利用约束最小二乘法和半定规划设计了一类完美重构双通道FIR和小波滤波器组

S. Chan, K. Pun, K. Ho
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引用次数: 4

摘要

本文提出了设计一类双通道PR FlR滤波器组和高阶k正则性小波的两种新方法。k规则约束被表示为设计变量中的一组线性约束。第一种方法将设计问题化为具有线性等式约束的二次规划问题(QPLC),利用拉格朗日乘子法求解。第二种设计方法采用极大极小误差准则,将设计问题作为半确定规划问题来解决。通过去除冗余变量,将等式约束自动引入设计问题。然后将优化问题表述为一个线性凸目标函数,该函数服从一个仿射集并,该仿射集可由一组线性矩阵不等式表示。因此,它们可以使用现有的SDP求解器来求解。设计实例验证了所提方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The design of a class of prefect reconstruction two-channel FIR and wavelets filterbanks using constrained least squares method and semidefinite programming
This paper proposes two new methods for designing a class of 2-channel PR FlR filterbanks and wavelets with Kregularity of high order. The K-regularity constraints are expressed as a set of linear constraints in the design variables. The first method formulates the design problem as a quadratic programming problem with linear equality constraints (QPLC), which can be solved using the method of Lagrange multiplier. The second design method employs the minimax error criteria and solves the design problem as a semidefinite programming problem (SDP). By removing the redundant variablcs, the equality constraints are automatically imposed into the design problem. The optimization problem is then formulated as a linear convex objective function subject to a union of affine set which can be represented by a set of linear matrix inequalities. Hence they can be solved using existing SDP solver. Design examples are given to demonstrate the effectiveness of the proposed methods.
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