Problem Formulation An Nth-order IIR filter can be represented by a discrete-time transfer function of the form H(z) = H 0 J j=1 a 0j + a 1j z + z 2 b 0j + b 1j z + z 2 where a ij and b ij are real coefficients, J = N/2, and H 0 is a positive multiplier constant. Frame # 3 Slide # 3 A. Antoniou Part4: IIR Filters Optimizatio n Method
4 Problem Formulation An Nth-order IIR filter can be represented by a discrete-time transfer function of the form H(z) = H 0 J j=1 a 0j + a 1j z + z 2 b 0j + b 1j z + z 2 where a ij and b ij are real coefficients, J = N/2, and H 0 is a positive multiplier constant. As presented, H(z) would be of even order; however, an odd-order H(z) can be obtained by letting for one value of j. a 0j = b 0j = 0 Frame # 3 Slide # 4 A. Antoniou Part4: IIR Filters Optimizatio n Method
5 Problem Formulation Cont d The amplitude response of an arbitrary IIR filter can be deduced as M(x,ω)= H(e jωt ) where ω is the frequency and x =[a 01 a 11 b 01 b 11 b 1J H 0 ] T is a column vector with 4J + 1 elements. Frame # 4 Slide # 5 A. Antoniou Part4: IIR Filters Optimizatio n Method
6 Problem Formulation Cont d Straightforward analysis gives the amplitude response as where M(x,ω)= H 0 J j=1 N j (ω) D j (ω) N j (ω) =[1 + a 2 0j + a 2 1j + 2a 1j (1 + a 0j ) cos ωt + 2a 0j cos 2ωT ] 1 2 and D j (ω) =[1 + b 2 0j + b 2 1j + 2b 1j (1 + b 0j ) cos ωt + 2b 0j cos 2ωT ] 1 2 for j = 1, 2,...,J. Frame # 5 Slide # 6 A. Antoniou Part4: IIR Filters Optimizatio n Method
7 Problem Formulation Cont d If M 0 (ω) is the specified amplitude response, the approximation error can be expressed as e(x,ω)= M(x,ω) M 0 (ω) Frame # 6 Slide # 7 A. Antoniou Part4: IIR Filters Optimizatio n Method
8 Problem Formulation Cont d If M 0 (ω) is the specified amplitude response, the approximation error can be expressed as e(x,ω)= M(x,ω) M 0 (ω) By sampling e(x, ω)at frequencies ω 1,ω 2,..., ω K,the column vector can be formed where for i = 1, 2,...,K. E(x) =[e 1 (x) e 2 (x)... e K (x)] T e i (x) = e(x, ω i ) Frame # 6 Slide # 8 A. Antoniou Part4: IIR Filters Optimizatio n Method
9 Problem Formulation Cont d M(x, ω) M 0 (ω) e(x, ω i ) Gain ω 1 ω 2 ω i ω K ω, rad/s Frame # 7 Slide # 9 A. Antoniou Part4: IIR Filters Optimizatio n Method
10 Problem Formulation Cont d An IIR filter can be designed by finding a point x = x such that e i ( x) 0 for i = 1, 2,...,K Frame # 8 Slide # 10 A. Antoniou Part4: IIR Filters Optimizatio n Method
11 Problem Formulation Cont d An IIR filter can be designed by finding a point x = x such that e i ( x) 0 for i = 1, 2,...,K Such a point can be obtained by minimizing the L p norm of E(x), which is defined as [ K ] 1/p (x) = L p (x) = E(x) p = e i (x) p where p is a positive integer. i=1 Frame # 8 Slide # 11 A. Antoniou Part4: IIR Filters Optimizatio n Method
12 Problem Formulation Cont d For filter design, the most important norms are the L 2 and L norms which are defined as [ K ] 1/2 L 2 (x) = e i (x) 2 and where E (x) = i=1 { K } 1/p L (x) = lim e i (x) p p i=1 = E (x) lim p = E (x) max e i (x). 1 i K { K [ i=1 ] p } 1/p e i (x) E (x) Frame # 9 Slide # 12 A. Antoniou Part4: IIR Filters Optimizatio n Method
13 Problem Formulation Cont d In summary, an IIR filter with a amplitude response that approaches a specified amplitude response M 0 (ω) can be designed by solving the optimization problem minimize x (x) Frame # 10 Slide # 13 A. Antoniou Part4: IIR Filters Optimizatio n Method
14 Problem Formulation Cont d In summary, an IIR filter with a amplitude response that approaches a specified amplitude response M 0 (ω) can be designed by solving the optimization problem If minimize x (x) (x) = L 2 (x) a least-squares solution is obtained and if (x) = L (x) the outcome will be a so-called minimax solution. Frame # 10 Slide # 14 A. Antoniou Part4: IIR Filters Optimizatio n Method
15 Gradient of Objective Function For an objective function defined in terms of the L p norm, the gradient of the objective function can be deduced as { K [ ] p } (1/p) 1 K [ ] p 1 e i (x) e i (x) k (x) = e i (x) i=1 E (x ) i=1 E (x ) where with e i (x) =[sgn e i (x)] e i (x) { 1 if ei (x) 0 sgne i (x) = 1 otherwise Frame # 11 Slide # 15 A. Antoniou Part4: IIR Filters Optimizatio n Method
16 Gradient of Objective Function Cont d The elements of e i (x) can be deduced as follows by differentiating the amplitude response: e i (x) a 0l e i (x) a 1l e i (x) b 0l e i (x) b 1l = a 0l + a 1l cos ω i T + cos 2ω i T [N l (ω i )] 2 M(x,ω i ) = a 1l + (1 + a 0l ) cos ω i T [N l (ω i )] 2 M(x,ω i ) = b 0l + b 1l cos ω i T + cos 2ω i T [D l (ω i )] 2 M(x,ω i ) = b 1l + (1 + b 0l ) cos ω i T [D l (ω i )] 2 M(x,ω i ) e i (x) H 0 = 1 H 0 M(x,ω i ) for l = 1, 2,...,J and i = 1, 2,...,K Frame # 12 Slide # 16 A. Antoniou Part4: IIR Filters Optimizatio n Method
17 Optimization Algorithms The optimization problem under consideration can be solved by using a variety of algorithms, such as the steepest-descent or Newton algorithm or one of several quasi-newton algorithms. Frame # 13 Slide # 17 A. Antoniou Part4: IIR Filters Optimizatio n Method
18 Optimization Algorithms The optimization problem under consideration can be solved by using a variety of algorithms, such as the steepest-descent or Newton algorithm or one of several quasi-newton algorithms. Quasi-Newton algorithms offer a number of important advantages as follows: They do not require the Hessian matrix. Can be used with inexact line searches which lead to improved efficiency. Are robust. Offer fast convergence. Frame # 13 Slide # 18 A. Antoniou Part4: IIR Filters Optimizatio n Method
19 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g 0. Frame # 14 Slide # 19 A. Antoniou Part4: IIR Filters Optimizatio n Method
20 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. Frame # 14 Slide # 20 A. Antoniou Part4: IIR Filters Optimizatio n Method
21 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). Frame # 14 Slide # 21 A. Antoniou Part4: IIR Filters Optimizatio n Method
22 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). 4. If δ k 2 <ε, then output x = x k +1, f ( x ) = f k +1 and stop. Frame # 14 Slide # 22 A. Antoniou Part4: IIR Filters Optimizatio n Method
23 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). 4. If δ k 2 <ε, then output x = x k +1, f ( x ) = f k +1 and stop. 5. Compute g k +1 and set γ k = g k +1 g k. Frame # 14 Slide # 23 A. Antoniou Part4: IIR Filters Optimizatio n Method
