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Minimax Design of IIR Digital Filters Using a Sequential Constrained Least-Squares Method

机译:使用顺序约束最小二乘法的IIR数字滤波器的Minimax设计

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The minimax design of infinite impulse response (IIR) digital filters is a nonconvex optimization problem, and thus has many local minima. It is shown in this correspondence that a sequential constrained least-squares (SCLS) method has a higher possibility of obtaining better solutions than a direct minimization method when applied to the nonconvex minimax design of IIR filters. We combine the SCLS method with a Steiglitz-McBride (SM) strategy, resulting in a practical design procedure. The positive realness stability condition proposed by Dumitrescu and Niemisto is reformulated as linear inequality constraints and then incorporated in the design procedure. Simulation examples and comparisons with several existing methods demonstrate the effectiveness of the procedure and good performances of the designed filters.
机译:无限脉冲响应(IIR)数字滤波器的极大极小设计是一个非凸优化问题,因此具有许多局部极小值。以此对应关系表明,当应用于IIR滤波器的非凸最小极大化设计时,顺序约束最小二乘(SCLS)方法比直接最小化方法更有可能获得更好的解。我们将SCLS方法与Steiglitz-McBride(SM)策略结合在一起,从而形成了实用的设计程序。 Dumitrescu和Niemisto提出的正现实稳定条件被重新表述为线性不等式约束,然后被纳入设计程序。仿真示例和与几种现有方法的比较证明了该程序的有效性以及所设计滤波器的良好性能。

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