Fir Filter Design via Semideenite Programming and Spectral Factorization

Abstract

We present a new semideenite programming approach to FIR lter design with arbitrary upper and lower bounds on the frequency response magnitude. It is shown that the constraints can be expressed as linear matrix inequalities (LMIs), and hence they can be easily handled by recent interior-point methods. Using this LMI formulation, we can cast several… (More)

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