24 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). 4. If δ k 2 <ε, then output x = x k +1, f ( x ) = f k +1 and stop. 5. Compute g k +1 and set γ k = g k +1 g k. 6. Compute S k +1 = S k + C k. Frame # 14 Slide # 24 A. Antoniou Part4: IIR Filters Optimizatio n Method
25 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). 4. If δ k 2 <ε, then output x = x k +1, f ( x ) = f k +1 and stop. 5. Compute g k +1 and set γ k = g k +1 g k. 6. Compute S k +1 = S k + C k. 7. Check S k +1 for positive definiteness and if it is found to be nonpositive definite force it to become positive definite. Frame # 14 Slide # 25 A. Antoniou Part4: IIR Filters Optimizatio n Method
26 Quasi-Newton Algorithms A generic quasi-newton Algorithm is as follows: 1. Input x 0 and ε. SetS 0 = I n and k = 0. Compute g Set d k = S k g k and find α k,thevalueofα that minimizes f (x k + α d k ), using a line search. 3. Set δ k = α k d k and x k +1 = x k + δ k, and compute f k +1 = f (x k +1 ). 4. If δ k 2 <ε, then output x = x k +1, f ( x ) = f k +1 and stop. 5. Compute g k +1 and set γ k = g k +1 g k. 6. Compute S k +1 = S k + C k. 7. Check S k +1 for positive definiteness and if it is found to be nonpositive definite force it to become positive definite. 8. Set k = k + 1 and go to step 2. Frame # 14 Slide # 26 A. Antoniou Part4: IIR Filters Optimizatio n Method
27 Quasi-Newton Algorithms Cont d Notes: x 0 is the initial point. ε is a termination tolerance. I n is the n n identity matrix. d k is the direction vector at the start of the k th iteration. g k is the gradient at the start of the k th iteration. S k is an approximation to the inverse Hessian at the start of the k th iteration. C k is a correction matrix. x is the minimum point and f ( x ) is the minimum value of the objective function. Efficiency can be achieved by using Fletcher s inexact line search in Step 2. Frame # 15 Slide # 27 A. Antoniou Part4: IIR Filters Optimizatio n Method
28 Quasi-Newton Algorithms Cont d Several quasi-newton algorithms are available. They differ from one another in the formula used to update matrix S k +1 in Step 7 of the generic quasi-newton algorithm presented. Frame # 16 Slide # 28 A. Antoniou Part4: IIR Filters Optimizatio n Method
29 Quasi-Newton Algorithms Cont d Several quasi-newton algorithms are available. They differ from one another in the formula used to update matrix S k +1 in Step 7 of the generic quasi-newton algorithm presented. The two most important algorithms of this family are the Davidon-Fletcher-Powell (DFP) algorithm in which S k +1 = S k + δ k δk T γk T δ S k γ k γk T S k k γk T S k γ k and the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm in which ( S k +1 = S k γ k T S ) k γ k δk T γk T δ k γk T δ (δ k γk T S k + S k γ k δk T ) k γk T δ k Frame # 16 Slide # 29 A. Antoniou Part4: IIR Filters Optimizatio n Method
30 Choice between L 2 and L Solutions L 2 solutions are easier to obtain and filters based on these solutions will reject more signal power in stopbands. However, the passband error tends to have large peaks near passband edges, which are undesirable in practice. Frame # 17 Slide # 30 A. Antoniou Part4: IIR Filters Optimizatio n Method
31 Choice between L 2 and L Solutions L 2 solutions are easier to obtain and filters based on these solutions will reject more signal power in stopbands. However, the passband error tends to have large peaks near passband edges, which are undesirable in practice. L solutions are more difficult to obtain because they require the application of minimax algorithms which entail much more computation. However, they offer the advantage that the approximation error tends to be uniformly distributed in passbands, i.e., it tends to be equiripple as in elliptic filters. Frame # 17 Slide # 31 A. Antoniou Part4: IIR Filters Optimizatio n Method
32 Minimax Algorithms Minimax algorithms are essentially sequential algorithms that involve a series of unconstrained optimizations. A representative algorithm of this class is the so-called least-pth algorithm. Another popular minimax algorithm is one proposed by Charalambous (see References). Frame # 18 Slide # 32 A. Antoniou Part4: IIR Filters Optimizatio n Method
33 Least-pth Minimax Algorithm 1. Input x 0 and ε 1.Setk = 1, p = 2,μ= 2, E 0 = Frame # 19 Slide # 33 A. Antoniou Part4: IIR Filters Optimizatio n Method
34 Least-pth Minimax Algorithm 1. Input x 0 and ε 1.Setk = 1, p = 2,μ= 2, E 0 = Initialize frequencies ω 1,ω 2,...,ω K. Frame # 19 Slide # 34 A. Antoniou Part4: IIR Filters Optimizatio n Method
35 Least-pth Minimax Algorithm 1. Input x 0 and ε 1.Setk = 1, p = 2,μ= 2, E 0 = Initialize frequencies ω 1,ω 2,...,ω K. 3. Using x k 1 as initial value, minimize where { k (x) = K [ ] p } 1/p e i (x) E (x) i=1 E (x) E (x) = max 1 i K e i(x) with respect to x, to obtain x k.set E k = E ( x ). Frame # 19 Slide # 35 A. Antoniou Part4: IIR Filters Optimizatio n Method
36 Least-pth Minimax Algorithm 1. Input x 0 and ε 1.Setk = 1, p = 2,μ= 2, E 0 = Initialize frequencies ω 1,ω 2,...,ω K. 3. Using x k 1 as initial value, minimize where { k (x) = K [ ] p } 1/p e i (x) E (x) i=1 E (x) E (x) = max 1 i K e i(x) with respect to x, to obtain x k.set E k = E ( x ). 4. If E k 1 E k <ε 1, then output x k and E k, and stop. Otherwise, set p = μp, k = k + 1 and go to step 3. Frame # 19 Slide # 36 A. Antoniou Part4: IIR Filters Optimizatio n Method
37 Stability Least-squares or minimax algorithms will often yield discrete-time transfer functions with poles outside the unit circle z =1, and such transfer functions represent unstable filters. Frame # 20 Slide # 37 A. Antoniou Part4: IIR Filters Optimizatio n Method
38 Stability Least-squares or minimax algorithms will often yield discrete-time transfer functions with poles outside the unit circle z =1, and such transfer functions represent unstable filters. Fortunately, it is possible to eliminate this problem through a stabilization technique that has been known for a number of years. Frame # 20 Slide # 38 A. Antoniou Part4: IIR Filters Optimizatio n Method
39 Stability Cont d Let us assume that an optimization algorithm has produced a discrete-time transfer function H(z) = N(z) D(z) = N(z) D (z) k i=1 (z p i) with k poles p 1, p 2,..., p k that lie outside the unit circle. Frame # 21 Slide # 39 A. Antoniou Part4: IIR Filters Optimizatio n Method
