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Optimal Matrix Filter Design With Application to Filtering Short Data Records

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2 Author(s)
Dong Han ; Dept. of Inf. & Commun. Eng., Dalian Navy Acad., Dalian, China ; Xin Hua Zhang

This letter presents a simple computer-aided approach for designing matrix filter based on the least-square criterion. Three methods are considered for designing matrix filter. In design method 1, we minimize the normalized mean-square error between the designed and desired filter response in the passband subject to the normalized mean-square error constraint in the stopband. In design method 2, the objective function and the constraint in the design method 1 are reversed. In design method 3, the optimal matrix filter which has the general mean-square error is considered. Numerical results show that the proposed approach is effective for designing matrix filter and filtering short data records.

Published in:

Signal Processing Letters, IEEE  (Volume:17 ,  Issue: 5 )