RECURSIVE PROCEDURES FOR CONSTRAINED OPTIMIZATION PROBLEMS AND ITS APPLICATION IN SIGNAL-PROCESSING

作     者：ZHENG, WX CANTONI, A VO, B TEO, KL 

作者机构：UNIV WESTERN AUSTRALIADEPT MATHNEDLANDSWA 6009AUSTRALIA 

出 版 物：《IEE PROCEEDINGS-VISION IMAGE AND SIGNAL PROCESSING》 (IEE Proc Vision Image Signal Proc)

年 卷 期：1995年第142卷第3期

页      面：161-168页

核心收录：

主　　题：FIR FILTER DESIGN ADAPTIVE SIGNAL PROCESSING CONSTRAINED OPTIMIZATION RECURSIVE ALGORITHMS CONVERGENCE ANALYSIS INEQUALITY CONSTRAINTS 

摘      要：Many filter design problems in signal processing can be formulated as a quadratic programming problem with linear inequality constraints. The authors present new recursive procedures for solving this kind of problem. Using a constraint transcription technique, this inequality constrained quadratic programming problem can be approximated as an unconstrained minimisation problem. Two types of optimisation methods are developed to serve this unconstrained problem in a recursive adjusting manner. Analysis and simulation results on the proposed recursive procedures applied to the design of envelope-constrained filters are presented.