40 Stability Cont d Let us assume that an optimization algorithm has produced a discrete-time transfer function H(z) = N(z) D(z) = N(z) D (z) k i=1 (z p i) with k poles p 1, p 2,..., p k that lie outside the unit circle. A stable transfer function that yields the same amplitude response can be obtained as where H (z) = H 0 N(z) D (z) k i=1 (z 1/ p i) = H 0 = 1 k i=1 p i N i=0 a i z i 1 + N i=1 b i z i Frame # 21 Slide # 40 A. Antoniou Part4: IIR Filters Optimizatio n Method
41 Prescribed Specifications Optimization algorithms in general tend to yield filters in which the maximum values of the approximation error in the various passbands and stopbands are of the same order. Frame # 22 Slide # 41 A. Antoniou Part4: IIR Filters Optimizatio n Method
42 Prescribed Specifications Optimization algorithms in general tend to yield filters in which the maximum values of the approximation error in the various passbands and stopbands are of the same order. In practice, the prescribed passband ripples and minimum stopband attenuations vary wildly from band to band and from one application to the next, which means that the required maximum values of the passband and stopband errors also vary wildly. Frame # 22 Slide # 42 A. Antoniou Part4: IIR Filters Optimizatio n Method
43 Prescribed Specifications Optimization algorithms in general tend to yield filters in which the maximum values of the approximation error in the various passbands and stopbands are of the same order. In practice, the prescribed passband ripples and minimum stopband attenuations vary wildly from band to band and from one application to the next, which means that the required maximum values of the passband and stopband errors also vary wildly. In order to achieve desired specifications, we need be able to control the relative magnitudes of the maximum passband and stopband errors, and this is achieved through the use of a weighting. Frame # 22 Slide # 43 A. Antoniou Part4: IIR Filters Optimizatio n Method
44 Prescribed Specifications Cont d Weighting essentially involves constructing a modified error function of the form e i (x) = W (ω)e i(x) = W (ω)[m(x,ω i ) M 0 (ω i )] where W (ω) is a scalar weighting function which is used to emphasize or deemphasize the approximation error in selected passbands or stopbands so as to decrease or increase its magnitude in those bands. Frame # 23 Slide # 44 A. Antoniou Part4: IIR Filters Optimizatio n Method
45 Prescribed Specifications Cont d Weighting essentially involves constructing a modified error function of the form e i (x) = W (ω)e i(x) = W (ω)[m(x,ω i ) M 0 (ω i )] where W (ω) is a scalar weighting function which is used to emphasize or deemphasize the approximation error in selected passbands or stopbands so as to decrease or increase its magnitude in those bands. Typically, W (ω) is a piecewise constant function which is assigned a value greater or less than one to decrease or increase the magnitude of the approximation error is a given band. Frame # 23 Slide # 45 A. Antoniou Part4: IIR Filters Optimizatio n Method
46 Prescribed Specifications Cont d Arbitrary filter specifications can be achieved as follows: 1. Choose a suitable weighting function on the basis of the prescribed specifications. Frame # 24 Slide # 46 A. Antoniou Part4: IIR Filters Optimizatio n Method
47 Prescribed Specifications Cont d Arbitrary filter specifications can be achieved as follows: 1. Choose a suitable weighting function on the basis of the prescribed specifications. 2. Design filters for increasing filter orders until a filter order is found that would satisfy the required specifications. Evidently, this is a cut-and-try method and it could entail a considerable amount of computation. Frame # 24 Slide # 47 A. Antoniou Part4: IIR Filters Optimizatio n Method
48 Prescribed Specifications Cont d Assuming a filter with m bands, the weighting function can be deduced from the specified passband ripples and the minimum stopband attenuations as detailed below. Frame # 25 Slide # 48 A. Antoniou Part4: IIR Filters Optimizatio n Method
49 Prescribed Specifications Cont d Assuming a filter with m bands, the weighting function can be deduced from the specified passband ripples and the minimum stopband attenuations as detailed below. Let δ 1, δ 2,..., δ k,..., δ m be the maximum passband and stopband errors imposed by the filter specifications where A p i 1 δ i = A p i + 1 for a passband with ripple A pi db and δ j = A a j for a stopband with a minimum attenuation A aj db. Frame # 25 Slide # 49 A. Antoniou Part4: IIR Filters Optimizatio n Method
50 Prescribed Specifications Cont d Now assume that the weighting function W (ω) is a piecewise-constant function with positive values W 1, W 2,..., W k,..., W m for bands 1, 2,..., k,..., m, respectively. Frame # 26 Slide # 50 A. Antoniou Part4: IIR Filters Optimizatio n Method
51 Prescribed Specifications Cont d Now assume that the weighting function W (ω) is a piecewise-constant function with positive values W 1, W 2,..., W k,..., W m for bands 1, 2,..., k,..., m, respectively. Suitable scaling constants can be assigned as W 1 = δ k, δ 1 W k = 1 W k +1 = W 2 = δ k δ 2,..., W k 1 = δ k δ k 1 δ k δ k +1, W k +2 = δ k δ k +2,..., W m = δ k δ m From example, in a BP filter we could assign W 1 = δ 2 /δ 1, W 2 = 1, W 3 = δ 2 /δ 3 or W 1 = 1, W 2 = δ 1 /δ 2, W 3 = δ 1 /δ 3 or W 1 = δ 3 /δ 1, W 2 = δ 3 /δ 2, W 3 = 1. Frame # 26 Slide # 51 A. Antoniou Part4: IIR Filters Optimizatio n Method
52 Design Examples A variety of design examples can be found in Antoniou, Digital Signal Processing, Chap. 14, and in Antoniou and Lu, Practical Optimization, Chaps. 9 and 16. Frame # 27 Slide # 52 A. Antoniou Part4: IIR Filters Optimizatio n Method
53 Summary A great variety of optimization algorithms can be used for the design of IIR filters. Frame # 28 Slide # 53 A. Antoniou Part4: IIR Filters Optimizatio n Method
54 Summary A great variety of optimization algorithms can be used for the design of IIR filters. Quasi-Newton algorithms work very well. Frame # 28 Slide # 54 A. Antoniou Part4: IIR Filters Optimizatio n Method
55 Summary A great variety of optimization algorithms can be used for the design of IIR filters. Quasi-Newton algorithms work very well. The optimization approach is very flexible in that it can be used to design filters with arbitrary amplitude and/or phase responses. Frame # 28 Slide # 55 A. Antoniou Part4: IIR Filters Optimizatio n Method
