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Moving horizon design of discrete coefficient FIR filters

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posted on 2025-05-10, 23:23 authored by Daniel E. Quevedo, Graham GoodwinGraham Goodwin
We show how the discrete coefficient filter design problem can be solved with a moving horizon optimization approach. The computation time of this procedure is determined by the optimization horizon and does not grow exponentially with the filter length. ΣΔ design methods are a special case of the proposed procedure.

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  1. 1.
    DOI - Is published in https://doi.org/10.1109/TSP.2005.847856
  2. 2.
    ISSN - Is version of https://portal.issn.org/resource/ISSN/1053-587X

Journal title

IEEE Transactions on Signal Processing

Volume

53

Issue

6

Pagination

2262-2267

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Language

  • en, English

College/Research Centre

Faculty of Engineering and Built Environment

School

School of Electrical Engineering and Computer Science

Rights statement

Copyright © 2005 IEEE. Reprinted from IEEE Transactions on Signal Processing, Vol. 53, Issue 6, p. 2262-2267. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.

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    Keywords

    digital filter wordlength effectsleast mean square methodsmoving horizon optimizationquadratic programmingquantized coefficientssigma-delta modulation

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