Gradient flow approach to discrete-time envelope-constrained filterdesign via orthonormal filters |
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Authors: | Tseng CH Teo KL Zang Z Cantoni A |
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Affiliation: | Telecomm. Res. Inst., Curtin Univ. of Technol., Perth, WA; |
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Abstract: | 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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