56 Summary A great variety of optimization algorithms can be used for the design of IIR filters. Quasi-Newton algorithms work very well. The optimization approach is very flexible in that it can be used to design filters with arbitrary amplitude and/or phase responses. In FIR filters as well as IIR filters based on the bilinear transformation, techniques are availalble that can be used to predict the required filter order to achieve prescribed specifications. Unfortunately, in IIR filters designed by optimization the filter order can only be deduced through a cut-and-try approach. Frame # 28 Slide # 56 A. Antoniou Part4: IIR Filters Optimizatio n Method
57 Summary A great variety of optimization algorithms can be used for the design of IIR filters. Quasi-Newton algorithms work very well. The optimization approach is very flexible in that it can be used to design filters with arbitrary amplitude and/or phase responses. In FIR filters as well as IIR filters based on the bilinear transformation, techniques are availalble that can be used to predict the required filter order to achieve prescribed specifications. Unfortunately, in IIR filters designed by optimization the filter order can only be deduced through a cut-and-try approach. As in any other methodology based on optimization, a large amount of computation is required to complete a design. Frame # 28 Slide # 57 A. Antoniou Part4: IIR Filters Optimizatio n Method
58 References A. Antoniou, Digital Signal Processing: Signals, Systems, and Filters, Chap. 16, McGraw-Hill, A. Antoniou and W.-S. Lu Practical Optimization: Algorithms and Engineering Applications, Chaps. 9 and 16, Springer, C. Charalambous, Acceleration of the least pth algorithm for minimax optimization with engineering applications, Mathematical Programming, vol. 17, pp , A. Antoniou, Improved minimax optimisation algorithms and their application in the design of recursive digital filters, Proc. Inst. Elect. Eng., Part G, vol. 138, pp , Dec Frame # 29 Slide # 58 A. Antoniou Part4: IIR Filters Optimizatio n Method
59 References A. Antoniou and W.-S. Lu, Design of two-dimensional digital filters by using the singular value decomposition, IEEE Trans. Circuits Syst., vol. 34, pp , Oct W.-S. Lu and A. Antoniou, Design of digital filters and filter banks by optimization: A state of the art review, in Proc European Signal Processing Conference, vol. 1, pp , Tampere, Finland, Sept Frame # 30 Slide # 59 A. Antoniou Part4: IIR Filters Optimizatio n Method
60 This slide concludes the presentation. Thank you for your attention. Frame # 31 Slide # 60 A. Antoniou Part4: IIR Filters Optimizatio n Method
Minimax Design of Complex-Coefficient FIR Filters with Low Group Delay
Minimax Design of Complex-Coefficient FIR Filters with Low Group Delay Wu-Sheng Lu Takao Hinamoto Dept. of Elec. and Comp. Engineering Graduate School of Engineering University of Victoria Hiroshima University
More informationEFFICIENT REMEZ ALGORITHMS FOR THE DESIGN OF NONRECURSIVE FILTERS
EFFICIENT REMEZ ALGORITHMS FOR THE DESIGN OF NONRECURSIVE FILTERS Copyright 2003- Andreas Antoniou Victoria, BC, Canada Email: aantoniou@ieee.org July 24, 2007 Frame # 1 Slide # 1 A. Antoniou EFFICIENT
More informationChapter 4. Unconstrained optimization
Chapter 4. Unconstrained optimization Version: 28-10-2012 Material: (for details see) Chapter 11 in [FKS] (pp.251-276) A reference e.g. L.11.2 refers to the corresponding Lemma in the book [FKS] PDF-file
More informationOptimization II: Unconstrained Multivariable
Optimization II: Unconstrained Multivariable CS 205A: Mathematical Methods for Robotics, Vision, and Graphics Justin Solomon CS 205A: Mathematical Methods Optimization II: Unconstrained Multivariable 1
More information5 Quasi-Newton Methods
Unconstrained Convex Optimization 26 5 Quasi-Newton Methods If the Hessian is unavailable... Notation: H = Hessian matrix. B is the approximation of H. C is the approximation of H 1. Problem: Solve min
More informationResearch Article Design of One-Dimensional Linear Phase Digital IIR Filters Using Orthogonal Polynomials
International Scholarly Research Network ISRN Signal Processing Volume, Article ID 8776, 7 pages doi:.54//8776 Research Article Design of One-Dimensional Linear Phase Digital IIR Filters Using Orthogonal
More informationDesign of Nearly Linear-Phase Recursive Digital Filters by Constrained Optimization
Design of Nearly Linear-Phase Recursive Digital Filters by Constrained Optimization by David Guindon B.Eng., University of Victoria, 2001 A Thesis Submitted in Partial Fulfillment of the Requirements for
More informationDigital Signal Processing
COMP ENG 4TL4: Digital Signal Processing Notes for Lecture #24 Tuesday, November 4, 2003 6.8 IIR Filter Design Properties of IIR Filters: IIR filters may be unstable Causal IIR filters with rational system
More informationOptimization II: Unconstrained Multivariable
Optimization II: Unconstrained Multivariable CS 205A: Mathematical Methods for Robotics, Vision, and Graphics Doug James (and Justin Solomon) CS 205A: Mathematical Methods Optimization II: Unconstrained
More informationChapter 5 THE APPLICATION OF THE Z TRANSFORM. 5.3 Stability
Chapter 5 THE APPLICATION OF THE Z TRANSFORM 5.3 Stability Copyright c 2005- Andreas Antoniou Victoria, BC, Canada Email: aantoniou@ieee.org February 13, 2008 Frame # 1 Slide # 1 A. Antoniou Digital Signal
More informationDesign of Narrow Stopband Recursive Digital Filter
FACTA UNIVERSITATIS (NIŠ) SER.: ELEC. ENERG. vol. 24, no. 1, April 211, 119-13 Design of Narrow Stopband Recursive Digital Filter Goran Stančić and Saša Nikolić Abstract: The procedure for design of narrow
More informationSYNTHESIS OF BIRECIPROCAL WAVE DIGITAL FILTERS WITH EQUIRIPPLE AMPLITUDE AND PHASE
SYNTHESIS OF BIRECIPROCAL WAVE DIGITAL FILTERS WITH EQUIRIPPLE AMPLITUDE AND PHASE M. Yaseen Dept. of Electrical and Electronic Eng., University of Assiut Assiut, Egypt Tel: 088-336488 Fax: 088-33553 E-Mail
More informationDesign of Stable IIR filters with prescribed flatness and approximately linear phase
Design of Stable IIR filters with prescribed flatness and approximately linear phase YASUNORI SUGITA Nagaoka University of Technology Dept. of Electrical Engineering Nagaoka city, Niigata-pref., JAPAN
More informationFIR BAND-PASS DIGITAL DIFFERENTIATORS WITH FLAT PASSBAND AND EQUIRIPPLE STOPBAND CHARACTERISTICS. T. Yoshida, Y. Sugiura, N.
