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Gradient flow approach to discrete-time envelope-constrained filter design via orthonormal filters

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4 Author(s)
Tseng, C.H. ; Telecomm. Res. Inst., Curtin Univ. of Technol., Perth, WA, Australia ; Teo, K.L. ; Zang, Z. ; Cantoni, A.

Using digital orthonormal filters and Lagrangian duality theory, the envelope-constrained (EC) filtering problem has been formulated as a dual quadratic programming (QP) problem with simple constraints. Applying the barrier-gradient and barrier-Newton methods based on the space transformation and gradient flow technique, two efficient design algorithms are constructed for solving this QP problem. An adaptive algorithm, based on the barrier-gradient algorithm, is developed to solve the EC filtering problem in a stochastic environment. The convergence properties are established in the mean and mean square error senses. To demonstrate the effectiveness of the proposed algorithms, a practical example using the Laguerre networks is solved for both the deterministic and stochastic cases

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Vision, Image and Signal Processing, IEE Proceedings -  (Volume:147 ,  Issue: 1 )