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Optimal matrix-filter design

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2 Author(s)
R. J. Vaccaro ; Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA ; B. F. Harrison

A matrix filter produces N output values given a block of N input values. Matrix filters are particularly useful for filtering short data records (e.g. N⩽20). We introduce a new set of matrix-filter design criteria and show that the design of a matrix filter can be formulated as a convex optimization problem. Several examples are given of lowpass and bandpass designs as well as a Hilbert transformer design

Published in:

IEEE Transactions on Signal Processing  (Volume:44 ,  Issue: 3 )