FIR BAND-PASS DIGITAL DIFFERENTIATORS WITH FLAT PASSBAND AND EQUIRIPPLE STOPBAND CHARACTERISTICS T. Yoshida, Y. Sugiura, N. Aikawa Tokyo University of Science Faculty of Industrial Science and Technology
More information2. Quasi-Newton methods
L. Vandenberghe EE236C (Spring 2016) 2. Quasi-Newton methods variable metric methods quasi-newton methods BFGS update limited-memory quasi-newton methods 2-1 Newton method for unconstrained minimization
More informationEnhanced Steiglitz-McBride Procedure for. Minimax IIR Digital Filters
Enhanced Steiglitz-McBride Procedure for Minimax IIR Digital Filters Wu-Sheng Lu Takao Hinamoto University of Victoria Hiroshima University Victoria, Canada Higashi-Hiroshima, Japan May 30, 2018 1 Outline
More informationFilter Analysis and Design
Filter Analysis and Design Butterworth Filters Butterworth filters have a transfer function whose squared magnitude has the form H a ( jω ) 2 = 1 ( ) 2n. 1+ ω / ω c * M. J. Roberts - All Rights Reserved
More informationQuasi-Newton methods for minimization
Quasi-Newton methods for minimization Lectures for PHD course on Numerical optimization Enrico Bertolazzi DIMS Universitá di Trento November 21 December 14, 2011 Quasi-Newton methods for minimization 1
More informationConvex Optimization CMU-10725
Convex Optimization CMU-10725 Quasi Newton Methods Barnabás Póczos & Ryan Tibshirani Quasi Newton Methods 2 Outline Modified Newton Method Rank one correction of the inverse Rank two correction of the
More informationDigital Signal Processing Lecture 8 - Filter Design - IIR
Digital Signal Processing - Filter Design - IIR Electrical Engineering and Computer Science University of Tennessee, Knoxville October 20, 2015 Overview 1 2 3 4 5 6 Roadmap Discrete-time signals and systems
More informationOptimization: Nonlinear Optimization without Constraints. Nonlinear Optimization without Constraints 1 / 23
Optimization: Nonlinear Optimization without Constraints Nonlinear Optimization without Constraints 1 / 23 Nonlinear optimization without constraints Unconstrained minimization min x f(x) where f(x) is
More informationDIGITAL SIGNAL PROCESSING. Chapter 6 IIR Filter Design
DIGITAL SIGNAL PROCESSING Chapter 6 IIR Filter Design OER Digital Signal Processing by Dr. Norizam Sulaiman work is under licensed Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
More informationQuasi-Newton Methods
Newton s Method Pros and Cons Quasi-Newton Methods MA 348 Kurt Bryan Newton s method has some very nice properties: It s extremely fast, at least once it gets near the minimum, and with the simple modifications
More informationChapter 7: IIR Filter Design Techniques
IUST-EE Chapter 7: IIR Filter Design Techniques Contents Performance Specifications Pole-Zero Placement Method Impulse Invariant Method Bilinear Transformation Classical Analog Filters DSP-Shokouhi Advantages
More informationProgramming, numerics and optimization
Programming, numerics and optimization Lecture C-3: Unconstrained optimization II Łukasz Jankowski ljank@ippt.pan.pl Institute of Fundamental Technological Research Room 4.32, Phone +22.8261281 ext. 428
More informationDesign of Higher Order LP and HP Digital IIR Filter Using the Concept of Teaching-Learning Based Optimization
Design of Higher Order LP and HP Digital IIR Filter Using the Concept of Teaching-Learning Based Optimization DAMANPREET SINGH, J.S. DHILLON Department of Computer Science & Engineering Department of Electrical
More informationKNOWN approaches for improving the performance of
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II: EXPRESS BRIEFS, VOL. 58, NO. 8, AUGUST 2011 537 Robust Quasi-Newton Adaptive Filtering Algorithms Md. Zulfiquar Ali Bhotto, Student Member, IEEE, and Andreas
More informationQuasi-Newton methods: Symmetric rank 1 (SR1) Broyden Fletcher Goldfarb Shanno February 6, / 25 (BFG. Limited memory BFGS (L-BFGS)
Quasi-Newton methods: Symmetric rank 1 (SR1) Broyden Fletcher Goldfarb Shanno (BFGS) Limited memory BFGS (L-BFGS) February 6, 2014 Quasi-Newton methods: Symmetric rank 1 (SR1) Broyden Fletcher Goldfarb
More informationNonlinear Programming
Nonlinear Programming Kees Roos e-mail: C.Roos@ewi.tudelft.nl URL: http://www.isa.ewi.tudelft.nl/ roos LNMB Course De Uithof, Utrecht February 6 - May 8, A.D. 2006 Optimization Group 1 Outline for week
More informationLecture 16: Filter Design: Impulse Invariance and Bilinear Transform
EE58 Digital Signal Processing University of Washington Autumn 2 Dept. of Electrical Engineering Lecture 6: Filter Design: Impulse Invariance and Bilinear Transform Nov 26, 2 Prof: J. Bilmes
More informationMethods that avoid calculating the Hessian. Nonlinear Optimization; Steepest Descent, Quasi-Newton. Steepest Descent
Nonlinear Optimization Steepest Descent and Niclas Börlin Department of Computing Science Umeå University niclas.borlin@cs.umu.se A disadvantage with the Newton method is that the Hessian has to be derived
More informationDigital Control & Digital Filters. Lectures 21 & 22
Digital Controls & Digital Filters Lectures 2 & 22, Professor Department of Electrical and Computer Engineering Colorado State University Spring 205 Review of Analog Filters-Cont. Types of Analog Filters:
More informationINFINITE-IMPULSE RESPONSE DIGITAL FILTERS Classical analog filters and their conversion to digital filters 4. THE BUTTERWORTH ANALOG FILTER
INFINITE-IMPULSE RESPONSE DIGITAL FILTERS Classical analog filters and their conversion to digital filters. INTRODUCTION 2. IIR FILTER DESIGN 3. ANALOG FILTERS 4. THE BUTTERWORTH ANALOG FILTER 5. THE CHEBYSHEV-I
More informationMATH 4211/6211 Optimization Quasi-Newton Method
MATH 4211/6211 Optimization Quasi-Newton Method Xiaojing Ye Department of Mathematics & Statistics Georgia State University Xiaojing Ye, Math & Stat, Georgia State University 0 Quasi-Newton Method Motivation:
More informationDesign of IIR filters
Design of IIR filters Standard methods of design of digital infinite impulse response (IIR) filters usually consist of three steps, namely: 1 design of a continuous-time (CT) prototype low-pass filter;
More informationAlgorithms for Constrained Optimization
1 / 42 Algorithms for Constrained Optimization ME598/494 Lecture Max Yi Ren Department of Mechanical Engineering, Arizona State University April 19, 2015 2 / 42 Outline 1. Convergence 2. Sequential quadratic
More informationLecture V. Numerical Optimization
Lecture V Numerical Optimization Gianluca Violante New York University Quantitative Macroeconomics G. Violante, Numerical Optimization p. 1 /19 Isomorphism I We describe minimization problems: to maximize
More informationChapter 6 THE SAMPLING PROCESS 6.1 Introduction 6.2 Fourier Transform Revisited
Chapter 6 THE SAMPLING PROCESS 6.1 Introduction 6.2 Fourier Transform Revisited Copyright c 2005 Andreas Antoniou Victoria, BC, Canada Email: aantoniou@ieee.org July 14, 2018 Frame # 1 Slide # 1 A. Antoniou
More informationGlobal Convergence of Perry-Shanno Memoryless Quasi-Newton-type Method. 1 Introduction
ISSN 1749-3889 (print), 1749-3897 (online) International Journal of Nonlinear Science Vol.11(2011) No.2,pp.153-158 Global Convergence of Perry-Shanno Memoryless Quasi-Newton-type Method Yigui Ou, Jun Zhang
More informationUNIT - III PART A. 2. Mention any two techniques for digitizing the transfer function of an analog filter?
