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- Brien Alkire, Lieven Vandenberghe
- Math. Program.
- 2002

We discuss convex optimization problems where some of the variables are constrained to be finite autocorrelation sequences. Problems of this form arise in signal processing and communications, and we describe applications in filter design and system identification. Autocorrelation constraints in optimization problems are often approximated by sampling the… (More)

We consider convex optimization problems with the constraint that the variables form a nite autocorrelation sequence, or equivalently, that the corresponding power spectral density is nonnegative. This constraint is often approximated by sampling the power spectral density, which results in a set of linear inequalities. It can also be cast as a linear… (More)

- Brien Alkire, Lieven Vandenberghe
- ICASSP
- 2001

ABSTRACT We describe efficient interior-point methods for the design of filters with constraints on the magnitude spectrum, for example, piecewise-constant upper and lower bounds, and arbitrary phase. Several researchers have observed that problems of this type can be solved via convex optimization and spectral factorization. The associated optimization… (More)

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