UNIT - III PART A. Mention the important features of the IIR filters? i) The physically realizable IIR filters does not have linear phase. ii) The IIR filter specification includes the desired characteristics
More informationNumerical Optimization Professor Horst Cerjak, Horst Bischof, Thomas Pock Mat Vis-Gra SS09
Numerical Optimization 1 Working Horse in Computer Vision Variational Methods Shape Analysis Machine Learning Markov Random Fields Geometry Common denominator: optimization problems 2 Overview of Methods
More informationData Mining (Mineria de Dades)
Data Mining (Mineria de Dades) Lluís A. Belanche belanche@lsi.upc.edu Soft Computing Research Group Dept. de Llenguatges i Sistemes Informàtics (Software department) Universitat Politècnica de Catalunya
More informationEfficient signal reconstruction scheme for timeinterleaved
Efficient signal reconstruction scheme for timeinterleaved ADCs Anu Kalidas Muralidharan Pillai and Håkan Johansson Linköping University Post Print N.B.: When citing this work, cite the original article.
More informationUnconstrained optimization
Chapter 4 Unconstrained optimization An unconstrained optimization problem takes the form min x Rnf(x) (4.1) for a target functional (also called objective function) f : R n R. In this chapter and throughout
More informationQuadrature-Mirror Filter Bank
Quadrature-Mirror Filter Bank In many applications, a discrete-time signal x[n] is split into a number of subband signals { v k [ n]} by means of an analysis filter bank The subband signals are then processed
More informationLecture 7 Unconstrained nonlinear programming
Lecture 7 Unconstrained nonlinear programming Weinan E 1,2 and Tiejun Li 2 1 Department of Mathematics, Princeton University, weinan@princeton.edu 2 School of Mathematical Sciences, Peking University,
More informationEE482: Digital Signal Processing Applications
Professor Brendan Morris, SEB 3216, brendan.morris@unlv.edu EE482: Digital Signal Processing Applications Spring 2014 TTh 14:30-15:45 CBC C222 Lecture 05 IIR Design 14/03/04 http://www.ee.unlv.edu/~b1morris/ee482/
More informationConvex Optimization. Problem set 2. Due Monday April 26th
Convex Optimization Problem set 2 Due Monday April 26th 1 Gradient Decent without Line-search In this problem we will consider gradient descent with predetermined step sizes. That is, instead of determining
More informationDigital Signal Processing IIR Filter Design via Bilinear Transform
Digital Signal Processing IIR Filter Design via Bilinear Transform D. Richard Brown III D. Richard Brown III 1 / 12 Basic Procedure We assume here that we ve already decided to use an IIR filter. The basic
More informationDesign of Orthonormal Wavelet Filter Banks Using the Remez Exchange Algorithm
Electronics and Communications in Japan, Part 3, Vol. 81, No. 6, 1998 Translated from Denshi Joho Tsushin Gakkai Ronbunshi, Vol. J80-A, No. 9, September 1997, pp. 1396 1402 Design of Orthonormal Wavelet
More informationEE 521: Instrumentation and Measurements
Aly El-Osery Electrical Engineering Department, New Mexico Tech Socorro, New Mexico, USA November 1, 2009 1 / 27 1 The z-transform 2 Linear Time-Invariant System 3 Filter Design IIR Filters FIR Filters
More informationDesign of FIR Nyquist Filters with Low Group Delay
454 IEEE TRASACTIOS O SIGAL PROCESSIG, VOL. 47, O. 5, MAY 999 Design of FIR yquist Filters with Low Group Delay Xi Zhang and Toshinori Yoshikawa Abstract A new method is proposed for designing FIR yquist
More informationDIGITAL SIGNAL PROCESSING UNIT III INFINITE IMPULSE RESPONSE DIGITAL FILTERS. 3.6 Design of Digital Filter using Digital to Digital
DIGITAL SIGNAL PROCESSING UNIT III INFINITE IMPULSE RESPONSE DIGITAL FILTERS Contents: 3.1 Introduction IIR Filters 3.2 Transformation Function Derivation 3.3 Review of Analog IIR Filters 3.3.1 Butterworth
More informationLINEAR-PHASE FIR FILTERS DESIGN
LINEAR-PHASE FIR FILTERS DESIGN Prof. Siripong Potisuk inimum-phase Filters A digital filter is a minimum-phase filter if and only if all of its zeros lie inside or on the unit circle; otherwise, it is
More informationFourier Series Representation of
Fourier Series Representation of Periodic Signals Rui Wang, Assistant professor Dept. of Information and Communication Tongji University it Email: ruiwang@tongji.edu.cn Outline The response of LIT system
More informationComparative study of Optimization methods for Unconstrained Multivariable Nonlinear Programming Problems
International Journal of Scientific and Research Publications, Volume 3, Issue 10, October 013 1 ISSN 50-3153 Comparative study of Optimization methods for Unconstrained Multivariable Nonlinear Programming
More informationNeural Network Algorithm for Designing FIR Filters Utilizing Frequency-Response Masking Technique
Wang XH, He YG, Li TZ. Neural network algorithm for designing FIR filters utilizing frequency-response masking technique. JOURNAL OF COMPUTER SCIENCE AND TECHNOLOGY 4(3): 463 471 May 009 Neural Network
More information(One Dimension) Problem: for a function f(x), find x 0 such that f(x 0 ) = 0. f(x)
Solving Nonlinear Equations & Optimization One Dimension Problem: or a unction, ind 0 such that 0 = 0. 0 One Root: The Bisection Method This one s guaranteed to converge at least to a singularity, i not
More informationIIR digital filter design for low pass filter based on impulse invariance and bilinear transformation methods using butterworth analog filter
IIR digital filter design for low pass filter based on impulse invariance and bilinear transformation methods using butterworth analog filter Nasser M. Abbasi May 5, 0 compiled on hursday January, 07 at
More informationLecture 7 Discrete Systems
Lecture 7 Discrete Systems EE 52: Instrumentation and Measurements Lecture Notes Update on November, 29 Aly El-Osery, Electrical Engineering Dept., New Mexico Tech 7. Contents The z-transform 2 Linear
More informationMultivariate Newton Minimanization
Multivariate Newton Minimanization Optymalizacja syntezy biosurfaktantu Rhamnolipid Rhamnolipids are naturally occuring glycolipid produced commercially by the Pseudomonas aeruginosa species of bacteria.
More informationRATIONAL TRANSFER FUNCTIONS WITH MINIMUM IMPULSE RESPONSE MOMENTS
RATIONAL TRANSFER FUNCTIONS WITH MINIMUM IMPULSE RESPONSE MOMENTS MLADEN VUCIC and HRVOJE BABIC Faculty of Electrical Engineering and Computing Unska 3, Zagreb, HR, Croatia E-mail: mladen.vucic@fer.hr,
More informationTwo-Dimensional State-Space Digital Filters with Minimum Frequency-Weighted L 2 -Sensitivity
wo-dimensional State-Space Digital Filters with Minimum Frequency-Weighted L -Sensitivity under L -Scaling Constraints. Hinamoto,. Oumi, O. I. Omoifo W.-S. Lu Graduate School of Engineering Electrical
More informationOn the Roots of Digital Signal Processing 300 BC to 1770 AD
On the Roots of Digital Signal Processing 300 BC to 1770 AD Copyright 2007- Andreas Antoniou Victoria, BC, Canada Email: aantoniou@ieee.org October 7, 2007 Frame # 1 Slide # 1 A. Antoniou On the Roots
More informationOptimization and Root Finding. Kurt Hornik
Optimization and Root Finding Kurt Hornik Basics Root finding and unconstrained smooth optimization are closely related: Solving ƒ () = 0 can be accomplished via minimizing ƒ () 2 Slide 2 Basics Root finding
More informationDigital Signal Processing
COMP ENG 4TL4: Digital Signal Processing Notes for Lecture #20 Wednesday, October 22, 2003 6.4 The Phase Response and Distortionless Transmission In most filter applications, the magnitude response H(e
More informationFIR filter design is one of the most basic and important
1 Nyquist Filter Design using POCS Methods: Including Constraints in Design Sanjeel Parekh and Pratik Shah arxiv:135.3446v3 [cs.it] 1 Jul 13 Abstract The problem of constrained finite impulse response
More informationOptimal Design of Real and Complex Minimum Phase Digital FIR Filters
Optimal Design of Real and Complex Minimum Phase Digital FIR Filters Niranjan Damera-Venkata and Brian L. Evans Embedded Signal Processing Laboratory Dept. of Electrical and Computer Engineering The University
More informationIterative reweighted l 1 design of sparse FIR filters
Iterative reweighted l 1 design of sparse FIR filters Cristian Rusu, Bogdan Dumitrescu Abstract Designing sparse 1D and 2D filters has been the object of research in recent years due mainly to the developments
More informationStable IIR Notch Filter Design with Optimal Pole Placement
IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL 49, NO 11, NOVEMBER 2001 2673 Stable IIR Notch Filter Design with Optimal Pole Placement Chien-Cheng Tseng, Senior Member, IEEE, and Soo-Chang Pei, Fellow, IEEE
More informationPOLYNOMIAL-BASED INTERPOLATION FILTERS PART I: FILTER SYNTHESIS*
CIRCUITS SYSTEMS SIGNAL PROCESSING c Birkhäuser Boston (27) VOL. 26, NO. 2, 27, PP. 115 146 DOI: 1.17/s34-5-74-8 POLYNOMIAL-BASED INTERPOLATION FILTERS PART I: FILTER SYNTHESIS* Jussi Vesma 1 and Tapio
More informationNumerical Analysis of Electromagnetic Fields
Pei-bai Zhou Numerical Analysis of Electromagnetic Fields With 157 Figures Springer-Verlag Berlin Heidelberg New York London Paris Tokyo Hong Kong Barcelona Budapest Contents Part 1 Universal Concepts
More informationLine Search Methods for Unconstrained Optimisation
Line Search Methods for Unconstrained Optimisation Lecture 8, Numerical Linear Algebra and Optimisation Oxford University Computing Laboratory, MT 2007 Dr Raphael Hauser (hauser@comlab.ox.ac.uk) The Generic
More informationECE 410 DIGITAL SIGNAL PROCESSING D. Munson University of Illinois Chapter 12
. ECE 40 DIGITAL SIGNAL PROCESSING D. Munson University of Illinois Chapter IIR Filter Design ) Based on Analog Prototype a) Impulse invariant design b) Bilinear transformation ( ) ~ widely used ) Computer-Aided
More informationPS403 - Digital Signal processing
PS403 - Digital Signal processing 6. DSP - Recursive (IIR) Digital Filters Key Text: Digital Signal Processing with Computer Applications (2 nd Ed.) Paul A Lynn and Wolfgang Fuerst, (Publisher: John Wiley
More informationLecture 14: October 17
1-725/36-725: Convex Optimization Fall 218 Lecture 14: October 17 Lecturer: Lecturer: Ryan Tibshirani Scribes: Pengsheng Guo, Xian Zhou Note: LaTeX template courtesy of UC Berkeley EECS dept. Disclaimer:
More information1 Numerical optimization
Contents 1 Numerical optimization 5 1.1 Optimization of single-variable functions............ 5 1.1.1 Golden Section Search................... 6 1.1. Fibonacci Search...................... 8 1. Algorithms
More informationAll-Pole Recursive Digital Filters Design Based on Ultraspherical Polynomials
RADIOENGINEERING, VOL. 3, NO. 3, SEPTEMBER 4 949 All-Pole Recursive Digital Filters Design Based on Ultraspherical Polynomials Nikola STOJANOVIĆ, Negovan STAMENKOVIĆ, Vidosav STOJANOVIĆ University of Niš,
More informationDigital Signal Processing
COMP ENG 4TL4: Digital Signal Processing Notes for Lecture #21 Friday, October 24, 2003 Types of causal FIR (generalized) linear-phase filters: Type I: Symmetric impulse response: with order M an even
More informationSpeaker: Arthur Williams Chief Scientist Telebyte Inc. Thursday November 20 th 2008 INTRODUCTION TO ACTIVE AND PASSIVE ANALOG
INTRODUCTION TO ACTIVE AND PASSIVE ANALOG FILTER DESIGN INCLUDING SOME INTERESTING AND UNIQUE CONFIGURATIONS Speaker: Arthur Williams Chief Scientist Telebyte Inc. Thursday November 20 th 2008 TOPICS Introduction
More informationNumerical solutions of nonlinear systems of equations
Numerical solutions of nonlinear systems of equations Tsung-Ming Huang Department of Mathematics National Taiwan Normal University, Taiwan E-mail: min@math.ntnu.edu.tw August 28, 2011 Outline 1 Fixed points
More informationGeometry optimization
Geometry optimization Trygve Helgaker Centre for Theoretical and Computational Chemistry Department of Chemistry, University of Oslo, Norway European Summer School in Quantum Chemistry (ESQC) 211 Torre
More informationMultirate signal processing
Multirate signal processing Discrete-time systems with different sampling rates at various parts of the system are called multirate systems. The need for such systems arises in many applications, including
More informationOptimization 2. CS5240 Theoretical Foundations in Multimedia. Leow Wee Kheng
Optimization 2 CS5240 Theoretical Foundations in Multimedia Leow Wee Kheng Department of Computer Science School of Computing National University of Singapore Leow Wee Kheng (NUS) Optimization 2 1 / 38
More informationLecture 18: November Review on Primal-dual interior-poit methods
10-725/36-725: Convex Optimization Fall 2016 Lecturer: Lecturer: Javier Pena Lecture 18: November 2 Scribes: Scribes: Yizhu Lin, Pan Liu Note: LaTeX template courtesy of UC Berkeley EECS dept. Disclaimer:
More informationUnconstrained Multivariate Optimization
Unconstrained Multivariate Optimization Multivariate optimization means optimization of a scalar function of a several variables: and has the general form: y = () min ( ) where () is a nonlinear scalar-valued
More information1 Newton s Method. Suppose we want to solve: x R. At x = x, f (x) can be approximated by:
Newton s Method Suppose we want to solve: (P:) min f (x) At x = x, f (x) can be approximated by: n x R. f (x) h(x) := f ( x)+ f ( x) T (x x)+ (x x) t H ( x)(x x), 2 which is the quadratic Taylor expansion
More informationChapter 7: Filter Design 7.1 Practical Filter Terminology
hapter 7: Filter Design 7. Practical Filter Terminology Analog and digital filters and their designs constitute one of the major emphasis areas in signal processing and communication systems. This is due
More informationA Width-Recursive Depth-First Tree Search Approach for the Design of Discrete Coefficient Perfect Reconstruction Lattice Filter Bank
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II: ANALOG AND DIGITAL SIGNAL PROCESSING, VOL. 50, NO. 6, JUNE 2003 257 A Width-Recursive Depth-First Tree Search Approach for the Design of Discrete Coefficient
More informationLike bilateral Laplace transforms, ROC must be used to determine a unique inverse z-transform.
Inversion of the z-transform Focus on rational z-transform of z 1. Apply partial fraction expansion. Like bilateral Laplace transforms, ROC must be used to determine a unique inverse z-transform. Let X(z)
More informationDigital Signal Processing
Digital Signal Proceing IIR Filter Deign Manar Mohaien Office: F8 Email: manar.ubhi@kut.ac.kr School of IT Engineering Review of the Precedent Lecture Propertie of FIR Filter Application of FIR Filter
More informationSHAPE OF IMPULSE RESPONSE CHARACTERISTICS OF LINEAR-PHASE NONRECURSIVE 2D FIR FILTER FUNCTION *
FACTA UNIVERSITATIS Series: Electronics and Energetics Vol. 6, N o, August 013, pp. 133-143 DOI: 10.98/FUEE130133P SHAPE OF IMPULSE RESPONSE CHARACTERISTICS OF LINEAR-PHASE NONRECURSIVE D FIR FILTER FUNCTION
More informationTowards Global Design of Orthogonal Filter Banks and Wavelets
Towards Global Design of Orthogonal Filter Banks and Wavelets Jie Yan and Wu-Sheng Lu Department of Electrical and Computer Engineering University of Victoria Victoria, BC, Canada V8W 3P6 jyan@ece.uvic.ca,
More informationA Unified Approach to the Design of Interpolated and Frequency Response Masking FIR Filters
A Unified Approach to the Design of Interpolated and Frequency Response Masking FIR Filters Wu Sheng Lu akao Hinamoto University of Victoria Hiroshima University Victoria, Canada Higashi Hiroshima, Japan
More informationReconstruction of Block-Sparse Signals by Using an l 2/p -Regularized Least-Squares Algorithm
Reconstruction of Block-Sparse Signals by Using an l 2/p -Regularized Least-Squares Algorithm Jeevan K. Pant, Wu-Sheng Lu, and Andreas Antoniou University of Victoria May 21, 2012 Compressive Sensing 1/23
More informationA DESIGN OF FIR FILTERS WITH VARIABLE NOTCHES CONSIDERING REDUCTION METHOD OF POLYNOMIAL COEFFICIENTS FOR REAL-TIME SIGNAL PROCESSING
International Journal of Innovative Computing, Information and Control ICIC International c 23 ISSN 349-498 Volume 9, Number 9, September 23 pp. 3527 3536 A DESIGN OF FIR FILTERS WITH VARIABLE NOTCHES
More informationINF3440/INF4440. Design of digital filters
Last week lecture Today s lecture: Chapter 8.1-8.3, 8.4.2, 8.5.3 INF3440/INF4440. Design of digital filters October 2004 Last week lecture Today s lecture: Chapter 8.1-8.3, 8.4.2, 8.5.3 Last lectures:
More informationFuliband Differentiators
Design of FIR LS Hibert Transformers Through Fuliband Differentiators Guergana Mollova* Institute of Communications and Radio-Frequency Engineering Vienna University of Technology Gusshausstrasse 25/389,
More informationPerfect Reconstruction Two- Channel FIR Filter Banks
Perfect Reconstruction Two- Channel FIR Filter Banks A perfect reconstruction two-channel FIR filter bank with linear-phase FIR filters can be designed if the power-complementary requirement e jω + e jω
More informationOptimization Methods
Optimization Methods Decision making Examples: determining which ingredients and in what quantities to add to a mixture being made so that it will meet specifications on its composition allocating available
More information